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 |
1,759.00 |
1,768.25 |
9.25 |
0.5% |
1,738.00 |
High |
1,768.75 |
1,773.25 |
4.50 |
0.3% |
1,755.75 |
Low |
1,754.50 |
1,751.75 |
-2.75 |
-0.2% |
1,734.50 |
Close |
1,767.50 |
1,760.50 |
-7.00 |
-0.4% |
1,754.00 |
Range |
14.25 |
21.50 |
7.25 |
50.9% |
21.25 |
ATR |
17.29 |
17.59 |
0.30 |
1.7% |
0.00 |
Volume |
1,189,498 |
1,778,748 |
589,250 |
49.5% |
7,010,141 |
|
Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,826.25 |
1,815.00 |
1,772.25 |
|
R3 |
1,804.75 |
1,793.50 |
1,766.50 |
|
R2 |
1,783.25 |
1,783.25 |
1,764.50 |
|
R1 |
1,772.00 |
1,772.00 |
1,762.50 |
1,767.00 |
PP |
1,761.75 |
1,761.75 |
1,761.75 |
1,759.25 |
S1 |
1,750.50 |
1,750.50 |
1,758.50 |
1,745.50 |
S2 |
1,740.25 |
1,740.25 |
1,756.50 |
|
S3 |
1,718.75 |
1,729.00 |
1,754.50 |
|
S4 |
1,697.25 |
1,707.50 |
1,748.75 |
|
|
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 |
1,773.25 |
1,740.00 |
33.25 |
1.9% |
14.25 |
0.8% |
62% |
True |
False |
1,326,500 |
10 |
1,773.25 |
1,706.25 |
67.00 |
3.8% |
14.75 |
0.8% |
81% |
True |
False |
1,434,306 |
20 |
1,773.25 |
1,640.00 |
133.25 |
7.6% |
19.25 |
1.1% |
90% |
True |
False |
1,679,104 |
40 |
1,773.25 |
1,632.25 |
141.00 |
8.0% |
17.25 |
1.0% |
91% |
True |
False |
1,468,279 |
60 |
1,773.25 |
1,618.25 |
155.00 |
8.8% |
17.00 |
1.0% |
92% |
True |
False |
981,604 |
80 |
1,773.25 |
1,618.25 |
155.00 |
8.8% |
16.00 |
0.9% |
92% |
True |
False |
736,992 |
100 |
1,773.25 |
1,547.25 |
226.00 |
12.8% |
17.50 |
1.0% |
94% |
True |
False |
590,255 |
120 |
1,773.25 |
1,547.25 |
226.00 |
12.8% |
17.75 |
1.0% |
94% |
True |
False |
491,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,864.50 |
2.618 |
1,829.50 |
1.618 |
1,808.00 |
1.000 |
1,794.75 |
0.618 |
1,786.50 |
HIGH |
1,773.25 |
0.618 |
1,765.00 |
0.500 |
1,762.50 |
0.382 |
1,760.00 |
LOW |
1,751.75 |
0.618 |
1,738.50 |
1.000 |
1,730.25 |
1.618 |
1,717.00 |
2.618 |
1,695.50 |
4.250 |
1,660.50 |
|
|
Fisher Pivots for day following 30-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,762.50 |
1,762.50 |
PP |
1,761.75 |
1,761.75 |
S1 |
1,761.25 |
1,761.00 |
|