Trading Metrics calculated at close of trading on 29-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2013 |
29-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
14,250 |
14,335 |
85 |
0.6% |
14,690 |
High |
14,440 |
14,525 |
85 |
0.6% |
14,885 |
Low |
14,230 |
14,255 |
25 |
0.2% |
14,125 |
Close |
14,335 |
14,510 |
175 |
1.2% |
14,235 |
Range |
210 |
270 |
60 |
28.6% |
760 |
ATR |
288 |
287 |
-1 |
-0.5% |
0 |
Volume |
6,113 |
7,228 |
1,115 |
18.2% |
54,281 |
|
Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,240 |
15,145 |
14,659 |
|
R3 |
14,970 |
14,875 |
14,584 |
|
R2 |
14,700 |
14,700 |
14,560 |
|
R1 |
14,605 |
14,605 |
14,535 |
14,653 |
PP |
14,430 |
14,430 |
14,430 |
14,454 |
S1 |
14,335 |
14,335 |
14,485 |
14,383 |
S2 |
14,160 |
14,160 |
14,461 |
|
S3 |
13,890 |
14,065 |
14,436 |
|
S4 |
13,620 |
13,795 |
14,362 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,695 |
16,225 |
14,653 |
|
R3 |
15,935 |
15,465 |
14,444 |
|
R2 |
15,175 |
15,175 |
14,374 |
|
R1 |
14,705 |
14,705 |
14,305 |
14,560 |
PP |
14,415 |
14,415 |
14,415 |
14,343 |
S1 |
13,945 |
13,945 |
14,165 |
13,800 |
S2 |
13,655 |
13,655 |
14,096 |
|
S3 |
12,895 |
13,185 |
14,026 |
|
S4 |
12,135 |
12,425 |
13,817 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,840 |
14,125 |
715 |
4.9% |
324 |
2.2% |
54% |
False |
False |
9,915 |
10 |
14,885 |
14,125 |
760 |
5.2% |
268 |
1.8% |
51% |
False |
False |
9,638 |
20 |
14,885 |
13,785 |
1,100 |
7.6% |
295 |
2.0% |
66% |
False |
False |
11,962 |
40 |
14,965 |
13,775 |
1,190 |
8.2% |
289 |
2.0% |
62% |
False |
False |
12,410 |
60 |
14,965 |
13,240 |
1,725 |
11.9% |
277 |
1.9% |
74% |
False |
False |
8,320 |
80 |
15,125 |
13,240 |
1,885 |
13.0% |
237 |
1.6% |
67% |
False |
False |
6,242 |
100 |
15,125 |
12,715 |
2,410 |
16.6% |
204 |
1.4% |
74% |
False |
False |
4,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,673 |
2.618 |
15,232 |
1.618 |
14,962 |
1.000 |
14,795 |
0.618 |
14,692 |
HIGH |
14,525 |
0.618 |
14,422 |
0.500 |
14,390 |
0.382 |
14,358 |
LOW |
14,255 |
0.618 |
14,088 |
1.000 |
13,985 |
1.618 |
13,818 |
2.618 |
13,548 |
4.250 |
13,108 |
|
|
Fisher Pivots for day following 29-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
14,470 |
14,448 |
PP |
14,430 |
14,387 |
S1 |
14,390 |
14,325 |
|