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 |
1,352.6 |
1,344.6 |
-8.0 |
-0.6% |
1,316.0 |
High |
1,360.4 |
1,359.6 |
-0.8 |
-0.1% |
1,356.4 |
Low |
1,339.8 |
1,334.5 |
-5.3 |
-0.4% |
1,309.5 |
Close |
1,345.5 |
1,349.3 |
3.8 |
0.3% |
1,352.5 |
Range |
20.6 |
25.1 |
4.5 |
21.8% |
46.9 |
ATR |
26.1 |
26.1 |
-0.1 |
-0.3% |
0.0 |
Volume |
127,174 |
156,595 |
29,421 |
23.1% |
591,681 |
|
Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,423.1 |
1,411.3 |
1,363.1 |
|
R3 |
1,398.0 |
1,386.2 |
1,356.2 |
|
R2 |
1,372.9 |
1,372.9 |
1,353.9 |
|
R1 |
1,361.1 |
1,361.1 |
1,351.6 |
1,367.0 |
PP |
1,347.8 |
1,347.8 |
1,347.8 |
1,350.8 |
S1 |
1,336.0 |
1,336.0 |
1,347.0 |
1,341.9 |
S2 |
1,322.7 |
1,322.7 |
1,344.7 |
|
S3 |
1,297.6 |
1,310.9 |
1,342.4 |
|
S4 |
1,272.5 |
1,285.8 |
1,335.5 |
|
|
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 |
1,330.2 |
31.6 |
2.3% |
20.9 |
1.6% |
60% |
False |
False |
132,225 |
10 |
1,361.8 |
1,273.7 |
88.1 |
6.5% |
23.4 |
1.7% |
86% |
False |
False |
131,461 |
20 |
1,361.8 |
1,251.0 |
110.8 |
8.2% |
24.4 |
1.8% |
89% |
False |
False |
136,806 |
40 |
1,400.0 |
1,251.0 |
149.0 |
11.0% |
28.1 |
2.1% |
66% |
False |
False |
147,307 |
60 |
1,434.0 |
1,251.0 |
183.0 |
13.6% |
27.3 |
2.0% |
54% |
False |
False |
147,311 |
80 |
1,434.0 |
1,245.6 |
188.4 |
14.0% |
26.8 |
2.0% |
55% |
False |
False |
128,738 |
100 |
1,434.0 |
1,182.6 |
251.4 |
18.6% |
27.7 |
2.1% |
66% |
False |
False |
105,076 |
120 |
1,447.1 |
1,182.6 |
264.5 |
19.6% |
28.2 |
2.1% |
63% |
False |
False |
88,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,466.3 |
2.618 |
1,425.3 |
1.618 |
1,400.2 |
1.000 |
1,384.7 |
0.618 |
1,375.1 |
HIGH |
1,359.6 |
0.618 |
1,350.0 |
0.500 |
1,347.1 |
0.382 |
1,344.1 |
LOW |
1,334.5 |
0.618 |
1,319.0 |
1.000 |
1,309.4 |
1.618 |
1,293.9 |
2.618 |
1,268.8 |
4.250 |
1,227.8 |
|
|
Fisher Pivots for day following 30-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,348.6 |
1,348.9 |
PP |
1,347.8 |
1,348.5 |
S1 |
1,347.1 |
1,348.2 |
|