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 |
1,748.00 |
1,753.75 |
5.75 |
0.3% |
1,738.00 |
High |
1,755.75 |
1,762.25 |
6.50 |
0.4% |
1,755.75 |
Low |
1,742.75 |
1,751.50 |
8.75 |
0.5% |
1,734.50 |
Close |
1,754.00 |
1,759.00 |
5.00 |
0.3% |
1,754.00 |
Range |
13.00 |
10.75 |
-2.25 |
-17.3% |
21.25 |
ATR |
18.05 |
17.52 |
-0.52 |
-2.9% |
0.00 |
Volume |
1,253,456 |
1,157,924 |
-95,532 |
-7.6% |
7,010,141 |
|
Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,789.75 |
1,785.25 |
1,765.00 |
|
R3 |
1,779.00 |
1,774.50 |
1,762.00 |
|
R2 |
1,768.25 |
1,768.25 |
1,761.00 |
|
R1 |
1,763.75 |
1,763.75 |
1,760.00 |
1,766.00 |
PP |
1,757.50 |
1,757.50 |
1,757.50 |
1,758.75 |
S1 |
1,753.00 |
1,753.00 |
1,758.00 |
1,755.25 |
S2 |
1,746.75 |
1,746.75 |
1,757.00 |
|
S3 |
1,736.00 |
1,742.25 |
1,756.00 |
|
S4 |
1,725.25 |
1,731.50 |
1,753.00 |
|
|
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 |
1,762.25 |
1,734.50 |
27.75 |
1.6% |
13.75 |
0.8% |
88% |
True |
False |
1,405,829 |
10 |
1,762.25 |
1,689.50 |
72.75 |
4.1% |
15.75 |
0.9% |
96% |
True |
False |
1,504,451 |
20 |
1,762.25 |
1,640.00 |
122.25 |
6.9% |
19.25 |
1.1% |
97% |
True |
False |
1,703,950 |
40 |
1,762.25 |
1,624.50 |
137.75 |
7.8% |
17.25 |
1.0% |
98% |
True |
False |
1,395,326 |
60 |
1,762.25 |
1,618.25 |
144.00 |
8.2% |
16.75 |
1.0% |
98% |
True |
False |
932,190 |
80 |
1,762.25 |
1,618.25 |
144.00 |
8.2% |
15.75 |
0.9% |
98% |
True |
False |
699,969 |
100 |
1,762.25 |
1,547.25 |
215.00 |
12.2% |
17.50 |
1.0% |
98% |
True |
False |
560,575 |
120 |
1,762.25 |
1,547.25 |
215.00 |
12.2% |
17.50 |
1.0% |
98% |
True |
False |
467,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,808.00 |
2.618 |
1,790.50 |
1.618 |
1,779.75 |
1.000 |
1,773.00 |
0.618 |
1,769.00 |
HIGH |
1,762.25 |
0.618 |
1,758.25 |
0.500 |
1,757.00 |
0.382 |
1,755.50 |
LOW |
1,751.50 |
0.618 |
1,744.75 |
1.000 |
1,740.75 |
1.618 |
1,734.00 |
2.618 |
1,723.25 |
4.250 |
1,705.75 |
|
|
Fisher Pivots for day following 28-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,758.25 |
1,756.50 |
PP |
1,757.50 |
1,753.75 |
S1 |
1,757.00 |
1,751.00 |
|