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 |
9,041.0 |
8,977.0 |
-64.0 |
-0.7% |
8,872.0 |
High |
9,071.5 |
9,054.5 |
-17.0 |
-0.2% |
9,012.5 |
Low |
8,982.0 |
8,975.5 |
-6.5 |
-0.1% |
8,836.5 |
Close |
9,012.0 |
9,032.5 |
20.5 |
0.2% |
8,989.0 |
Range |
89.5 |
79.0 |
-10.5 |
-11.7% |
176.0 |
ATR |
89.0 |
88.3 |
-0.7 |
-0.8% |
0.0 |
Volume |
93,775 |
82,630 |
-11,145 |
-11.9% |
365,858 |
|
Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,257.8 |
9,224.2 |
9,076.0 |
|
R3 |
9,178.8 |
9,145.2 |
9,054.2 |
|
R2 |
9,099.8 |
9,099.8 |
9,047.0 |
|
R1 |
9,066.2 |
9,066.2 |
9,039.7 |
9,083.0 |
PP |
9,020.8 |
9,020.8 |
9,020.8 |
9,029.3 |
S1 |
8,987.2 |
8,987.2 |
9,025.3 |
9,004.0 |
S2 |
8,941.8 |
8,941.8 |
9,018.0 |
|
S3 |
8,862.8 |
8,908.2 |
9,010.8 |
|
S4 |
8,783.8 |
8,829.2 |
8,989.1 |
|
|
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 |
9,071.5 |
8,936.5 |
135.0 |
1.5% |
80.6 |
0.9% |
71% |
False |
False |
82,374 |
10 |
9,071.5 |
8,808.0 |
263.5 |
2.9% |
74.0 |
0.8% |
85% |
False |
False |
77,714 |
20 |
9,071.5 |
8,498.0 |
573.5 |
6.3% |
82.9 |
0.9% |
93% |
False |
False |
83,187 |
40 |
9,071.5 |
8,180.0 |
891.5 |
9.9% |
82.0 |
0.9% |
96% |
False |
False |
72,754 |
60 |
9,071.5 |
8,095.0 |
976.5 |
10.8% |
87.4 |
1.0% |
96% |
False |
False |
48,593 |
80 |
9,071.5 |
8,095.0 |
976.5 |
10.8% |
86.9 |
1.0% |
96% |
False |
False |
36,481 |
100 |
9,071.5 |
7,700.0 |
1,371.5 |
15.2% |
94.2 |
1.0% |
97% |
False |
False |
29,212 |
120 |
9,071.5 |
7,700.0 |
1,371.5 |
15.2% |
98.5 |
1.1% |
97% |
False |
False |
24,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,390.3 |
2.618 |
9,261.3 |
1.618 |
9,182.3 |
1.000 |
9,133.5 |
0.618 |
9,103.3 |
HIGH |
9,054.5 |
0.618 |
9,024.3 |
0.500 |
9,015.0 |
0.382 |
9,005.7 |
LOW |
8,975.5 |
0.618 |
8,926.7 |
1.000 |
8,896.5 |
1.618 |
8,847.7 |
2.618 |
8,768.7 |
4.250 |
8,639.8 |
|
|
Fisher Pivots for day following 31-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
9,026.7 |
9,027.5 |
PP |
9,020.8 |
9,022.5 |
S1 |
9,015.0 |
9,017.5 |
|