Trading Metrics calculated at close of trading on 31-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,344.6 |
1,341.7 |
-2.9 |
-0.2% |
1,316.0 |
High |
1,359.6 |
1,343.0 |
-16.6 |
-1.2% |
1,356.4 |
Low |
1,334.5 |
1,318.7 |
-15.8 |
-1.2% |
1,309.5 |
Close |
1,349.3 |
1,323.7 |
-25.6 |
-1.9% |
1,352.5 |
Range |
25.1 |
24.3 |
-0.8 |
-3.2% |
46.9 |
ATR |
26.1 |
26.4 |
0.3 |
1.2% |
0.0 |
Volume |
156,595 |
151,974 |
-4,621 |
-3.0% |
591,681 |
|
Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,401.4 |
1,386.8 |
1,337.1 |
|
R3 |
1,377.1 |
1,362.5 |
1,330.4 |
|
R2 |
1,352.8 |
1,352.8 |
1,328.2 |
|
R1 |
1,338.2 |
1,338.2 |
1,325.9 |
1,333.4 |
PP |
1,328.5 |
1,328.5 |
1,328.5 |
1,326.0 |
S1 |
1,313.9 |
1,313.9 |
1,321.5 |
1,309.1 |
S2 |
1,304.2 |
1,304.2 |
1,319.2 |
|
S3 |
1,279.9 |
1,289.6 |
1,317.0 |
|
S4 |
1,255.6 |
1,265.3 |
1,310.3 |
|
|
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 |
1,318.7 |
43.1 |
3.3% |
21.4 |
1.6% |
12% |
False |
True |
134,974 |
10 |
1,361.8 |
1,309.5 |
52.3 |
4.0% |
20.7 |
1.6% |
27% |
False |
False |
125,044 |
20 |
1,361.8 |
1,251.0 |
110.8 |
8.4% |
24.6 |
1.9% |
66% |
False |
False |
137,949 |
40 |
1,395.0 |
1,251.0 |
144.0 |
10.9% |
27.8 |
2.1% |
50% |
False |
False |
146,725 |
60 |
1,434.0 |
1,251.0 |
183.0 |
13.8% |
27.4 |
2.1% |
40% |
False |
False |
147,810 |
80 |
1,434.0 |
1,251.0 |
183.0 |
13.8% |
26.8 |
2.0% |
40% |
False |
False |
130,396 |
100 |
1,434.0 |
1,182.6 |
251.4 |
19.0% |
27.7 |
2.1% |
56% |
False |
False |
106,571 |
120 |
1,447.1 |
1,182.6 |
264.5 |
20.0% |
28.3 |
2.1% |
53% |
False |
False |
89,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,446.3 |
2.618 |
1,406.6 |
1.618 |
1,382.3 |
1.000 |
1,367.3 |
0.618 |
1,358.0 |
HIGH |
1,343.0 |
0.618 |
1,333.7 |
0.500 |
1,330.9 |
0.382 |
1,328.0 |
LOW |
1,318.7 |
0.618 |
1,303.7 |
1.000 |
1,294.4 |
1.618 |
1,279.4 |
2.618 |
1,255.1 |
4.250 |
1,215.4 |
|
|
Fisher Pivots for day following 31-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,330.9 |
1,339.6 |
PP |
1,328.5 |
1,334.3 |
S1 |
1,326.1 |
1,329.0 |
|