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 |
1,753.75 |
1,759.00 |
5.25 |
0.3% |
1,738.00 |
High |
1,762.25 |
1,768.75 |
6.50 |
0.4% |
1,755.75 |
Low |
1,751.50 |
1,754.50 |
3.00 |
0.2% |
1,734.50 |
Close |
1,759.00 |
1,767.50 |
8.50 |
0.5% |
1,754.00 |
Range |
10.75 |
14.25 |
3.50 |
32.6% |
21.25 |
ATR |
17.52 |
17.29 |
-0.23 |
-1.3% |
0.00 |
Volume |
1,157,924 |
1,189,498 |
31,574 |
2.7% |
7,010,141 |
|
Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,806.25 |
1,801.25 |
1,775.25 |
|
R3 |
1,792.00 |
1,787.00 |
1,771.50 |
|
R2 |
1,777.75 |
1,777.75 |
1,770.00 |
|
R1 |
1,772.75 |
1,772.75 |
1,768.75 |
1,775.25 |
PP |
1,763.50 |
1,763.50 |
1,763.50 |
1,765.00 |
S1 |
1,758.50 |
1,758.50 |
1,766.25 |
1,761.00 |
S2 |
1,749.25 |
1,749.25 |
1,765.00 |
|
S3 |
1,735.00 |
1,744.25 |
1,763.50 |
|
S4 |
1,720.75 |
1,730.00 |
1,759.75 |
|
|
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 |
1,768.75 |
1,734.50 |
34.25 |
1.9% |
13.00 |
0.7% |
96% |
True |
False |
1,274,757 |
10 |
1,768.75 |
1,691.25 |
77.50 |
4.4% |
15.25 |
0.9% |
98% |
True |
False |
1,436,138 |
20 |
1,768.75 |
1,640.00 |
128.75 |
7.3% |
19.00 |
1.1% |
99% |
True |
False |
1,675,289 |
40 |
1,768.75 |
1,628.75 |
140.00 |
7.9% |
17.25 |
1.0% |
99% |
True |
False |
1,424,574 |
60 |
1,768.75 |
1,618.25 |
150.50 |
8.5% |
17.00 |
1.0% |
99% |
True |
False |
951,979 |
80 |
1,768.75 |
1,618.25 |
150.50 |
8.5% |
15.75 |
0.9% |
99% |
True |
False |
714,783 |
100 |
1,768.75 |
1,547.25 |
221.50 |
12.5% |
17.50 |
1.0% |
99% |
True |
False |
572,469 |
120 |
1,768.75 |
1,547.25 |
221.50 |
12.5% |
17.50 |
1.0% |
99% |
True |
False |
477,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,829.25 |
2.618 |
1,806.00 |
1.618 |
1,791.75 |
1.000 |
1,783.00 |
0.618 |
1,777.50 |
HIGH |
1,768.75 |
0.618 |
1,763.25 |
0.500 |
1,761.50 |
0.382 |
1,760.00 |
LOW |
1,754.50 |
0.618 |
1,745.75 |
1.000 |
1,740.25 |
1.618 |
1,731.50 |
2.618 |
1,717.25 |
4.250 |
1,694.00 |
|
|
Fisher Pivots for day following 29-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,765.50 |
1,763.50 |
PP |
1,763.50 |
1,759.75 |
S1 |
1,761.50 |
1,755.75 |
|