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 |
14,335 |
14,535 |
200 |
1.4% |
14,690 |
High |
14,525 |
14,615 |
90 |
0.6% |
14,885 |
Low |
14,255 |
14,465 |
210 |
1.5% |
14,125 |
Close |
14,510 |
14,590 |
80 |
0.6% |
14,235 |
Range |
270 |
150 |
-120 |
-44.4% |
760 |
ATR |
287 |
277 |
-10 |
-3.4% |
0 |
Volume |
7,228 |
9,016 |
1,788 |
24.7% |
54,281 |
|
Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,007 |
14,948 |
14,673 |
|
R3 |
14,857 |
14,798 |
14,631 |
|
R2 |
14,707 |
14,707 |
14,618 |
|
R1 |
14,648 |
14,648 |
14,604 |
14,678 |
PP |
14,557 |
14,557 |
14,557 |
14,571 |
S1 |
14,498 |
14,498 |
14,576 |
14,528 |
S2 |
14,407 |
14,407 |
14,563 |
|
S3 |
14,257 |
14,348 |
14,549 |
|
S4 |
14,107 |
14,198 |
14,508 |
|
|
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 |
14,615 |
14,125 |
490 |
3.4% |
245 |
1.7% |
95% |
True |
False |
8,568 |
10 |
14,885 |
14,125 |
760 |
5.2% |
249 |
1.7% |
61% |
False |
False |
9,624 |
20 |
14,885 |
13,785 |
1,100 |
7.5% |
274 |
1.9% |
73% |
False |
False |
11,339 |
40 |
14,965 |
13,775 |
1,190 |
8.2% |
285 |
2.0% |
68% |
False |
False |
12,619 |
60 |
14,965 |
13,240 |
1,725 |
11.8% |
277 |
1.9% |
78% |
False |
False |
8,470 |
80 |
15,125 |
13,240 |
1,885 |
12.9% |
239 |
1.6% |
72% |
False |
False |
6,354 |
100 |
15,125 |
12,715 |
2,410 |
16.5% |
205 |
1.4% |
78% |
False |
False |
5,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,253 |
2.618 |
15,008 |
1.618 |
14,858 |
1.000 |
14,765 |
0.618 |
14,708 |
HIGH |
14,615 |
0.618 |
14,558 |
0.500 |
14,540 |
0.382 |
14,522 |
LOW |
14,465 |
0.618 |
14,372 |
1.000 |
14,315 |
1.618 |
14,222 |
2.618 |
14,072 |
4.250 |
13,828 |
|
|
Fisher Pivots for day following 30-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
14,573 |
14,534 |
PP |
14,557 |
14,478 |
S1 |
14,540 |
14,423 |
|