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 |
15,623 |
15,541 |
-82 |
-0.5% |
15,327 |
High |
15,676 |
15,592 |
-84 |
-0.5% |
15,514 |
Low |
15,508 |
15,477 |
-31 |
-0.2% |
15,297 |
Close |
15,553 |
15,477 |
-76 |
-0.5% |
15,497 |
Range |
168 |
115 |
-53 |
-31.5% |
217 |
ATR |
148 |
146 |
-2 |
-1.6% |
0 |
Volume |
163,277 |
143,545 |
-19,732 |
-12.1% |
606,233 |
|
Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,860 |
15,784 |
15,540 |
|
R3 |
15,745 |
15,669 |
15,509 |
|
R2 |
15,630 |
15,630 |
15,498 |
|
R1 |
15,554 |
15,554 |
15,488 |
15,535 |
PP |
15,515 |
15,515 |
15,515 |
15,506 |
S1 |
15,439 |
15,439 |
15,467 |
15,420 |
S2 |
15,400 |
15,400 |
15,456 |
|
S3 |
15,285 |
15,324 |
15,446 |
|
S4 |
15,170 |
15,209 |
15,414 |
|
|
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 |
15,416 |
260 |
1.7% |
126 |
0.8% |
23% |
False |
False |
120,707 |
10 |
15,676 |
15,260 |
416 |
2.7% |
118 |
0.8% |
52% |
False |
False |
123,662 |
20 |
15,676 |
14,648 |
1,028 |
6.6% |
155 |
1.0% |
81% |
False |
False |
147,059 |
40 |
15,676 |
14,648 |
1,028 |
6.6% |
150 |
1.0% |
81% |
False |
False |
128,229 |
60 |
15,676 |
14,648 |
1,028 |
6.6% |
143 |
0.9% |
81% |
False |
False |
85,557 |
80 |
15,676 |
14,648 |
1,028 |
6.6% |
127 |
0.8% |
81% |
False |
False |
64,172 |
100 |
15,676 |
14,410 |
1,266 |
8.2% |
124 |
0.8% |
84% |
False |
False |
51,342 |
120 |
15,676 |
14,410 |
1,266 |
8.2% |
111 |
0.7% |
84% |
False |
False |
42,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,081 |
2.618 |
15,893 |
1.618 |
15,778 |
1.000 |
15,707 |
0.618 |
15,663 |
HIGH |
15,592 |
0.618 |
15,548 |
0.500 |
15,535 |
0.382 |
15,521 |
LOW |
15,477 |
0.618 |
15,406 |
1.000 |
15,362 |
1.618 |
15,291 |
2.618 |
15,176 |
4.250 |
14,988 |
|
|
Fisher Pivots for day following 31-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,535 |
15,577 |
PP |
15,515 |
15,543 |
S1 |
15,496 |
15,510 |
|