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 |
5,355.0 |
5,376.0 |
21.0 |
0.4% |
5,338.0 |
High |
5,375.0 |
5,387.0 |
12.0 |
0.2% |
5,394.0 |
Low |
5,348.0 |
5,368.0 |
20.0 |
0.4% |
5,329.0 |
Close |
5,370.0 |
5,385.0 |
15.0 |
0.3% |
5,385.0 |
Range |
27.0 |
19.0 |
-8.0 |
-29.6% |
65.0 |
ATR |
46.1 |
44.2 |
-1.9 |
-4.2% |
0.0 |
Volume |
18,292 |
15,954 |
-2,338 |
-12.8% |
91,954 |
|
Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,437.0 |
5,430.0 |
5,395.5 |
|
R3 |
5,418.0 |
5,411.0 |
5,390.2 |
|
R2 |
5,399.0 |
5,399.0 |
5,388.5 |
|
R1 |
5,392.0 |
5,392.0 |
5,386.7 |
5,395.5 |
PP |
5,380.0 |
5,380.0 |
5,380.0 |
5,381.8 |
S1 |
5,373.0 |
5,373.0 |
5,383.3 |
5,376.5 |
S2 |
5,361.0 |
5,361.0 |
5,381.5 |
|
S3 |
5,342.0 |
5,354.0 |
5,379.8 |
|
S4 |
5,323.0 |
5,335.0 |
5,374.6 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,564.3 |
5,539.7 |
5,420.8 |
|
R3 |
5,499.3 |
5,474.7 |
5,402.9 |
|
R2 |
5,434.3 |
5,434.3 |
5,396.9 |
|
R1 |
5,409.7 |
5,409.7 |
5,391.0 |
5,422.0 |
PP |
5,369.3 |
5,369.3 |
5,369.3 |
5,375.5 |
S1 |
5,344.7 |
5,344.7 |
5,379.0 |
5,357.0 |
S2 |
5,304.3 |
5,304.3 |
5,373.1 |
|
S3 |
5,239.3 |
5,279.7 |
5,367.1 |
|
S4 |
5,174.3 |
5,214.7 |
5,349.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,394.0 |
5,329.0 |
65.0 |
1.2% |
31.6 |
0.6% |
86% |
False |
False |
18,390 |
10 |
5,394.0 |
5,176.0 |
218.0 |
4.0% |
33.7 |
0.6% |
96% |
False |
False |
19,042 |
20 |
5,394.0 |
5,106.0 |
288.0 |
5.3% |
40.3 |
0.7% |
97% |
False |
False |
19,871 |
40 |
5,394.0 |
5,106.0 |
288.0 |
5.3% |
35.1 |
0.7% |
97% |
False |
False |
20,840 |
60 |
5,394.0 |
4,963.0 |
431.0 |
8.0% |
31.2 |
0.6% |
98% |
False |
False |
13,927 |
80 |
5,394.0 |
4,764.0 |
630.0 |
11.7% |
26.8 |
0.5% |
99% |
False |
False |
10,461 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,467.8 |
2.618 |
5,436.7 |
1.618 |
5,417.7 |
1.000 |
5,406.0 |
0.618 |
5,398.7 |
HIGH |
5,387.0 |
0.618 |
5,379.7 |
0.500 |
5,377.5 |
0.382 |
5,375.3 |
LOW |
5,368.0 |
0.618 |
5,356.3 |
1.000 |
5,349.0 |
1.618 |
5,337.3 |
2.618 |
5,318.3 |
4.250 |
5,287.3 |
|
|
Fisher Pivots for day following 25-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
5,382.5 |
5,379.2 |
PP |
5,380.0 |
5,373.3 |
S1 |
5,377.5 |
5,367.5 |
|