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 |
5,426.0 |
5,444.0 |
18.0 |
0.3% |
5,338.0 |
High |
5,433.0 |
5,446.0 |
13.0 |
0.2% |
5,394.0 |
Low |
5,396.0 |
5,409.0 |
13.0 |
0.2% |
5,329.0 |
Close |
5,408.0 |
5,419.0 |
11.0 |
0.2% |
5,385.0 |
Range |
37.0 |
37.0 |
0.0 |
0.0% |
65.0 |
ATR |
44.9 |
44.4 |
-0.5 |
-1.1% |
0.0 |
Volume |
23,006 |
18,049 |
-4,957 |
-21.5% |
91,954 |
|
Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,535.7 |
5,514.3 |
5,439.4 |
|
R3 |
5,498.7 |
5,477.3 |
5,429.2 |
|
R2 |
5,461.7 |
5,461.7 |
5,425.8 |
|
R1 |
5,440.3 |
5,440.3 |
5,422.4 |
5,432.5 |
PP |
5,424.7 |
5,424.7 |
5,424.7 |
5,420.8 |
S1 |
5,403.3 |
5,403.3 |
5,415.6 |
5,395.5 |
S2 |
5,387.7 |
5,387.7 |
5,412.2 |
|
S3 |
5,350.7 |
5,366.3 |
5,408.8 |
|
S4 |
5,313.7 |
5,329.3 |
5,398.7 |
|
|
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 |
5,348.0 |
100.0 |
1.8% |
32.0 |
0.6% |
71% |
False |
False |
20,299 |
10 |
5,448.0 |
5,257.0 |
191.0 |
3.5% |
33.4 |
0.6% |
85% |
False |
False |
19,860 |
20 |
5,448.0 |
5,106.0 |
342.0 |
6.3% |
39.2 |
0.7% |
92% |
False |
False |
19,753 |
40 |
5,448.0 |
5,106.0 |
342.0 |
6.3% |
36.1 |
0.7% |
92% |
False |
False |
22,510 |
60 |
5,448.0 |
4,971.0 |
477.0 |
8.8% |
32.0 |
0.6% |
94% |
False |
False |
15,041 |
80 |
5,448.0 |
4,901.0 |
547.0 |
10.1% |
27.3 |
0.5% |
95% |
False |
False |
11,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,603.3 |
2.618 |
5,542.9 |
1.618 |
5,505.9 |
1.000 |
5,483.0 |
0.618 |
5,468.9 |
HIGH |
5,446.0 |
0.618 |
5,431.9 |
0.500 |
5,427.5 |
0.382 |
5,423.1 |
LOW |
5,409.0 |
0.618 |
5,386.1 |
1.000 |
5,372.0 |
1.618 |
5,349.1 |
2.618 |
5,312.1 |
4.250 |
5,251.8 |
|
|
Fisher Pivots for day following 30-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
5,427.5 |
5,422.0 |
PP |
5,424.7 |
5,421.0 |
S1 |
5,421.8 |
5,420.0 |
|