Trading Metrics calculated at close of trading on 31-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
5,444.0 |
5,388.0 |
-56.0 |
-1.0% |
5,338.0 |
High |
5,446.0 |
5,436.0 |
-10.0 |
-0.2% |
5,394.0 |
Low |
5,409.0 |
5,379.0 |
-30.0 |
-0.6% |
5,329.0 |
Close |
5,419.0 |
5,416.0 |
-3.0 |
-0.1% |
5,385.0 |
Range |
37.0 |
57.0 |
20.0 |
54.1% |
65.0 |
ATR |
44.4 |
45.3 |
0.9 |
2.0% |
0.0 |
Volume |
18,049 |
30,506 |
12,457 |
69.0% |
91,954 |
|
Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,581.3 |
5,555.7 |
5,447.4 |
|
R3 |
5,524.3 |
5,498.7 |
5,431.7 |
|
R2 |
5,467.3 |
5,467.3 |
5,426.5 |
|
R1 |
5,441.7 |
5,441.7 |
5,421.2 |
5,454.5 |
PP |
5,410.3 |
5,410.3 |
5,410.3 |
5,416.8 |
S1 |
5,384.7 |
5,384.7 |
5,410.8 |
5,397.5 |
S2 |
5,353.3 |
5,353.3 |
5,405.6 |
|
S3 |
5,296.3 |
5,327.7 |
5,400.3 |
|
S4 |
5,239.3 |
5,270.7 |
5,384.7 |
|
|
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 |
5,368.0 |
80.0 |
1.5% |
38.0 |
0.7% |
60% |
False |
False |
22,742 |
10 |
5,448.0 |
5,285.0 |
163.0 |
3.0% |
36.5 |
0.7% |
80% |
False |
False |
20,862 |
20 |
5,448.0 |
5,106.0 |
342.0 |
6.3% |
39.1 |
0.7% |
91% |
False |
False |
20,301 |
40 |
5,448.0 |
5,106.0 |
342.0 |
6.3% |
37.1 |
0.7% |
91% |
False |
False |
23,242 |
60 |
5,448.0 |
4,976.0 |
472.0 |
8.7% |
31.9 |
0.6% |
93% |
False |
False |
15,547 |
80 |
5,448.0 |
4,927.0 |
521.0 |
9.6% |
28.0 |
0.5% |
94% |
False |
False |
11,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,678.3 |
2.618 |
5,585.2 |
1.618 |
5,528.2 |
1.000 |
5,493.0 |
0.618 |
5,471.2 |
HIGH |
5,436.0 |
0.618 |
5,414.2 |
0.500 |
5,407.5 |
0.382 |
5,400.8 |
LOW |
5,379.0 |
0.618 |
5,343.8 |
1.000 |
5,322.0 |
1.618 |
5,286.8 |
2.618 |
5,229.8 |
4.250 |
5,136.8 |
|
|
Fisher Pivots for day following 31-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
5,413.2 |
5,414.8 |
PP |
5,410.3 |
5,413.7 |
S1 |
5,407.5 |
5,412.5 |
|