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 |
6,664.0 |
6,699.5 |
35.5 |
0.5% |
6,609.5 |
High |
6,706.5 |
6,709.5 |
3.0 |
0.0% |
6,709.5 |
Low |
6,657.0 |
6,679.0 |
22.0 |
0.3% |
6,587.0 |
Close |
6,690.0 |
6,697.0 |
7.0 |
0.1% |
6,697.0 |
Range |
49.5 |
30.5 |
-19.0 |
-38.4% |
122.5 |
ATR |
72.8 |
69.8 |
-3.0 |
-4.2% |
0.0 |
Volume |
72,057 |
57,313 |
-14,744 |
-20.5% |
394,439 |
|
Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,786.5 |
6,772.5 |
6,714.0 |
|
R3 |
6,756.0 |
6,742.0 |
6,705.5 |
|
R2 |
6,725.5 |
6,725.5 |
6,702.5 |
|
R1 |
6,711.5 |
6,711.5 |
6,700.0 |
6,703.0 |
PP |
6,695.0 |
6,695.0 |
6,695.0 |
6,691.0 |
S1 |
6,681.0 |
6,681.0 |
6,694.0 |
6,673.0 |
S2 |
6,664.5 |
6,664.5 |
6,691.5 |
|
S3 |
6,634.0 |
6,650.5 |
6,688.5 |
|
S4 |
6,603.5 |
6,620.0 |
6,680.0 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,032.0 |
6,987.0 |
6,764.5 |
|
R3 |
6,909.5 |
6,864.5 |
6,730.5 |
|
R2 |
6,787.0 |
6,787.0 |
6,719.5 |
|
R1 |
6,742.0 |
6,742.0 |
6,708.0 |
6,764.5 |
PP |
6,664.5 |
6,664.5 |
6,664.5 |
6,676.0 |
S1 |
6,619.5 |
6,619.5 |
6,686.0 |
6,642.0 |
S2 |
6,542.0 |
6,542.0 |
6,674.5 |
|
S3 |
6,419.5 |
6,497.0 |
6,663.5 |
|
S4 |
6,297.0 |
6,374.5 |
6,629.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,709.5 |
6,587.0 |
122.5 |
1.8% |
56.0 |
0.8% |
90% |
True |
False |
78,887 |
10 |
6,709.5 |
6,433.5 |
276.0 |
4.1% |
63.0 |
0.9% |
95% |
True |
False |
85,398 |
20 |
6,709.5 |
6,287.5 |
422.0 |
6.3% |
69.0 |
1.0% |
97% |
True |
False |
87,914 |
40 |
6,709.5 |
6,287.5 |
422.0 |
6.3% |
65.0 |
1.0% |
97% |
True |
False |
80,296 |
60 |
6,709.5 |
6,287.5 |
422.0 |
6.3% |
64.5 |
1.0% |
97% |
True |
False |
53,602 |
80 |
6,709.5 |
6,287.5 |
422.0 |
6.3% |
60.0 |
0.9% |
97% |
True |
False |
40,225 |
100 |
6,709.5 |
5,951.5 |
758.0 |
11.3% |
57.5 |
0.9% |
98% |
True |
False |
32,194 |
120 |
6,709.5 |
5,951.5 |
758.0 |
11.3% |
48.5 |
0.7% |
98% |
True |
False |
26,832 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,839.0 |
2.618 |
6,789.5 |
1.618 |
6,759.0 |
1.000 |
6,740.0 |
0.618 |
6,728.5 |
HIGH |
6,709.5 |
0.618 |
6,698.0 |
0.500 |
6,694.0 |
0.382 |
6,690.5 |
LOW |
6,679.0 |
0.618 |
6,660.0 |
1.000 |
6,648.5 |
1.618 |
6,629.5 |
2.618 |
6,599.0 |
4.250 |
6,549.5 |
|
|
Fisher Pivots for day following 25-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
6,696.0 |
6,688.0 |
PP |
6,695.0 |
6,679.0 |
S1 |
6,694.0 |
6,670.0 |
|