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 |
6,706.5 |
6,759.0 |
52.5 |
0.8% |
6,609.5 |
High |
6,765.5 |
6,798.0 |
32.5 |
0.5% |
6,709.5 |
Low |
6,693.5 |
6,723.5 |
30.0 |
0.4% |
6,587.0 |
Close |
6,754.0 |
6,751.5 |
-2.5 |
0.0% |
6,697.0 |
Range |
72.0 |
74.5 |
2.5 |
3.5% |
122.5 |
ATR |
68.1 |
68.6 |
0.5 |
0.7% |
0.0 |
Volume |
106,651 |
134,347 |
27,696 |
26.0% |
394,439 |
|
Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,981.0 |
6,941.0 |
6,792.5 |
|
R3 |
6,906.5 |
6,866.5 |
6,772.0 |
|
R2 |
6,832.0 |
6,832.0 |
6,765.0 |
|
R1 |
6,792.0 |
6,792.0 |
6,758.5 |
6,775.0 |
PP |
6,757.5 |
6,757.5 |
6,757.5 |
6,749.0 |
S1 |
6,717.5 |
6,717.5 |
6,744.5 |
6,700.0 |
S2 |
6,683.0 |
6,683.0 |
6,738.0 |
|
S3 |
6,608.5 |
6,643.0 |
6,731.0 |
|
S4 |
6,534.0 |
6,568.5 |
6,710.5 |
|
|
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 |
6,798.0 |
6,657.0 |
141.0 |
2.1% |
53.5 |
0.8% |
67% |
True |
False |
89,180 |
10 |
6,798.0 |
6,500.0 |
298.0 |
4.4% |
60.5 |
0.9% |
84% |
True |
False |
87,174 |
20 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
68.5 |
1.0% |
91% |
True |
False |
88,726 |
40 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
64.0 |
0.9% |
91% |
True |
False |
88,166 |
60 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
64.5 |
1.0% |
91% |
True |
False |
58,877 |
80 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
60.5 |
0.9% |
91% |
True |
False |
44,180 |
100 |
6,798.0 |
5,951.5 |
846.5 |
12.5% |
58.5 |
0.9% |
95% |
True |
False |
35,358 |
120 |
6,798.0 |
5,951.5 |
846.5 |
12.5% |
50.0 |
0.7% |
95% |
True |
False |
29,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,114.5 |
2.618 |
6,993.0 |
1.618 |
6,918.5 |
1.000 |
6,872.5 |
0.618 |
6,844.0 |
HIGH |
6,798.0 |
0.618 |
6,769.5 |
0.500 |
6,761.0 |
0.382 |
6,752.0 |
LOW |
6,723.5 |
0.618 |
6,677.5 |
1.000 |
6,649.0 |
1.618 |
6,603.0 |
2.618 |
6,528.5 |
4.250 |
6,407.0 |
|
|
Fisher Pivots for day following 30-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
6,761.0 |
6,747.5 |
PP |
6,757.5 |
6,743.5 |
S1 |
6,754.5 |
6,739.0 |
|