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 |
6,759.0 |
6,735.0 |
-24.0 |
-0.4% |
6,609.5 |
High |
6,798.0 |
6,747.0 |
-51.0 |
-0.8% |
6,709.5 |
Low |
6,723.5 |
6,696.5 |
-27.0 |
-0.4% |
6,587.0 |
Close |
6,751.5 |
6,708.5 |
-43.0 |
-0.6% |
6,697.0 |
Range |
74.5 |
50.5 |
-24.0 |
-32.2% |
122.5 |
ATR |
68.6 |
67.6 |
-1.0 |
-1.4% |
0.0 |
Volume |
134,347 |
92,473 |
-41,874 |
-31.2% |
394,439 |
|
Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,869.0 |
6,839.0 |
6,736.5 |
|
R3 |
6,818.5 |
6,788.5 |
6,722.5 |
|
R2 |
6,768.0 |
6,768.0 |
6,718.0 |
|
R1 |
6,738.0 |
6,738.0 |
6,713.0 |
6,728.0 |
PP |
6,717.5 |
6,717.5 |
6,717.5 |
6,712.0 |
S1 |
6,687.5 |
6,687.5 |
6,704.0 |
6,677.0 |
S2 |
6,667.0 |
6,667.0 |
6,699.0 |
|
S3 |
6,616.5 |
6,637.0 |
6,694.5 |
|
S4 |
6,566.0 |
6,586.5 |
6,680.5 |
|
|
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 |
6,679.0 |
119.0 |
1.8% |
54.0 |
0.8% |
25% |
False |
False |
93,264 |
10 |
6,798.0 |
6,550.0 |
248.0 |
3.7% |
57.5 |
0.9% |
64% |
False |
False |
86,903 |
20 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
68.0 |
1.0% |
82% |
False |
False |
90,223 |
40 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
64.0 |
1.0% |
82% |
False |
False |
90,472 |
60 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
63.5 |
0.9% |
82% |
False |
False |
60,418 |
80 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
60.5 |
0.9% |
82% |
False |
False |
45,336 |
100 |
6,798.0 |
5,951.5 |
846.5 |
12.6% |
59.0 |
0.9% |
89% |
False |
False |
36,283 |
120 |
6,798.0 |
5,951.5 |
846.5 |
12.6% |
50.5 |
0.8% |
89% |
False |
False |
30,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,961.5 |
2.618 |
6,879.0 |
1.618 |
6,828.5 |
1.000 |
6,797.5 |
0.618 |
6,778.0 |
HIGH |
6,747.0 |
0.618 |
6,727.5 |
0.500 |
6,722.0 |
0.382 |
6,716.0 |
LOW |
6,696.5 |
0.618 |
6,665.5 |
1.000 |
6,646.0 |
1.618 |
6,615.0 |
2.618 |
6,564.5 |
4.250 |
6,482.0 |
|
|
Fisher Pivots for day following 31-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
6,722.0 |
6,746.0 |
PP |
6,717.5 |
6,733.5 |
S1 |
6,713.0 |
6,721.0 |
|