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 |
14,535 |
14,555 |
20 |
0.1% |
14,690 |
High |
14,615 |
14,555 |
-60 |
-0.4% |
14,885 |
Low |
14,465 |
14,350 |
-115 |
-0.8% |
14,125 |
Close |
14,590 |
14,465 |
-125 |
-0.9% |
14,235 |
Range |
150 |
205 |
55 |
36.7% |
760 |
ATR |
277 |
275 |
-3 |
-1.0% |
0 |
Volume |
9,016 |
7,936 |
-1,080 |
-12.0% |
54,281 |
|
Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,072 |
14,973 |
14,578 |
|
R3 |
14,867 |
14,768 |
14,522 |
|
R2 |
14,662 |
14,662 |
14,503 |
|
R1 |
14,563 |
14,563 |
14,484 |
14,510 |
PP |
14,457 |
14,457 |
14,457 |
14,430 |
S1 |
14,358 |
14,358 |
14,446 |
14,305 |
S2 |
14,252 |
14,252 |
14,428 |
|
S3 |
14,047 |
14,153 |
14,409 |
|
S4 |
13,842 |
13,948 |
14,352 |
|
|
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% |
240 |
1.7% |
69% |
False |
False |
8,370 |
10 |
14,885 |
14,125 |
760 |
5.3% |
245 |
1.7% |
45% |
False |
False |
9,251 |
20 |
14,885 |
13,785 |
1,100 |
7.6% |
272 |
1.9% |
62% |
False |
False |
11,092 |
40 |
14,965 |
13,775 |
1,190 |
8.2% |
286 |
2.0% |
58% |
False |
False |
12,748 |
60 |
14,965 |
13,240 |
1,725 |
11.9% |
278 |
1.9% |
71% |
False |
False |
8,602 |
80 |
15,125 |
13,240 |
1,885 |
13.0% |
242 |
1.7% |
65% |
False |
False |
6,453 |
100 |
15,125 |
12,715 |
2,410 |
16.7% |
207 |
1.4% |
73% |
False |
False |
5,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,426 |
2.618 |
15,092 |
1.618 |
14,887 |
1.000 |
14,760 |
0.618 |
14,682 |
HIGH |
14,555 |
0.618 |
14,477 |
0.500 |
14,453 |
0.382 |
14,428 |
LOW |
14,350 |
0.618 |
14,223 |
1.000 |
14,145 |
1.618 |
14,018 |
2.618 |
13,813 |
4.250 |
13,479 |
|
|
Fisher Pivots for day following 31-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
14,461 |
14,455 |
PP |
14,457 |
14,445 |
S1 |
14,453 |
14,435 |
|