Trading Metrics calculated at close of trading on 28-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
15,462 |
15,493 |
31 |
0.2% |
15,327 |
High |
15,514 |
15,574 |
60 |
0.4% |
15,514 |
Low |
15,416 |
15,468 |
52 |
0.3% |
15,297 |
Close |
15,497 |
15,518 |
21 |
0.1% |
15,497 |
Range |
98 |
106 |
8 |
8.2% |
217 |
ATR |
150 |
147 |
-3 |
-2.1% |
0 |
Volume |
99,720 |
95,128 |
-4,592 |
-4.6% |
606,233 |
|
Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,838 |
15,784 |
15,576 |
|
R3 |
15,732 |
15,678 |
15,547 |
|
R2 |
15,626 |
15,626 |
15,538 |
|
R1 |
15,572 |
15,572 |
15,528 |
15,599 |
PP |
15,520 |
15,520 |
15,520 |
15,534 |
S1 |
15,466 |
15,466 |
15,508 |
15,493 |
S2 |
15,414 |
15,414 |
15,499 |
|
S3 |
15,308 |
15,360 |
15,489 |
|
S4 |
15,202 |
15,254 |
15,460 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,087 |
16,009 |
15,616 |
|
R3 |
15,870 |
15,792 |
15,557 |
|
R2 |
15,653 |
15,653 |
15,537 |
|
R1 |
15,575 |
15,575 |
15,517 |
15,614 |
PP |
15,436 |
15,436 |
15,436 |
15,456 |
S1 |
15,358 |
15,358 |
15,477 |
15,397 |
S2 |
15,219 |
15,219 |
15,457 |
|
S3 |
15,002 |
15,141 |
15,437 |
|
S4 |
14,785 |
14,924 |
15,378 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,574 |
15,303 |
271 |
1.7% |
118 |
0.8% |
79% |
True |
False |
122,970 |
10 |
15,574 |
15,086 |
488 |
3.1% |
133 |
0.9% |
89% |
True |
False |
133,321 |
20 |
15,574 |
14,648 |
926 |
6.0% |
156 |
1.0% |
94% |
True |
False |
153,552 |
40 |
15,658 |
14,648 |
1,010 |
6.5% |
149 |
1.0% |
86% |
False |
False |
118,071 |
60 |
15,658 |
14,648 |
1,010 |
6.5% |
140 |
0.9% |
86% |
False |
False |
78,747 |
80 |
15,658 |
14,648 |
1,010 |
6.5% |
125 |
0.8% |
86% |
False |
False |
59,063 |
100 |
15,658 |
14,410 |
1,248 |
8.0% |
122 |
0.8% |
89% |
False |
False |
47,255 |
120 |
15,658 |
14,410 |
1,248 |
8.0% |
108 |
0.7% |
89% |
False |
False |
39,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,025 |
2.618 |
15,852 |
1.618 |
15,746 |
1.000 |
15,680 |
0.618 |
15,640 |
HIGH |
15,574 |
0.618 |
15,534 |
0.500 |
15,521 |
0.382 |
15,509 |
LOW |
15,468 |
0.618 |
15,403 |
1.000 |
15,362 |
1.618 |
15,297 |
2.618 |
15,191 |
4.250 |
15,018 |
|
|
Fisher Pivots for day following 28-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,521 |
15,499 |
PP |
15,520 |
15,480 |
S1 |
15,519 |
15,461 |
|