Trading Metrics calculated at close of trading on 25-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,742.75 |
1,748.00 |
5.25 |
0.3% |
1,738.00 |
High |
1,751.75 |
1,755.75 |
4.00 |
0.2% |
1,755.75 |
Low |
1,740.00 |
1,742.75 |
2.75 |
0.2% |
1,734.50 |
Close |
1,748.50 |
1,754.00 |
5.50 |
0.3% |
1,754.00 |
Range |
11.75 |
13.00 |
1.25 |
10.6% |
21.25 |
ATR |
18.43 |
18.05 |
-0.39 |
-2.1% |
0.00 |
Volume |
1,252,875 |
1,253,456 |
581 |
0.0% |
7,010,141 |
|
Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,789.75 |
1,785.00 |
1,761.25 |
|
R3 |
1,776.75 |
1,772.00 |
1,757.50 |
|
R2 |
1,763.75 |
1,763.75 |
1,756.50 |
|
R1 |
1,759.00 |
1,759.00 |
1,755.25 |
1,761.50 |
PP |
1,750.75 |
1,750.75 |
1,750.75 |
1,752.00 |
S1 |
1,746.00 |
1,746.00 |
1,752.75 |
1,748.50 |
S2 |
1,737.75 |
1,737.75 |
1,751.50 |
|
S3 |
1,724.75 |
1,733.00 |
1,750.50 |
|
S4 |
1,711.75 |
1,720.00 |
1,746.75 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,811.75 |
1,804.25 |
1,765.75 |
|
R3 |
1,790.50 |
1,783.00 |
1,759.75 |
|
R2 |
1,769.25 |
1,769.25 |
1,758.00 |
|
R1 |
1,761.75 |
1,761.75 |
1,756.00 |
1,765.50 |
PP |
1,748.00 |
1,748.00 |
1,748.00 |
1,750.00 |
S1 |
1,740.50 |
1,740.50 |
1,752.00 |
1,744.25 |
S2 |
1,726.75 |
1,726.75 |
1,750.00 |
|
S3 |
1,705.50 |
1,719.25 |
1,748.25 |
|
S4 |
1,684.25 |
1,698.00 |
1,742.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,755.75 |
1,734.50 |
21.25 |
1.2% |
13.25 |
0.8% |
92% |
True |
False |
1,402,028 |
10 |
1,755.75 |
1,680.75 |
75.00 |
4.3% |
17.50 |
1.0% |
98% |
True |
False |
1,539,614 |
20 |
1,755.75 |
1,640.00 |
115.75 |
6.6% |
19.25 |
1.1% |
98% |
True |
False |
1,753,649 |
40 |
1,755.75 |
1,618.75 |
137.00 |
7.8% |
17.50 |
1.0% |
99% |
True |
False |
1,366,576 |
60 |
1,755.75 |
1,618.25 |
137.50 |
7.8% |
16.75 |
1.0% |
99% |
True |
False |
912,942 |
80 |
1,755.75 |
1,602.75 |
153.00 |
8.7% |
16.00 |
0.9% |
99% |
True |
False |
685,523 |
100 |
1,755.75 |
1,547.25 |
208.50 |
11.9% |
17.75 |
1.0% |
99% |
True |
False |
548,997 |
120 |
1,755.75 |
1,547.25 |
208.50 |
11.9% |
17.50 |
1.0% |
99% |
True |
False |
457,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,811.00 |
2.618 |
1,789.75 |
1.618 |
1,776.75 |
1.000 |
1,768.75 |
0.618 |
1,763.75 |
HIGH |
1,755.75 |
0.618 |
1,750.75 |
0.500 |
1,749.25 |
0.382 |
1,747.75 |
LOW |
1,742.75 |
0.618 |
1,734.75 |
1.000 |
1,729.75 |
1.618 |
1,721.75 |
2.618 |
1,708.75 |
4.250 |
1,687.50 |
|
|
Fisher Pivots for day following 25-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,752.50 |
1,751.00 |
PP |
1,750.75 |
1,748.00 |
S1 |
1,749.25 |
1,745.00 |
|