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 |
1,346.9 |
1,352.7 |
5.8 |
0.4% |
1,316.0 |
High |
1,356.4 |
1,361.8 |
5.4 |
0.4% |
1,356.4 |
Low |
1,335.3 |
1,346.1 |
10.8 |
0.8% |
1,309.5 |
Close |
1,352.5 |
1,352.2 |
-0.3 |
0.0% |
1,352.5 |
Range |
21.1 |
15.7 |
-5.4 |
-25.6% |
46.9 |
ATR |
27.4 |
26.6 |
-0.8 |
-3.0% |
0.0 |
Volume |
120,214 |
118,915 |
-1,299 |
-1.1% |
591,681 |
|
Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,400.5 |
1,392.0 |
1,360.8 |
|
R3 |
1,384.8 |
1,376.3 |
1,356.5 |
|
R2 |
1,369.1 |
1,369.1 |
1,355.1 |
|
R1 |
1,360.6 |
1,360.6 |
1,353.6 |
1,357.0 |
PP |
1,353.4 |
1,353.4 |
1,353.4 |
1,351.6 |
S1 |
1,344.9 |
1,344.9 |
1,350.8 |
1,341.3 |
S2 |
1,337.7 |
1,337.7 |
1,349.3 |
|
S3 |
1,322.0 |
1,329.2 |
1,347.9 |
|
S4 |
1,306.3 |
1,313.5 |
1,343.6 |
|
|
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 |
1,361.8 |
1,309.5 |
52.3 |
3.9% |
21.6 |
1.6% |
82% |
True |
False |
127,241 |
10 |
1,361.8 |
1,251.0 |
110.8 |
8.2% |
24.5 |
1.8% |
91% |
True |
False |
140,052 |
20 |
1,361.8 |
1,251.0 |
110.8 |
8.2% |
27.2 |
2.0% |
91% |
True |
False |
142,065 |
40 |
1,416.4 |
1,251.0 |
165.4 |
12.2% |
28.8 |
2.1% |
61% |
False |
False |
148,823 |
60 |
1,434.0 |
1,251.0 |
183.0 |
13.5% |
27.4 |
2.0% |
55% |
False |
False |
146,638 |
80 |
1,434.0 |
1,218.5 |
215.5 |
15.9% |
26.8 |
2.0% |
62% |
False |
False |
125,703 |
100 |
1,434.0 |
1,182.6 |
251.4 |
18.6% |
27.8 |
2.1% |
67% |
False |
False |
102,327 |
120 |
1,477.5 |
1,182.6 |
294.9 |
21.8% |
28.4 |
2.1% |
58% |
False |
False |
86,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,428.5 |
2.618 |
1,402.9 |
1.618 |
1,387.2 |
1.000 |
1,377.5 |
0.618 |
1,371.5 |
HIGH |
1,361.8 |
0.618 |
1,355.8 |
0.500 |
1,354.0 |
0.382 |
1,352.1 |
LOW |
1,346.1 |
0.618 |
1,336.4 |
1.000 |
1,330.4 |
1.618 |
1,320.7 |
2.618 |
1,305.0 |
4.250 |
1,279.4 |
|
|
Fisher Pivots for day following 28-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,354.0 |
1,350.1 |
PP |
1,353.4 |
1,348.1 |
S1 |
1,352.8 |
1,346.0 |
|