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 |
8,961.5 |
8,951.0 |
-10.5 |
-0.1% |
8,872.0 |
High |
8,999.0 |
9,012.5 |
13.5 |
0.2% |
9,012.5 |
Low |
8,952.0 |
8,936.5 |
-15.5 |
-0.2% |
8,836.5 |
Close |
8,976.5 |
8,989.0 |
12.5 |
0.1% |
8,989.0 |
Range |
47.0 |
76.0 |
29.0 |
61.7% |
176.0 |
ATR |
91.7 |
90.6 |
-1.1 |
-1.2% |
0.0 |
Volume |
74,686 |
69,112 |
-5,574 |
-7.5% |
365,858 |
|
Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,207.3 |
9,174.2 |
9,030.8 |
|
R3 |
9,131.3 |
9,098.2 |
9,009.9 |
|
R2 |
9,055.3 |
9,055.3 |
9,002.9 |
|
R1 |
9,022.2 |
9,022.2 |
8,996.0 |
9,038.8 |
PP |
8,979.3 |
8,979.3 |
8,979.3 |
8,987.6 |
S1 |
8,946.2 |
8,946.2 |
8,982.0 |
8,962.8 |
S2 |
8,903.3 |
8,903.3 |
8,975.1 |
|
S3 |
8,827.3 |
8,870.2 |
8,968.1 |
|
S4 |
8,751.3 |
8,794.2 |
8,947.2 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,474.0 |
9,407.5 |
9,085.8 |
|
R3 |
9,298.0 |
9,231.5 |
9,037.4 |
|
R2 |
9,122.0 |
9,122.0 |
9,021.3 |
|
R1 |
9,055.5 |
9,055.5 |
9,005.1 |
9,088.8 |
PP |
8,946.0 |
8,946.0 |
8,946.0 |
8,962.6 |
S1 |
8,879.5 |
8,879.5 |
8,972.9 |
8,912.8 |
S2 |
8,770.0 |
8,770.0 |
8,956.7 |
|
S3 |
8,594.0 |
8,703.5 |
8,940.6 |
|
S4 |
8,418.0 |
8,527.5 |
8,892.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,012.5 |
8,836.5 |
176.0 |
2.0% |
70.3 |
0.8% |
87% |
True |
False |
73,171 |
10 |
9,012.5 |
8,678.0 |
334.5 |
3.7% |
73.3 |
0.8% |
93% |
True |
False |
78,807 |
20 |
9,012.5 |
8,498.0 |
514.5 |
5.7% |
83.7 |
0.9% |
95% |
True |
False |
83,661 |
40 |
9,012.5 |
8,103.5 |
909.0 |
10.1% |
84.3 |
0.9% |
97% |
True |
False |
64,224 |
60 |
9,012.5 |
8,095.0 |
917.5 |
10.2% |
88.0 |
1.0% |
97% |
True |
False |
42,886 |
80 |
9,012.5 |
7,858.0 |
1,154.5 |
12.8% |
87.7 |
1.0% |
98% |
True |
False |
32,206 |
100 |
9,012.5 |
7,700.0 |
1,312.5 |
14.6% |
96.4 |
1.1% |
98% |
True |
False |
25,787 |
120 |
9,012.5 |
7,700.0 |
1,312.5 |
14.6% |
98.4 |
1.1% |
98% |
True |
False |
21,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,335.5 |
2.618 |
9,211.5 |
1.618 |
9,135.5 |
1.000 |
9,088.5 |
0.618 |
9,059.5 |
HIGH |
9,012.5 |
0.618 |
8,983.5 |
0.500 |
8,974.5 |
0.382 |
8,965.5 |
LOW |
8,936.5 |
0.618 |
8,889.5 |
1.000 |
8,860.5 |
1.618 |
8,813.5 |
2.618 |
8,737.5 |
4.250 |
8,613.5 |
|
|
Fisher Pivots for day following 25-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
8,984.2 |
8,978.0 |
PP |
8,979.3 |
8,967.0 |
S1 |
8,974.5 |
8,956.0 |
|