Trading Metrics calculated at close of trading on 13-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
16,541 |
16,420 |
-121 |
-0.7% |
16,923 |
High |
16,682 |
16,526 |
-156 |
-0.9% |
17,020 |
Low |
16,427 |
16,216 |
-211 |
-1.3% |
16,427 |
Close |
16,437 |
16,232 |
-205 |
-1.2% |
16,437 |
Range |
255 |
310 |
55 |
21.6% |
593 |
ATR |
208 |
215 |
7 |
3.5% |
0 |
Volume |
309,178 |
306,767 |
-2,411 |
-0.8% |
1,273,023 |
|
Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,255 |
17,053 |
16,403 |
|
R3 |
16,945 |
16,743 |
16,317 |
|
R2 |
16,635 |
16,635 |
16,289 |
|
R1 |
16,433 |
16,433 |
16,261 |
16,379 |
PP |
16,325 |
16,325 |
16,325 |
16,298 |
S1 |
16,123 |
16,123 |
16,204 |
16,069 |
S2 |
16,015 |
16,015 |
16,175 |
|
S3 |
15,705 |
15,813 |
16,147 |
|
S4 |
15,395 |
15,503 |
16,062 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,407 |
18,015 |
16,763 |
|
R3 |
17,814 |
17,422 |
16,600 |
|
R2 |
17,221 |
17,221 |
16,546 |
|
R1 |
16,829 |
16,829 |
16,491 |
16,729 |
PP |
16,628 |
16,628 |
16,628 |
16,578 |
S1 |
16,236 |
16,236 |
16,383 |
16,136 |
S2 |
16,035 |
16,035 |
16,328 |
|
S3 |
15,442 |
15,643 |
16,274 |
|
S4 |
14,849 |
15,050 |
16,111 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,949 |
16,216 |
733 |
4.5% |
322 |
2.0% |
2% |
False |
True |
282,900 |
10 |
17,063 |
16,216 |
847 |
5.2% |
264 |
1.6% |
2% |
False |
True |
234,021 |
20 |
17,279 |
16,216 |
1,063 |
6.5% |
221 |
1.4% |
2% |
False |
True |
197,471 |
40 |
17,279 |
16,216 |
1,063 |
6.5% |
163 |
1.0% |
2% |
False |
True |
107,733 |
60 |
17,279 |
16,143 |
1,136 |
7.0% |
151 |
0.9% |
8% |
False |
False |
71,842 |
80 |
17,279 |
16,143 |
1,136 |
7.0% |
135 |
0.8% |
8% |
False |
False |
53,886 |
100 |
17,279 |
16,143 |
1,136 |
7.0% |
114 |
0.7% |
8% |
False |
False |
43,109 |
120 |
17,279 |
16,143 |
1,136 |
7.0% |
103 |
0.6% |
8% |
False |
False |
35,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,844 |
2.618 |
17,338 |
1.618 |
17,028 |
1.000 |
16,836 |
0.618 |
16,718 |
HIGH |
16,526 |
0.618 |
16,408 |
0.500 |
16,371 |
0.382 |
16,335 |
LOW |
16,216 |
0.618 |
16,025 |
1.000 |
15,906 |
1.618 |
15,715 |
2.618 |
15,405 |
4.250 |
14,899 |
|
|
Fisher Pivots for day following 13-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
16,371 |
16,583 |
PP |
16,325 |
16,466 |
S1 |
16,278 |
16,349 |
|