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 |
3,356.00 |
3,342.25 |
-13.75 |
-0.4% |
3,205.00 |
High |
3,357.25 |
3,379.75 |
22.50 |
0.7% |
3,348.00 |
Low |
3,322.25 |
3,335.50 |
13.25 |
0.4% |
3,195.00 |
Close |
3,340.00 |
3,371.00 |
31.00 |
0.9% |
3,342.00 |
Range |
35.00 |
44.25 |
9.25 |
26.4% |
153.00 |
ATR |
41.47 |
41.66 |
0.20 |
0.5% |
0.00 |
Volume |
244,371 |
191,455 |
-52,916 |
-21.7% |
1,236,913 |
|
Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,494.75 |
3,477.25 |
3,395.25 |
|
R3 |
3,450.50 |
3,433.00 |
3,383.25 |
|
R2 |
3,406.25 |
3,406.25 |
3,379.00 |
|
R1 |
3,388.75 |
3,388.75 |
3,375.00 |
3,397.50 |
PP |
3,362.00 |
3,362.00 |
3,362.00 |
3,366.50 |
S1 |
3,344.50 |
3,344.50 |
3,367.00 |
3,353.25 |
S2 |
3,317.75 |
3,317.75 |
3,363.00 |
|
S3 |
3,273.50 |
3,300.25 |
3,358.75 |
|
S4 |
3,229.25 |
3,256.00 |
3,346.75 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,754.00 |
3,701.00 |
3,426.25 |
|
R3 |
3,601.00 |
3,548.00 |
3,384.00 |
|
R2 |
3,448.00 |
3,448.00 |
3,370.00 |
|
R1 |
3,395.00 |
3,395.00 |
3,356.00 |
3,421.50 |
PP |
3,295.00 |
3,295.00 |
3,295.00 |
3,308.25 |
S1 |
3,242.00 |
3,242.00 |
3,328.00 |
3,268.50 |
S2 |
3,142.00 |
3,142.00 |
3,314.00 |
|
S3 |
2,989.00 |
3,089.00 |
3,300.00 |
|
S4 |
2,836.00 |
2,936.00 |
3,257.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,379.75 |
3,306.75 |
73.00 |
2.2% |
36.00 |
1.1% |
88% |
True |
False |
235,547 |
10 |
3,379.75 |
3,175.75 |
204.00 |
6.1% |
42.00 |
1.2% |
96% |
True |
False |
240,879 |
20 |
3,379.75 |
3,110.75 |
269.00 |
8.0% |
44.75 |
1.3% |
97% |
True |
False |
268,977 |
40 |
3,379.75 |
3,060.00 |
319.75 |
9.5% |
39.00 |
1.2% |
97% |
True |
False |
195,627 |
60 |
3,379.75 |
3,049.25 |
330.50 |
9.8% |
35.50 |
1.1% |
97% |
True |
False |
130,513 |
80 |
3,379.75 |
2,899.25 |
480.50 |
14.3% |
30.50 |
0.9% |
98% |
True |
False |
97,901 |
100 |
3,379.75 |
2,813.00 |
566.75 |
16.8% |
28.25 |
0.8% |
98% |
True |
False |
78,322 |
120 |
3,379.75 |
2,813.00 |
566.75 |
16.8% |
24.25 |
0.7% |
98% |
True |
False |
65,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,567.75 |
2.618 |
3,495.50 |
1.618 |
3,451.25 |
1.000 |
3,424.00 |
0.618 |
3,407.00 |
HIGH |
3,379.75 |
0.618 |
3,362.75 |
0.500 |
3,357.50 |
0.382 |
3,352.50 |
LOW |
3,335.50 |
0.618 |
3,308.25 |
1.000 |
3,291.25 |
1.618 |
3,264.00 |
2.618 |
3,219.75 |
4.250 |
3,147.50 |
|
|
Fisher Pivots for day following 24-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
3,366.50 |
3,364.25 |
PP |
3,362.00 |
3,357.75 |
S1 |
3,357.50 |
3,351.00 |
|