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 |
14,605 |
14,430 |
-175 |
-1.2% |
14,190 |
High |
14,620 |
14,725 |
105 |
0.7% |
14,600 |
Low |
14,365 |
14,385 |
20 |
0.1% |
13,785 |
Close |
14,430 |
14,705 |
275 |
1.9% |
14,590 |
Range |
255 |
340 |
85 |
33.3% |
815 |
ATR |
305 |
308 |
2 |
0.8% |
0 |
Volume |
11,343 |
9,156 |
-2,187 |
-19.3% |
78,131 |
|
Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,625 |
15,505 |
14,892 |
|
R3 |
15,285 |
15,165 |
14,799 |
|
R2 |
14,945 |
14,945 |
14,767 |
|
R1 |
14,825 |
14,825 |
14,736 |
14,885 |
PP |
14,605 |
14,605 |
14,605 |
14,635 |
S1 |
14,485 |
14,485 |
14,674 |
14,545 |
S2 |
14,265 |
14,265 |
14,643 |
|
S3 |
13,925 |
14,145 |
14,612 |
|
S4 |
13,585 |
13,805 |
14,518 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,770 |
16,495 |
15,038 |
|
R3 |
15,955 |
15,680 |
14,814 |
|
R2 |
15,140 |
15,140 |
14,740 |
|
R1 |
14,865 |
14,865 |
14,665 |
15,003 |
PP |
14,325 |
14,325 |
14,325 |
14,394 |
S1 |
14,050 |
14,050 |
14,515 |
14,188 |
S2 |
13,510 |
13,510 |
14,441 |
|
S3 |
12,695 |
13,235 |
14,366 |
|
S4 |
11,880 |
12,420 |
14,142 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,725 |
14,120 |
605 |
4.1% |
295 |
2.0% |
97% |
True |
False |
11,720 |
10 |
14,725 |
13,785 |
940 |
6.4% |
300 |
2.0% |
98% |
True |
False |
13,055 |
20 |
14,965 |
13,785 |
1,180 |
8.0% |
304 |
2.1% |
78% |
False |
False |
13,543 |
40 |
14,965 |
13,240 |
1,725 |
11.7% |
294 |
2.0% |
85% |
False |
False |
10,284 |
60 |
14,965 |
13,240 |
1,725 |
11.7% |
265 |
1.8% |
85% |
False |
False |
6,868 |
80 |
15,125 |
13,050 |
2,075 |
14.1% |
220 |
1.5% |
80% |
False |
False |
5,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,170 |
2.618 |
15,615 |
1.618 |
15,275 |
1.000 |
15,065 |
0.618 |
14,935 |
HIGH |
14,725 |
0.618 |
14,595 |
0.500 |
14,555 |
0.382 |
14,515 |
LOW |
14,385 |
0.618 |
14,175 |
1.000 |
14,045 |
1.618 |
13,835 |
2.618 |
13,495 |
4.250 |
12,940 |
|
|
Fisher Pivots for day following 16-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
14,655 |
14,646 |
PP |
14,605 |
14,587 |
S1 |
14,555 |
14,528 |
|