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 |
1,768.25 |
1,757.75 |
-10.50 |
-0.6% |
1,738.00 |
High |
1,773.25 |
1,764.00 |
-9.25 |
-0.5% |
1,755.75 |
Low |
1,751.75 |
1,750.25 |
-1.50 |
-0.1% |
1,734.50 |
Close |
1,760.50 |
1,751.00 |
-9.50 |
-0.5% |
1,754.00 |
Range |
21.50 |
13.75 |
-7.75 |
-36.0% |
21.25 |
ATR |
17.59 |
17.32 |
-0.27 |
-1.6% |
0.00 |
Volume |
1,778,748 |
1,885,721 |
106,973 |
6.0% |
7,010,141 |
|
Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,796.25 |
1,787.50 |
1,758.50 |
|
R3 |
1,782.50 |
1,773.75 |
1,754.75 |
|
R2 |
1,768.75 |
1,768.75 |
1,753.50 |
|
R1 |
1,760.00 |
1,760.00 |
1,752.25 |
1,757.50 |
PP |
1,755.00 |
1,755.00 |
1,755.00 |
1,754.00 |
S1 |
1,746.25 |
1,746.25 |
1,749.75 |
1,743.75 |
S2 |
1,741.25 |
1,741.25 |
1,748.50 |
|
S3 |
1,727.50 |
1,732.50 |
1,747.25 |
|
S4 |
1,713.75 |
1,718.75 |
1,743.50 |
|
|
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 |
1,742.75 |
30.50 |
1.7% |
14.75 |
0.8% |
27% |
False |
False |
1,453,069 |
10 |
1,773.25 |
1,727.00 |
46.25 |
2.6% |
14.00 |
0.8% |
52% |
False |
False |
1,455,957 |
20 |
1,773.25 |
1,640.00 |
133.25 |
7.6% |
18.75 |
1.1% |
83% |
False |
False |
1,660,225 |
40 |
1,773.25 |
1,632.25 |
141.00 |
8.1% |
17.50 |
1.0% |
84% |
False |
False |
1,514,743 |
60 |
1,773.25 |
1,618.25 |
155.00 |
8.9% |
17.00 |
1.0% |
86% |
False |
False |
1,012,961 |
80 |
1,773.25 |
1,618.25 |
155.00 |
8.9% |
16.00 |
0.9% |
86% |
False |
False |
760,536 |
100 |
1,773.25 |
1,547.25 |
226.00 |
12.9% |
17.50 |
1.0% |
90% |
False |
False |
609,107 |
120 |
1,773.25 |
1,547.25 |
226.00 |
12.9% |
17.75 |
1.0% |
90% |
False |
False |
507,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,822.50 |
2.618 |
1,800.00 |
1.618 |
1,786.25 |
1.000 |
1,777.75 |
0.618 |
1,772.50 |
HIGH |
1,764.00 |
0.618 |
1,758.75 |
0.500 |
1,757.00 |
0.382 |
1,755.50 |
LOW |
1,750.25 |
0.618 |
1,741.75 |
1.000 |
1,736.50 |
1.618 |
1,728.00 |
2.618 |
1,714.25 |
4.250 |
1,691.75 |
|
|
Fisher Pivots for day following 31-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,757.00 |
1,761.75 |
PP |
1,755.00 |
1,758.25 |
S1 |
1,753.00 |
1,754.50 |
|