Trading Metrics calculated at close of trading on 28-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
5,376.0 |
5,411.0 |
35.0 |
0.7% |
5,338.0 |
High |
5,387.0 |
5,448.0 |
61.0 |
1.1% |
5,394.0 |
Low |
5,368.0 |
5,408.0 |
40.0 |
0.7% |
5,329.0 |
Close |
5,385.0 |
5,430.0 |
45.0 |
0.8% |
5,385.0 |
Range |
19.0 |
40.0 |
21.0 |
110.5% |
65.0 |
ATR |
44.2 |
45.5 |
1.3 |
3.0% |
0.0 |
Volume |
15,954 |
26,197 |
10,243 |
64.2% |
91,954 |
|
Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,548.7 |
5,529.3 |
5,452.0 |
|
R3 |
5,508.7 |
5,489.3 |
5,441.0 |
|
R2 |
5,468.7 |
5,468.7 |
5,437.3 |
|
R1 |
5,449.3 |
5,449.3 |
5,433.7 |
5,459.0 |
PP |
5,428.7 |
5,428.7 |
5,428.7 |
5,433.5 |
S1 |
5,409.3 |
5,409.3 |
5,426.3 |
5,419.0 |
S2 |
5,388.7 |
5,388.7 |
5,422.7 |
|
S3 |
5,348.7 |
5,369.3 |
5,419.0 |
|
S4 |
5,308.7 |
5,329.3 |
5,408.0 |
|
|
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 |
5,448.0 |
5,341.0 |
107.0 |
2.0% |
33.8 |
0.6% |
83% |
True |
False |
20,253 |
10 |
5,448.0 |
5,214.0 |
234.0 |
4.3% |
33.0 |
0.6% |
92% |
True |
False |
19,714 |
20 |
5,448.0 |
5,106.0 |
342.0 |
6.3% |
39.4 |
0.7% |
95% |
True |
False |
19,730 |
40 |
5,448.0 |
5,106.0 |
342.0 |
6.3% |
34.9 |
0.6% |
95% |
True |
False |
21,490 |
60 |
5,448.0 |
4,963.0 |
485.0 |
8.9% |
31.8 |
0.6% |
96% |
True |
False |
14,357 |
80 |
5,448.0 |
4,807.0 |
641.0 |
11.8% |
27.3 |
0.5% |
97% |
True |
False |
10,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,618.0 |
2.618 |
5,552.7 |
1.618 |
5,512.7 |
1.000 |
5,488.0 |
0.618 |
5,472.7 |
HIGH |
5,448.0 |
0.618 |
5,432.7 |
0.500 |
5,428.0 |
0.382 |
5,423.3 |
LOW |
5,408.0 |
0.618 |
5,383.3 |
1.000 |
5,368.0 |
1.618 |
5,343.3 |
2.618 |
5,303.3 |
4.250 |
5,238.0 |
|
|
Fisher Pivots for day following 28-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
5,429.3 |
5,419.3 |
PP |
5,428.7 |
5,408.7 |
S1 |
5,428.0 |
5,398.0 |
|