Trading Metrics calculated at close of trading on 17-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
3,240.50 |
3,260.25 |
19.75 |
0.6% |
3,224.00 |
High |
3,276.50 |
3,310.50 |
34.00 |
1.0% |
3,232.75 |
Low |
3,234.75 |
3,255.25 |
20.50 |
0.6% |
3,110.75 |
Close |
3,264.00 |
3,301.00 |
37.00 |
1.1% |
3,225.50 |
Range |
41.75 |
55.25 |
13.50 |
32.3% |
122.00 |
ATR |
42.72 |
43.62 |
0.89 |
2.1% |
0.00 |
Volume |
228,467 |
209,745 |
-18,722 |
-8.2% |
1,670,961 |
|
Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,454.75 |
3,433.00 |
3,331.50 |
|
R3 |
3,399.50 |
3,377.75 |
3,316.25 |
|
R2 |
3,344.25 |
3,344.25 |
3,311.25 |
|
R1 |
3,322.50 |
3,322.50 |
3,306.00 |
3,333.50 |
PP |
3,289.00 |
3,289.00 |
3,289.00 |
3,294.25 |
S1 |
3,267.25 |
3,267.25 |
3,296.00 |
3,278.00 |
S2 |
3,233.75 |
3,233.75 |
3,290.75 |
|
S3 |
3,178.50 |
3,212.00 |
3,285.75 |
|
S4 |
3,123.25 |
3,156.75 |
3,270.50 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,555.75 |
3,512.50 |
3,292.50 |
|
R3 |
3,433.75 |
3,390.50 |
3,259.00 |
|
R2 |
3,311.75 |
3,311.75 |
3,247.75 |
|
R1 |
3,268.50 |
3,268.50 |
3,236.75 |
3,290.00 |
PP |
3,189.75 |
3,189.75 |
3,189.75 |
3,200.50 |
S1 |
3,146.50 |
3,146.50 |
3,214.25 |
3,168.00 |
S2 |
3,067.75 |
3,067.75 |
3,203.25 |
|
S3 |
2,945.75 |
3,024.50 |
3,192.00 |
|
S4 |
2,823.75 |
2,902.50 |
3,158.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,310.50 |
3,175.75 |
134.75 |
4.1% |
48.25 |
1.5% |
93% |
True |
False |
246,211 |
10 |
3,310.50 |
3,110.75 |
199.75 |
6.1% |
51.25 |
1.6% |
95% |
True |
False |
287,355 |
20 |
3,310.50 |
3,110.75 |
199.75 |
6.1% |
43.25 |
1.3% |
95% |
True |
False |
264,256 |
40 |
3,310.50 |
3,049.25 |
261.25 |
7.9% |
39.25 |
1.2% |
96% |
True |
False |
166,253 |
60 |
3,310.50 |
3,025.75 |
284.75 |
8.6% |
33.75 |
1.0% |
97% |
True |
False |
110,898 |
80 |
3,310.50 |
2,873.00 |
437.50 |
13.3% |
29.50 |
0.9% |
98% |
True |
False |
83,180 |
100 |
3,310.50 |
2,813.00 |
497.50 |
15.1% |
26.50 |
0.8% |
98% |
True |
False |
66,545 |
120 |
3,310.50 |
2,813.00 |
497.50 |
15.1% |
23.50 |
0.7% |
98% |
True |
False |
55,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,545.25 |
2.618 |
3,455.25 |
1.618 |
3,400.00 |
1.000 |
3,365.75 |
0.618 |
3,344.75 |
HIGH |
3,310.50 |
0.618 |
3,289.50 |
0.500 |
3,283.00 |
0.382 |
3,276.25 |
LOW |
3,255.25 |
0.618 |
3,221.00 |
1.000 |
3,200.00 |
1.618 |
3,165.75 |
2.618 |
3,110.50 |
4.250 |
3,020.50 |
|
|
Fisher Pivots for day following 17-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
3,295.00 |
3,291.50 |
PP |
3,289.00 |
3,281.75 |
S1 |
3,283.00 |
3,272.25 |
|