Trading Metrics calculated at close of trading on 28-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
15,523.72 |
15,569.19 |
45.47 |
0.3% |
15,401.32 |
High |
15,570.60 |
15,599.09 |
28.49 |
0.2% |
15,570.60 |
Low |
15,512.96 |
15,533.48 |
20.52 |
0.1% |
15,362.66 |
Close |
15,570.28 |
15,568.93 |
-1.35 |
0.0% |
15,570.28 |
Range |
57.64 |
65.61 |
7.97 |
13.8% |
207.94 |
ATR |
129.94 |
125.35 |
-4.60 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,764.00 |
15,732.07 |
15,605.02 |
|
R3 |
15,698.39 |
15,666.46 |
15,586.97 |
|
R2 |
15,632.78 |
15,632.78 |
15,580.96 |
|
R1 |
15,600.85 |
15,600.85 |
15,574.94 |
15,584.01 |
PP |
15,567.17 |
15,567.17 |
15,567.17 |
15,558.75 |
S1 |
15,535.24 |
15,535.24 |
15,562.92 |
15,518.40 |
S2 |
15,501.56 |
15,501.56 |
15,556.90 |
|
S3 |
15,435.95 |
15,469.63 |
15,550.89 |
|
S4 |
15,370.34 |
15,404.02 |
15,532.84 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,125.00 |
16,055.58 |
15,684.65 |
|
R3 |
15,917.06 |
15,847.64 |
15,627.46 |
|
R2 |
15,709.12 |
15,709.12 |
15,608.40 |
|
R1 |
15,639.70 |
15,639.70 |
15,589.34 |
15,674.41 |
PP |
15,501.18 |
15,501.18 |
15,501.18 |
15,518.54 |
S1 |
15,431.76 |
15,431.76 |
15,551.22 |
15,466.47 |
S2 |
15,293.24 |
15,293.24 |
15,532.16 |
|
S3 |
15,085.30 |
15,223.82 |
15,513.10 |
|
S4 |
14,877.36 |
15,015.88 |
15,455.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,599.09 |
15,366.19 |
232.90 |
1.5% |
92.22 |
0.6% |
87% |
True |
False |
|
10 |
15,599.09 |
15,161.33 |
437.76 |
2.8% |
109.09 |
0.7% |
93% |
True |
False |
|
20 |
15,599.09 |
14,719.43 |
879.66 |
5.7% |
134.74 |
0.9% |
97% |
True |
False |
|
40 |
15,709.58 |
14,719.43 |
990.15 |
6.4% |
132.12 |
0.8% |
86% |
False |
False |
|
60 |
15,709.58 |
14,719.43 |
990.15 |
6.4% |
128.18 |
0.8% |
86% |
False |
False |
|
80 |
15,709.58 |
14,719.43 |
990.15 |
6.4% |
121.40 |
0.8% |
86% |
False |
False |
|
100 |
15,709.58 |
14,551.27 |
1,158.31 |
7.4% |
134.82 |
0.9% |
88% |
False |
False |
|
120 |
15,709.58 |
14,551.27 |
1,158.31 |
7.4% |
137.14 |
0.9% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,877.93 |
2.618 |
15,770.86 |
1.618 |
15,705.25 |
1.000 |
15,664.70 |
0.618 |
15,639.64 |
HIGH |
15,599.09 |
0.618 |
15,574.03 |
0.500 |
15,566.29 |
0.382 |
15,558.54 |
LOW |
15,533.48 |
0.618 |
15,492.93 |
1.000 |
15,467.87 |
1.618 |
15,427.32 |
2.618 |
15,361.71 |
4.250 |
15,254.64 |
|
|
Fisher Pivots for day following 28-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,568.05 |
15,548.16 |
PP |
15,567.17 |
15,527.38 |
S1 |
15,566.29 |
15,506.61 |
|