Trading Metrics calculated at close of trading on 30-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
15,572.21 |
15,680.74 |
108.53 |
0.7% |
15,401.32 |
High |
15,683.08 |
15,721.00 |
37.92 |
0.2% |
15,570.60 |
Low |
15,572.21 |
15,574.52 |
2.31 |
0.0% |
15,362.66 |
Close |
15,680.35 |
15,618.76 |
-61.59 |
-0.4% |
15,570.28 |
Range |
110.87 |
146.48 |
35.61 |
32.1% |
207.94 |
ATR |
124.55 |
126.12 |
1.57 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,077.53 |
15,994.63 |
15,699.32 |
|
R3 |
15,931.05 |
15,848.15 |
15,659.04 |
|
R2 |
15,784.57 |
15,784.57 |
15,645.61 |
|
R1 |
15,701.67 |
15,701.67 |
15,632.19 |
15,669.88 |
PP |
15,638.09 |
15,638.09 |
15,638.09 |
15,622.20 |
S1 |
15,555.19 |
15,555.19 |
15,605.33 |
15,523.40 |
S2 |
15,491.61 |
15,491.61 |
15,591.91 |
|
S3 |
15,345.13 |
15,408.71 |
15,578.48 |
|
S4 |
15,198.65 |
15,262.23 |
15,538.20 |
|
|
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 |
15,721.00 |
15,414.13 |
306.87 |
2.0% |
99.02 |
0.6% |
67% |
True |
False |
|
10 |
15,721.00 |
15,229.02 |
491.98 |
3.1% |
100.42 |
0.6% |
79% |
True |
False |
|
20 |
15,721.00 |
14,719.43 |
1,001.57 |
6.4% |
135.81 |
0.9% |
90% |
True |
False |
|
40 |
15,721.00 |
14,719.43 |
1,001.57 |
6.4% |
130.72 |
0.8% |
90% |
True |
False |
|
60 |
15,721.00 |
14,719.43 |
1,001.57 |
6.4% |
129.05 |
0.8% |
90% |
True |
False |
|
80 |
15,721.00 |
14,719.43 |
1,001.57 |
6.4% |
121.90 |
0.8% |
90% |
True |
False |
|
100 |
15,721.00 |
14,551.27 |
1,169.73 |
7.5% |
134.38 |
0.9% |
91% |
True |
False |
|
120 |
15,721.00 |
14,551.27 |
1,169.73 |
7.5% |
137.80 |
0.9% |
91% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,343.54 |
2.618 |
16,104.48 |
1.618 |
15,958.00 |
1.000 |
15,867.48 |
0.618 |
15,811.52 |
HIGH |
15,721.00 |
0.618 |
15,665.04 |
0.500 |
15,647.76 |
0.382 |
15,630.48 |
LOW |
15,574.52 |
0.618 |
15,484.00 |
1.000 |
15,428.04 |
1.618 |
15,337.52 |
2.618 |
15,191.04 |
4.250 |
14,951.98 |
|
|
Fisher Pivots for day following 30-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,647.76 |
15,627.24 |
PP |
15,638.09 |
15,624.41 |
S1 |
15,628.43 |
15,621.59 |
|