Trading Metrics calculated at close of trading on 18-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,281.8 |
1,320.0 |
38.2 |
3.0% |
1,276.3 |
High |
1,324.3 |
1,328.5 |
4.2 |
0.3% |
1,328.5 |
Low |
1,278.9 |
1,314.2 |
35.3 |
2.8% |
1,255.0 |
Close |
1,324.3 |
1,315.8 |
-8.5 |
-0.6% |
1,315.8 |
Range |
45.4 |
14.3 |
-31.1 |
-68.5% |
73.5 |
ATR |
26.7 |
25.8 |
-0.9 |
-3.3% |
0.0 |
Volume |
1,457 |
347 |
-1,110 |
-76.2% |
6,943 |
|
Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,362.4 |
1,353.4 |
1,323.7 |
|
R3 |
1,348.1 |
1,339.1 |
1,319.7 |
|
R2 |
1,333.8 |
1,333.8 |
1,318.4 |
|
R1 |
1,324.8 |
1,324.8 |
1,317.1 |
1,322.2 |
PP |
1,319.5 |
1,319.5 |
1,319.5 |
1,318.2 |
S1 |
1,310.5 |
1,310.5 |
1,314.5 |
1,307.9 |
S2 |
1,305.2 |
1,305.2 |
1,313.2 |
|
S3 |
1,290.9 |
1,296.2 |
1,311.9 |
|
S4 |
1,276.6 |
1,281.9 |
1,307.9 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,520.3 |
1,491.5 |
1,356.2 |
|
R3 |
1,446.8 |
1,418.0 |
1,336.0 |
|
R2 |
1,373.3 |
1,373.3 |
1,329.3 |
|
R1 |
1,344.5 |
1,344.5 |
1,322.5 |
1,358.9 |
PP |
1,299.8 |
1,299.8 |
1,299.8 |
1,307.0 |
S1 |
1,271.0 |
1,271.0 |
1,309.1 |
1,285.4 |
S2 |
1,226.3 |
1,226.3 |
1,302.3 |
|
S3 |
1,152.8 |
1,197.5 |
1,295.6 |
|
S4 |
1,079.3 |
1,124.0 |
1,275.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,328.5 |
1,255.0 |
73.5 |
5.6% |
25.4 |
1.9% |
83% |
True |
False |
1,388 |
10 |
1,331.0 |
1,255.0 |
76.0 |
5.8% |
23.4 |
1.8% |
80% |
False |
False |
1,725 |
20 |
1,353.5 |
1,255.0 |
98.5 |
7.5% |
23.4 |
1.8% |
62% |
False |
False |
1,142 |
40 |
1,430.2 |
1,255.0 |
175.2 |
13.3% |
23.4 |
1.8% |
35% |
False |
False |
917 |
60 |
1,430.2 |
1,255.0 |
175.2 |
13.3% |
21.6 |
1.6% |
35% |
False |
False |
834 |
80 |
1,430.2 |
1,194.4 |
235.8 |
17.9% |
20.5 |
1.6% |
51% |
False |
False |
1,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,389.3 |
2.618 |
1,365.9 |
1.618 |
1,351.6 |
1.000 |
1,342.8 |
0.618 |
1,337.3 |
HIGH |
1,328.5 |
0.618 |
1,323.0 |
0.500 |
1,321.4 |
0.382 |
1,319.7 |
LOW |
1,314.2 |
0.618 |
1,305.4 |
1.000 |
1,299.9 |
1.618 |
1,291.1 |
2.618 |
1,276.8 |
4.250 |
1,253.4 |
|
|
Fisher Pivots for day following 18-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,321.4 |
1,310.8 |
PP |
1,319.5 |
1,305.8 |
S1 |
1,317.7 |
1,300.8 |
|