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 |
15,394.22 |
15,465.34 |
71.12 |
0.5% |
15,231.33 |
High |
15,518.10 |
15,465.66 |
-52.44 |
-0.3% |
15,412.97 |
Low |
15,394.22 |
15,366.19 |
-28.03 |
-0.2% |
15,136.38 |
Close |
15,467.66 |
15,413.33 |
-54.33 |
-0.4% |
15,399.65 |
Range |
123.88 |
99.47 |
-24.41 |
-19.7% |
276.59 |
ATR |
139.46 |
136.75 |
-2.71 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,713.47 |
15,662.87 |
15,468.04 |
|
R3 |
15,614.00 |
15,563.40 |
15,440.68 |
|
R2 |
15,514.53 |
15,514.53 |
15,431.57 |
|
R1 |
15,463.93 |
15,463.93 |
15,422.45 |
15,439.50 |
PP |
15,415.06 |
15,415.06 |
15,415.06 |
15,402.84 |
S1 |
15,364.46 |
15,364.46 |
15,404.21 |
15,340.03 |
S2 |
15,315.59 |
15,315.59 |
15,395.09 |
|
S3 |
15,216.12 |
15,264.99 |
15,385.98 |
|
S4 |
15,116.65 |
15,165.52 |
15,358.62 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,146.10 |
16,049.47 |
15,551.77 |
|
R3 |
15,869.51 |
15,772.88 |
15,475.71 |
|
R2 |
15,592.92 |
15,592.92 |
15,450.36 |
|
R1 |
15,496.29 |
15,496.29 |
15,425.00 |
15,544.61 |
PP |
15,316.33 |
15,316.33 |
15,316.33 |
15,340.49 |
S1 |
15,219.70 |
15,219.70 |
15,374.30 |
15,268.02 |
S2 |
15,039.74 |
15,039.74 |
15,348.94 |
|
S3 |
14,763.15 |
14,943.11 |
15,323.59 |
|
S4 |
14,486.56 |
14,666.52 |
15,247.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,518.10 |
15,229.02 |
289.08 |
1.9% |
101.82 |
0.7% |
64% |
False |
False |
|
10 |
15,518.10 |
14,806.39 |
711.71 |
4.6% |
148.31 |
1.0% |
85% |
False |
False |
|
20 |
15,518.10 |
14,719.43 |
798.67 |
5.2% |
141.93 |
0.9% |
87% |
False |
False |
|
40 |
15,709.58 |
14,719.43 |
990.15 |
6.4% |
134.10 |
0.9% |
70% |
False |
False |
|
60 |
15,709.58 |
14,719.43 |
990.15 |
6.4% |
130.69 |
0.8% |
70% |
False |
False |
|
80 |
15,709.58 |
14,719.43 |
990.15 |
6.4% |
124.83 |
0.8% |
70% |
False |
False |
|
100 |
15,709.58 |
14,551.27 |
1,158.31 |
7.5% |
138.67 |
0.9% |
74% |
False |
False |
|
120 |
15,709.58 |
14,551.27 |
1,158.31 |
7.5% |
137.00 |
0.9% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,888.41 |
2.618 |
15,726.07 |
1.618 |
15,626.60 |
1.000 |
15,565.13 |
0.618 |
15,527.13 |
HIGH |
15,465.66 |
0.618 |
15,427.66 |
0.500 |
15,415.93 |
0.382 |
15,404.19 |
LOW |
15,366.19 |
0.618 |
15,304.72 |
1.000 |
15,266.72 |
1.618 |
15,205.25 |
2.618 |
15,105.78 |
4.250 |
14,943.44 |
|
|
Fisher Pivots for day following 23-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,415.93 |
15,440.38 |
PP |
15,415.06 |
15,431.36 |
S1 |
15,414.20 |
15,422.35 |
|