Trading Metrics calculated at close of trading on 23-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,316.5 |
1,340.9 |
24.4 |
1.9% |
1,276.3 |
High |
1,343.8 |
1,340.9 |
-2.9 |
-0.2% |
1,328.5 |
Low |
1,311.0 |
1,332.6 |
21.6 |
1.6% |
1,255.0 |
Close |
1,343.5 |
1,334.9 |
-8.6 |
-0.6% |
1,315.8 |
Range |
32.8 |
8.3 |
-24.5 |
-74.7% |
73.5 |
ATR |
25.2 |
24.2 |
-1.0 |
-4.1% |
0.0 |
Volume |
254 |
4,170 |
3,916 |
1,541.7% |
6,943 |
|
Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.0 |
1,356.3 |
1,339.5 |
|
R3 |
1,352.7 |
1,348.0 |
1,337.2 |
|
R2 |
1,344.4 |
1,344.4 |
1,336.4 |
|
R1 |
1,339.7 |
1,339.7 |
1,335.7 |
1,337.9 |
PP |
1,336.1 |
1,336.1 |
1,336.1 |
1,335.3 |
S1 |
1,331.4 |
1,331.4 |
1,334.1 |
1,329.6 |
S2 |
1,327.8 |
1,327.8 |
1,333.4 |
|
S3 |
1,319.5 |
1,323.1 |
1,332.6 |
|
S4 |
1,311.2 |
1,314.8 |
1,330.3 |
|
|
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 |
1,343.8 |
1,278.9 |
64.9 |
4.9% |
22.0 |
1.6% |
86% |
False |
False |
1,435 |
10 |
1,343.8 |
1,255.0 |
88.8 |
6.7% |
22.8 |
1.7% |
90% |
False |
False |
1,653 |
20 |
1,353.5 |
1,255.0 |
98.5 |
7.4% |
23.5 |
1.8% |
81% |
False |
False |
1,347 |
40 |
1,430.2 |
1,255.0 |
175.2 |
13.1% |
23.1 |
1.7% |
46% |
False |
False |
1,008 |
60 |
1,430.2 |
1,255.0 |
175.2 |
13.1% |
21.9 |
1.6% |
46% |
False |
False |
888 |
80 |
1,430.2 |
1,215.8 |
214.4 |
16.1% |
19.9 |
1.5% |
56% |
False |
False |
1,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,376.2 |
2.618 |
1,362.6 |
1.618 |
1,354.3 |
1.000 |
1,349.2 |
0.618 |
1,346.0 |
HIGH |
1,340.9 |
0.618 |
1,337.7 |
0.500 |
1,336.8 |
0.382 |
1,335.8 |
LOW |
1,332.6 |
0.618 |
1,327.5 |
1.000 |
1,324.3 |
1.618 |
1,319.2 |
2.618 |
1,310.9 |
4.250 |
1,297.3 |
|
|
Fisher Pivots for day following 23-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,336.8 |
1,332.4 |
PP |
1,336.1 |
1,329.9 |
S1 |
1,335.5 |
1,327.4 |
|