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 |
15,465.34 |
15,414.87 |
-50.47 |
-0.3% |
15,231.33 |
High |
15,465.66 |
15,528.63 |
62.97 |
0.4% |
15,412.97 |
Low |
15,366.19 |
15,414.13 |
47.94 |
0.3% |
15,136.38 |
Close |
15,413.33 |
15,509.21 |
95.88 |
0.6% |
15,399.65 |
Range |
99.47 |
114.50 |
15.03 |
15.1% |
276.59 |
ATR |
136.75 |
135.22 |
-1.53 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,827.49 |
15,782.85 |
15,572.19 |
|
R3 |
15,712.99 |
15,668.35 |
15,540.70 |
|
R2 |
15,598.49 |
15,598.49 |
15,530.20 |
|
R1 |
15,553.85 |
15,553.85 |
15,519.71 |
15,576.17 |
PP |
15,483.99 |
15,483.99 |
15,483.99 |
15,495.15 |
S1 |
15,439.35 |
15,439.35 |
15,498.71 |
15,461.67 |
S2 |
15,369.49 |
15,369.49 |
15,488.22 |
|
S3 |
15,254.99 |
15,324.85 |
15,477.72 |
|
S4 |
15,140.49 |
15,210.35 |
15,446.24 |
|
|
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 |
15,528.63 |
15,321.81 |
206.82 |
1.3% |
95.31 |
0.6% |
91% |
True |
False |
|
10 |
15,528.63 |
15,100.13 |
428.50 |
2.8% |
127.79 |
0.8% |
95% |
True |
False |
|
20 |
15,528.63 |
14,719.43 |
809.20 |
5.2% |
142.02 |
0.9% |
98% |
True |
False |
|
40 |
15,709.58 |
14,719.43 |
990.15 |
6.4% |
134.29 |
0.9% |
80% |
False |
False |
|
60 |
15,709.58 |
14,719.43 |
990.15 |
6.4% |
130.24 |
0.8% |
80% |
False |
False |
|
80 |
15,709.58 |
14,719.43 |
990.15 |
6.4% |
124.03 |
0.8% |
80% |
False |
False |
|
100 |
15,709.58 |
14,551.27 |
1,158.31 |
7.5% |
137.78 |
0.9% |
83% |
False |
False |
|
120 |
15,709.58 |
14,551.27 |
1,158.31 |
7.5% |
137.55 |
0.9% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,015.26 |
2.618 |
15,828.39 |
1.618 |
15,713.89 |
1.000 |
15,643.13 |
0.618 |
15,599.39 |
HIGH |
15,528.63 |
0.618 |
15,484.89 |
0.500 |
15,471.38 |
0.382 |
15,457.87 |
LOW |
15,414.13 |
0.618 |
15,343.37 |
1.000 |
15,299.63 |
1.618 |
15,228.87 |
2.618 |
15,114.37 |
4.250 |
14,927.51 |
|
|
Fisher Pivots for day following 24-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,496.60 |
15,488.61 |
PP |
15,483.99 |
15,468.01 |
S1 |
15,471.38 |
15,447.41 |
|