Trading Metrics calculated at close of trading on 29-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2013 |
29-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
15,493 |
15,517 |
24 |
0.2% |
15,327 |
High |
15,574 |
15,626 |
52 |
0.3% |
15,514 |
Low |
15,468 |
15,483 |
15 |
0.1% |
15,297 |
Close |
15,518 |
15,616 |
98 |
0.6% |
15,497 |
Range |
106 |
143 |
37 |
34.9% |
217 |
ATR |
147 |
146 |
0 |
-0.2% |
0 |
Volume |
95,128 |
101,867 |
6,739 |
7.1% |
606,233 |
|
Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,004 |
15,953 |
15,695 |
|
R3 |
15,861 |
15,810 |
15,655 |
|
R2 |
15,718 |
15,718 |
15,642 |
|
R1 |
15,667 |
15,667 |
15,629 |
15,693 |
PP |
15,575 |
15,575 |
15,575 |
15,588 |
S1 |
15,524 |
15,524 |
15,603 |
15,550 |
S2 |
15,432 |
15,432 |
15,590 |
|
S3 |
15,289 |
15,381 |
15,577 |
|
S4 |
15,146 |
15,238 |
15,537 |
|
|
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 |
15,626 |
15,303 |
323 |
2.1% |
116 |
0.7% |
97% |
True |
False |
110,479 |
10 |
15,626 |
15,086 |
540 |
3.5% |
130 |
0.8% |
98% |
True |
False |
122,737 |
20 |
15,626 |
14,648 |
978 |
6.3% |
157 |
1.0% |
99% |
True |
False |
150,917 |
40 |
15,658 |
14,648 |
1,010 |
6.5% |
148 |
0.9% |
96% |
False |
False |
120,604 |
60 |
15,658 |
14,648 |
1,010 |
6.5% |
142 |
0.9% |
96% |
False |
False |
80,444 |
80 |
15,658 |
14,648 |
1,010 |
6.5% |
125 |
0.8% |
96% |
False |
False |
60,336 |
100 |
15,658 |
14,410 |
1,248 |
8.0% |
123 |
0.8% |
97% |
False |
False |
48,274 |
120 |
15,658 |
14,410 |
1,248 |
8.0% |
109 |
0.7% |
97% |
False |
False |
40,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,234 |
2.618 |
16,000 |
1.618 |
15,857 |
1.000 |
15,769 |
0.618 |
15,714 |
HIGH |
15,626 |
0.618 |
15,571 |
0.500 |
15,555 |
0.382 |
15,538 |
LOW |
15,483 |
0.618 |
15,395 |
1.000 |
15,340 |
1.618 |
15,252 |
2.618 |
15,109 |
4.250 |
14,875 |
|
|
Fisher Pivots for day following 29-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,596 |
15,584 |
PP |
15,575 |
15,553 |
S1 |
15,555 |
15,521 |
|