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 |
3,024.0 |
3,018.0 |
-6.0 |
-0.2% |
3,028.0 |
High |
3,034.0 |
3,037.0 |
3.0 |
0.1% |
3,050.0 |
Low |
3,014.0 |
3,013.0 |
-1.0 |
0.0% |
3,002.0 |
Close |
3,029.0 |
3,026.0 |
-3.0 |
-0.1% |
3,026.0 |
Range |
20.0 |
24.0 |
4.0 |
20.0% |
48.0 |
ATR |
35.1 |
34.3 |
-0.8 |
-2.3% |
0.0 |
Volume |
767,421 |
571,995 |
-195,426 |
-25.5% |
3,508,580 |
|
Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,097.3 |
3,085.7 |
3,039.2 |
|
R3 |
3,073.3 |
3,061.7 |
3,032.6 |
|
R2 |
3,049.3 |
3,049.3 |
3,030.4 |
|
R1 |
3,037.7 |
3,037.7 |
3,028.2 |
3,043.5 |
PP |
3,025.3 |
3,025.3 |
3,025.3 |
3,028.3 |
S1 |
3,013.7 |
3,013.7 |
3,023.8 |
3,019.5 |
S2 |
3,001.3 |
3,001.3 |
3,021.6 |
|
S3 |
2,977.3 |
2,989.7 |
3,019.4 |
|
S4 |
2,953.3 |
2,965.7 |
3,012.8 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,170.0 |
3,146.0 |
3,052.4 |
|
R3 |
3,122.0 |
3,098.0 |
3,039.2 |
|
R2 |
3,074.0 |
3,074.0 |
3,034.8 |
|
R1 |
3,050.0 |
3,050.0 |
3,030.4 |
3,038.0 |
PP |
3,026.0 |
3,026.0 |
3,026.0 |
3,020.0 |
S1 |
3,002.0 |
3,002.0 |
3,021.6 |
2,990.0 |
S2 |
2,978.0 |
2,978.0 |
3,017.2 |
|
S3 |
2,930.0 |
2,954.0 |
3,012.8 |
|
S4 |
2,882.0 |
2,906.0 |
2,999.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,050.0 |
3,002.0 |
48.0 |
1.6% |
25.2 |
0.8% |
50% |
False |
False |
701,716 |
10 |
3,050.0 |
2,946.0 |
104.0 |
3.4% |
28.3 |
0.9% |
77% |
False |
False |
786,901 |
20 |
3,050.0 |
2,863.0 |
187.0 |
6.2% |
32.7 |
1.1% |
87% |
False |
False |
824,154 |
40 |
3,050.0 |
2,699.0 |
351.0 |
11.6% |
33.3 |
1.1% |
93% |
False |
False |
694,004 |
60 |
3,050.0 |
2,699.0 |
351.0 |
11.6% |
33.2 |
1.1% |
93% |
False |
False |
462,948 |
80 |
3,050.0 |
2,580.0 |
470.0 |
15.5% |
32.3 |
1.1% |
95% |
False |
False |
347,327 |
100 |
3,050.0 |
2,481.0 |
569.0 |
18.8% |
34.6 |
1.1% |
96% |
False |
False |
277,921 |
120 |
3,050.0 |
2,481.0 |
569.0 |
18.8% |
34.0 |
1.1% |
96% |
False |
False |
231,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,139.0 |
2.618 |
3,099.8 |
1.618 |
3,075.8 |
1.000 |
3,061.0 |
0.618 |
3,051.8 |
HIGH |
3,037.0 |
0.618 |
3,027.8 |
0.500 |
3,025.0 |
0.382 |
3,022.2 |
LOW |
3,013.0 |
0.618 |
2,998.2 |
1.000 |
2,989.0 |
1.618 |
2,974.2 |
2.618 |
2,950.2 |
4.250 |
2,911.0 |
|
|
Fisher Pivots for day following 25-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
3,025.7 |
3,023.8 |
PP |
3,025.3 |
3,021.7 |
S1 |
3,025.0 |
3,019.5 |
|