Trading Metrics calculated at close of trading on 24-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,340.9 |
1,341.9 |
1.0 |
0.1% |
1,276.3 |
High |
1,340.9 |
1,352.9 |
12.0 |
0.9% |
1,328.5 |
Low |
1,332.6 |
1,336.7 |
4.1 |
0.3% |
1,255.0 |
Close |
1,334.9 |
1,351.3 |
16.4 |
1.2% |
1,315.8 |
Range |
8.3 |
16.2 |
7.9 |
95.2% |
73.5 |
ATR |
24.2 |
23.7 |
-0.4 |
-1.8% |
0.0 |
Volume |
4,170 |
848 |
-3,322 |
-79.7% |
6,943 |
|
Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,395.6 |
1,389.6 |
1,360.2 |
|
R3 |
1,379.4 |
1,373.4 |
1,355.8 |
|
R2 |
1,363.2 |
1,363.2 |
1,354.3 |
|
R1 |
1,357.2 |
1,357.2 |
1,352.8 |
1,360.2 |
PP |
1,347.0 |
1,347.0 |
1,347.0 |
1,348.5 |
S1 |
1,341.0 |
1,341.0 |
1,349.8 |
1,344.0 |
S2 |
1,330.8 |
1,330.8 |
1,348.3 |
|
S3 |
1,314.6 |
1,324.8 |
1,346.8 |
|
S4 |
1,298.4 |
1,308.6 |
1,342.4 |
|
|
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 |
1,352.9 |
1,311.0 |
41.9 |
3.1% |
16.1 |
1.2% |
96% |
True |
False |
1,313 |
10 |
1,352.9 |
1,255.0 |
97.9 |
7.2% |
22.3 |
1.6% |
98% |
True |
False |
1,550 |
20 |
1,353.5 |
1,255.0 |
98.5 |
7.3% |
23.5 |
1.7% |
98% |
False |
False |
1,375 |
40 |
1,419.2 |
1,255.0 |
164.2 |
12.2% |
23.2 |
1.7% |
59% |
False |
False |
1,015 |
60 |
1,430.2 |
1,255.0 |
175.2 |
13.0% |
21.9 |
1.6% |
55% |
False |
False |
900 |
80 |
1,430.2 |
1,215.8 |
214.4 |
15.9% |
20.0 |
1.5% |
63% |
False |
False |
1,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,421.8 |
2.618 |
1,395.3 |
1.618 |
1,379.1 |
1.000 |
1,369.1 |
0.618 |
1,362.9 |
HIGH |
1,352.9 |
0.618 |
1,346.7 |
0.500 |
1,344.8 |
0.382 |
1,342.9 |
LOW |
1,336.7 |
0.618 |
1,326.7 |
1.000 |
1,320.5 |
1.618 |
1,310.5 |
2.618 |
1,294.3 |
4.250 |
1,267.9 |
|
|
Fisher Pivots for day following 24-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,349.1 |
1,344.9 |
PP |
1,347.0 |
1,338.4 |
S1 |
1,344.8 |
1,332.0 |
|