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 |
15,517 |
15,623 |
106 |
0.7% |
15,327 |
High |
15,626 |
15,676 |
50 |
0.3% |
15,514 |
Low |
15,483 |
15,508 |
25 |
0.2% |
15,297 |
Close |
15,616 |
15,553 |
-63 |
-0.4% |
15,497 |
Range |
143 |
168 |
25 |
17.5% |
217 |
ATR |
146 |
148 |
2 |
1.1% |
0 |
Volume |
101,867 |
163,277 |
61,410 |
60.3% |
606,233 |
|
Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,083 |
15,986 |
15,646 |
|
R3 |
15,915 |
15,818 |
15,599 |
|
R2 |
15,747 |
15,747 |
15,584 |
|
R1 |
15,650 |
15,650 |
15,569 |
15,615 |
PP |
15,579 |
15,579 |
15,579 |
15,561 |
S1 |
15,482 |
15,482 |
15,538 |
15,447 |
S2 |
15,411 |
15,411 |
15,522 |
|
S3 |
15,243 |
15,314 |
15,507 |
|
S4 |
15,075 |
15,146 |
15,461 |
|
|
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 |
15,676 |
15,347 |
329 |
2.1% |
129 |
0.8% |
63% |
True |
False |
116,004 |
10 |
15,676 |
15,137 |
539 |
3.5% |
124 |
0.8% |
77% |
True |
False |
122,471 |
20 |
15,676 |
14,648 |
1,028 |
6.6% |
157 |
1.0% |
88% |
True |
False |
151,328 |
40 |
15,676 |
14,648 |
1,028 |
6.6% |
149 |
1.0% |
88% |
True |
False |
124,664 |
60 |
15,676 |
14,648 |
1,028 |
6.6% |
142 |
0.9% |
88% |
True |
False |
83,166 |
80 |
15,676 |
14,648 |
1,028 |
6.6% |
126 |
0.8% |
88% |
True |
False |
62,377 |
100 |
15,676 |
14,410 |
1,266 |
8.1% |
124 |
0.8% |
90% |
True |
False |
49,907 |
120 |
15,676 |
14,410 |
1,266 |
8.1% |
110 |
0.7% |
90% |
True |
False |
41,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,390 |
2.618 |
16,116 |
1.618 |
15,948 |
1.000 |
15,844 |
0.618 |
15,780 |
HIGH |
15,676 |
0.618 |
15,612 |
0.500 |
15,592 |
0.382 |
15,572 |
LOW |
15,508 |
0.618 |
15,404 |
1.000 |
15,340 |
1.618 |
15,236 |
2.618 |
15,068 |
4.250 |
14,794 |
|
|
Fisher Pivots for day following 30-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,592 |
15,572 |
PP |
15,579 |
15,566 |
S1 |
15,566 |
15,559 |
|