Trading Metrics calculated at close of trading on 29-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2013 |
29-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
15,569.19 |
15,572.21 |
3.02 |
0.0% |
15,401.32 |
High |
15,599.09 |
15,683.08 |
83.99 |
0.5% |
15,570.60 |
Low |
15,533.48 |
15,572.21 |
38.73 |
0.2% |
15,362.66 |
Close |
15,568.93 |
15,680.35 |
111.42 |
0.7% |
15,570.28 |
Range |
65.61 |
110.87 |
45.26 |
69.0% |
207.94 |
ATR |
125.35 |
124.55 |
-0.80 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,977.82 |
15,939.96 |
15,741.33 |
|
R3 |
15,866.95 |
15,829.09 |
15,710.84 |
|
R2 |
15,756.08 |
15,756.08 |
15,700.68 |
|
R1 |
15,718.22 |
15,718.22 |
15,690.51 |
15,737.15 |
PP |
15,645.21 |
15,645.21 |
15,645.21 |
15,654.68 |
S1 |
15,607.35 |
15,607.35 |
15,670.19 |
15,626.28 |
S2 |
15,534.34 |
15,534.34 |
15,660.02 |
|
S3 |
15,423.47 |
15,496.48 |
15,649.86 |
|
S4 |
15,312.60 |
15,385.61 |
15,619.37 |
|
|
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 |
15,683.08 |
15,366.19 |
316.89 |
2.0% |
89.62 |
0.6% |
99% |
True |
False |
|
10 |
15,683.08 |
15,170.70 |
512.38 |
3.3% |
106.12 |
0.7% |
99% |
True |
False |
|
20 |
15,683.08 |
14,719.43 |
963.65 |
6.1% |
135.38 |
0.9% |
100% |
True |
False |
|
40 |
15,709.58 |
14,719.43 |
990.15 |
6.3% |
131.00 |
0.8% |
97% |
False |
False |
|
60 |
15,709.58 |
14,719.43 |
990.15 |
6.3% |
128.86 |
0.8% |
97% |
False |
False |
|
80 |
15,709.58 |
14,719.43 |
990.15 |
6.3% |
121.22 |
0.8% |
97% |
False |
False |
|
100 |
15,709.58 |
14,551.27 |
1,158.31 |
7.4% |
133.81 |
0.9% |
97% |
False |
False |
|
120 |
15,709.58 |
14,551.27 |
1,158.31 |
7.4% |
137.25 |
0.9% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,154.28 |
2.618 |
15,973.34 |
1.618 |
15,862.47 |
1.000 |
15,793.95 |
0.618 |
15,751.60 |
HIGH |
15,683.08 |
0.618 |
15,640.73 |
0.500 |
15,627.65 |
0.382 |
15,614.56 |
LOW |
15,572.21 |
0.618 |
15,503.69 |
1.000 |
15,461.34 |
1.618 |
15,392.82 |
2.618 |
15,281.95 |
4.250 |
15,101.01 |
|
|
Fisher Pivots for day following 29-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,662.78 |
15,652.91 |
PP |
15,645.21 |
15,625.46 |
S1 |
15,627.65 |
15,598.02 |
|