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 |
1,352.7 |
1,352.6 |
-0.1 |
0.0% |
1,316.0 |
High |
1,361.8 |
1,360.4 |
-1.4 |
-0.1% |
1,356.4 |
Low |
1,346.1 |
1,339.8 |
-6.3 |
-0.5% |
1,309.5 |
Close |
1,352.2 |
1,345.5 |
-6.7 |
-0.5% |
1,352.5 |
Range |
15.7 |
20.6 |
4.9 |
31.2% |
46.9 |
ATR |
26.6 |
26.1 |
-0.4 |
-1.6% |
0.0 |
Volume |
118,915 |
127,174 |
8,259 |
6.9% |
591,681 |
|
Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,410.4 |
1,398.5 |
1,356.8 |
|
R3 |
1,389.8 |
1,377.9 |
1,351.2 |
|
R2 |
1,369.2 |
1,369.2 |
1,349.3 |
|
R1 |
1,357.3 |
1,357.3 |
1,347.4 |
1,353.0 |
PP |
1,348.6 |
1,348.6 |
1,348.6 |
1,346.4 |
S1 |
1,336.7 |
1,336.7 |
1,343.6 |
1,332.4 |
S2 |
1,328.0 |
1,328.0 |
1,341.7 |
|
S3 |
1,307.4 |
1,316.1 |
1,339.8 |
|
S4 |
1,286.8 |
1,295.5 |
1,334.2 |
|
|
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 |
1,328.5 |
33.3 |
2.5% |
18.6 |
1.4% |
51% |
False |
False |
120,718 |
10 |
1,361.8 |
1,268.6 |
93.2 |
6.9% |
22.9 |
1.7% |
83% |
False |
False |
132,366 |
20 |
1,361.8 |
1,251.0 |
110.8 |
8.2% |
25.5 |
1.9% |
85% |
False |
False |
137,782 |
40 |
1,415.0 |
1,251.0 |
164.0 |
12.2% |
28.2 |
2.1% |
58% |
False |
False |
146,852 |
60 |
1,434.0 |
1,251.0 |
183.0 |
13.6% |
27.3 |
2.0% |
52% |
False |
False |
147,126 |
80 |
1,434.0 |
1,236.3 |
197.7 |
14.7% |
26.8 |
2.0% |
55% |
False |
False |
127,075 |
100 |
1,434.0 |
1,182.6 |
251.4 |
18.7% |
27.6 |
2.0% |
65% |
False |
False |
103,567 |
120 |
1,463.6 |
1,182.6 |
281.0 |
20.9% |
28.4 |
2.1% |
58% |
False |
False |
87,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,448.0 |
2.618 |
1,414.3 |
1.618 |
1,393.7 |
1.000 |
1,381.0 |
0.618 |
1,373.1 |
HIGH |
1,360.4 |
0.618 |
1,352.5 |
0.500 |
1,350.1 |
0.382 |
1,347.7 |
LOW |
1,339.8 |
0.618 |
1,327.1 |
1.000 |
1,319.2 |
1.618 |
1,306.5 |
2.618 |
1,285.9 |
4.250 |
1,252.3 |
|
|
Fisher Pivots for day following 29-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,350.1 |
1,348.6 |
PP |
1,348.6 |
1,347.5 |
S1 |
1,347.0 |
1,346.5 |
|