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 |
3,017.0 |
3,047.0 |
30.0 |
1.0% |
3,028.0 |
High |
3,045.0 |
3,066.0 |
21.0 |
0.7% |
3,050.0 |
Low |
3,006.0 |
3,021.0 |
15.0 |
0.5% |
3,002.0 |
Close |
3,042.0 |
3,033.0 |
-9.0 |
-0.3% |
3,026.0 |
Range |
39.0 |
45.0 |
6.0 |
15.4% |
48.0 |
ATR |
34.9 |
35.6 |
0.7 |
2.1% |
0.0 |
Volume |
854,589 |
948,284 |
93,695 |
11.0% |
3,508,580 |
|
Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,175.0 |
3,149.0 |
3,057.8 |
|
R3 |
3,130.0 |
3,104.0 |
3,045.4 |
|
R2 |
3,085.0 |
3,085.0 |
3,041.3 |
|
R1 |
3,059.0 |
3,059.0 |
3,037.1 |
3,049.5 |
PP |
3,040.0 |
3,040.0 |
3,040.0 |
3,035.3 |
S1 |
3,014.0 |
3,014.0 |
3,028.9 |
3,004.5 |
S2 |
2,995.0 |
2,995.0 |
3,024.8 |
|
S3 |
2,950.0 |
2,969.0 |
3,020.6 |
|
S4 |
2,905.0 |
2,924.0 |
3,008.3 |
|
|
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 |
3,066.0 |
3,002.0 |
64.0 |
2.1% |
33.2 |
1.1% |
48% |
True |
False |
761,614 |
10 |
3,066.0 |
2,981.0 |
85.0 |
2.8% |
30.9 |
1.0% |
61% |
True |
False |
749,519 |
20 |
3,066.0 |
2,879.0 |
187.0 |
6.2% |
33.8 |
1.1% |
82% |
True |
False |
810,353 |
40 |
3,066.0 |
2,736.0 |
330.0 |
10.9% |
32.9 |
1.1% |
90% |
True |
False |
754,531 |
60 |
3,066.0 |
2,699.0 |
367.0 |
12.1% |
33.9 |
1.1% |
91% |
True |
False |
504,079 |
80 |
3,066.0 |
2,626.0 |
440.0 |
14.5% |
32.3 |
1.1% |
93% |
True |
False |
378,179 |
100 |
3,066.0 |
2,481.0 |
585.0 |
19.3% |
34.7 |
1.1% |
94% |
True |
False |
302,602 |
120 |
3,066.0 |
2,481.0 |
585.0 |
19.3% |
34.5 |
1.1% |
94% |
True |
False |
252,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,257.3 |
2.618 |
3,183.8 |
1.618 |
3,138.8 |
1.000 |
3,111.0 |
0.618 |
3,093.8 |
HIGH |
3,066.0 |
0.618 |
3,048.8 |
0.500 |
3,043.5 |
0.382 |
3,038.2 |
LOW |
3,021.0 |
0.618 |
2,993.2 |
1.000 |
2,976.0 |
1.618 |
2,948.2 |
2.618 |
2,903.2 |
4.250 |
2,829.8 |
|
|
Fisher Pivots for day following 30-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
3,043.5 |
3,034.0 |
PP |
3,040.0 |
3,033.7 |
S1 |
3,036.5 |
3,033.3 |
|