Trading Metrics calculated at close of trading on 25-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,332.5 |
1,346.9 |
14.4 |
1.1% |
1,316.0 |
High |
1,352.3 |
1,356.4 |
4.1 |
0.3% |
1,356.4 |
Low |
1,330.2 |
1,335.3 |
5.1 |
0.4% |
1,309.5 |
Close |
1,350.3 |
1,352.5 |
2.2 |
0.2% |
1,352.5 |
Range |
22.1 |
21.1 |
-1.0 |
-4.5% |
46.9 |
ATR |
27.9 |
27.4 |
-0.5 |
-1.7% |
0.0 |
Volume |
138,229 |
120,214 |
-18,015 |
-13.0% |
591,681 |
|
Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,411.4 |
1,403.0 |
1,364.1 |
|
R3 |
1,390.3 |
1,381.9 |
1,358.3 |
|
R2 |
1,369.2 |
1,369.2 |
1,356.4 |
|
R1 |
1,360.8 |
1,360.8 |
1,354.4 |
1,365.0 |
PP |
1,348.1 |
1,348.1 |
1,348.1 |
1,350.2 |
S1 |
1,339.7 |
1,339.7 |
1,350.6 |
1,343.9 |
S2 |
1,327.0 |
1,327.0 |
1,348.6 |
|
S3 |
1,305.9 |
1,318.6 |
1,346.7 |
|
S4 |
1,284.8 |
1,297.5 |
1,340.9 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,480.2 |
1,463.2 |
1,378.3 |
|
R3 |
1,433.3 |
1,416.3 |
1,365.4 |
|
R2 |
1,386.4 |
1,386.4 |
1,361.1 |
|
R1 |
1,369.4 |
1,369.4 |
1,356.8 |
1,377.9 |
PP |
1,339.5 |
1,339.5 |
1,339.5 |
1,343.7 |
S1 |
1,322.5 |
1,322.5 |
1,348.2 |
1,331.0 |
S2 |
1,292.6 |
1,292.6 |
1,343.9 |
|
S3 |
1,245.7 |
1,275.6 |
1,339.6 |
|
S4 |
1,198.8 |
1,228.7 |
1,326.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,356.4 |
1,309.5 |
46.9 |
3.5% |
20.8 |
1.5% |
92% |
True |
False |
118,336 |
10 |
1,356.4 |
1,251.0 |
105.4 |
7.8% |
25.3 |
1.9% |
96% |
True |
False |
139,179 |
20 |
1,356.4 |
1,251.0 |
105.4 |
7.8% |
28.0 |
2.1% |
96% |
True |
False |
142,073 |
40 |
1,416.4 |
1,251.0 |
165.4 |
12.2% |
28.9 |
2.1% |
61% |
False |
False |
148,966 |
60 |
1,434.0 |
1,251.0 |
183.0 |
13.5% |
27.7 |
2.0% |
55% |
False |
False |
147,901 |
80 |
1,434.0 |
1,209.4 |
224.6 |
16.6% |
27.2 |
2.0% |
64% |
False |
False |
124,473 |
100 |
1,434.0 |
1,182.6 |
251.4 |
18.6% |
27.9 |
2.1% |
68% |
False |
False |
101,165 |
120 |
1,478.9 |
1,182.6 |
296.3 |
21.9% |
28.5 |
2.1% |
57% |
False |
False |
85,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,446.1 |
2.618 |
1,411.6 |
1.618 |
1,390.5 |
1.000 |
1,377.5 |
0.618 |
1,369.4 |
HIGH |
1,356.4 |
0.618 |
1,348.3 |
0.500 |
1,345.9 |
0.382 |
1,343.4 |
LOW |
1,335.3 |
0.618 |
1,322.3 |
1.000 |
1,314.2 |
1.618 |
1,301.2 |
2.618 |
1,280.1 |
4.250 |
1,245.6 |
|
|
Fisher Pivots for day following 25-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,350.3 |
1,349.2 |
PP |
1,348.1 |
1,345.8 |
S1 |
1,345.9 |
1,342.5 |
|