Trading Metrics calculated at close of trading on 16-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
15,300.30 |
15,170.70 |
-129.60 |
-0.8% |
15,069.30 |
High |
15,301.91 |
15,374.15 |
72.24 |
0.5% |
15,237.30 |
Low |
15,161.33 |
15,170.70 |
9.37 |
0.1% |
14,719.43 |
Close |
15,180.02 |
15,373.83 |
193.81 |
1.3% |
15,237.11 |
Range |
140.58 |
203.45 |
62.87 |
44.7% |
517.87 |
ATR |
148.46 |
152.38 |
3.93 |
2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,916.58 |
15,848.65 |
15,485.73 |
|
R3 |
15,713.13 |
15,645.20 |
15,429.78 |
|
R2 |
15,509.68 |
15,509.68 |
15,411.13 |
|
R1 |
15,441.75 |
15,441.75 |
15,392.48 |
15,475.72 |
PP |
15,306.23 |
15,306.23 |
15,306.23 |
15,323.21 |
S1 |
15,238.30 |
15,238.30 |
15,355.18 |
15,272.27 |
S2 |
15,102.78 |
15,102.78 |
15,336.53 |
|
S3 |
14,899.33 |
15,034.85 |
15,317.88 |
|
S4 |
14,695.88 |
14,831.40 |
15,261.93 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,618.22 |
16,445.54 |
15,521.94 |
|
R3 |
16,100.35 |
15,927.67 |
15,379.52 |
|
R2 |
15,582.48 |
15,582.48 |
15,332.05 |
|
R1 |
15,409.80 |
15,409.80 |
15,284.58 |
15,496.14 |
PP |
15,064.61 |
15,064.61 |
15,064.61 |
15,107.79 |
S1 |
14,891.93 |
14,891.93 |
15,189.64 |
14,978.27 |
S2 |
14,546.74 |
14,546.74 |
15,142.17 |
|
S3 |
14,028.87 |
14,374.06 |
15,094.70 |
|
S4 |
13,511.00 |
13,856.19 |
14,952.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,374.15 |
14,806.39 |
567.76 |
3.7% |
194.80 |
1.3% |
100% |
True |
False |
|
10 |
15,374.15 |
14,719.43 |
654.72 |
4.3% |
171.20 |
1.1% |
100% |
True |
False |
|
20 |
15,695.89 |
14,719.43 |
976.46 |
6.4% |
146.56 |
1.0% |
67% |
False |
False |
|
40 |
15,709.58 |
14,719.43 |
990.15 |
6.4% |
136.42 |
0.9% |
66% |
False |
False |
|
60 |
15,709.58 |
14,719.43 |
990.15 |
6.4% |
131.47 |
0.9% |
66% |
False |
False |
|
80 |
15,709.58 |
14,669.69 |
1,039.89 |
6.8% |
128.30 |
0.8% |
68% |
False |
False |
|
100 |
15,709.58 |
14,551.27 |
1,158.31 |
7.5% |
142.68 |
0.9% |
71% |
False |
False |
|
120 |
15,709.58 |
14,551.27 |
1,158.31 |
7.5% |
138.61 |
0.9% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,238.81 |
2.618 |
15,906.78 |
1.618 |
15,703.33 |
1.000 |
15,577.60 |
0.618 |
15,499.88 |
HIGH |
15,374.15 |
0.618 |
15,296.43 |
0.500 |
15,272.43 |
0.382 |
15,248.42 |
LOW |
15,170.70 |
0.618 |
15,044.97 |
1.000 |
14,967.25 |
1.618 |
14,841.52 |
2.618 |
14,638.07 |
4.250 |
14,306.04 |
|
|
Fisher Pivots for day following 16-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,340.03 |
15,334.31 |
PP |
15,306.23 |
15,294.79 |
S1 |
15,272.43 |
15,255.27 |
|