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 |
3,342.25 |
3,376.75 |
34.50 |
1.0% |
3,344.75 |
High |
3,379.75 |
3,392.75 |
13.00 |
0.4% |
3,392.75 |
Low |
3,335.50 |
3,361.25 |
25.75 |
0.8% |
3,322.25 |
Close |
3,371.00 |
3,373.75 |
2.75 |
0.1% |
3,373.75 |
Range |
44.25 |
31.50 |
-12.75 |
-28.8% |
70.50 |
ATR |
41.66 |
40.94 |
-0.73 |
-1.7% |
0.00 |
Volume |
191,455 |
223,017 |
31,562 |
16.5% |
1,164,890 |
|
Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,470.50 |
3,453.50 |
3,391.00 |
|
R3 |
3,439.00 |
3,422.00 |
3,382.50 |
|
R2 |
3,407.50 |
3,407.50 |
3,379.50 |
|
R1 |
3,390.50 |
3,390.50 |
3,376.75 |
3,383.25 |
PP |
3,376.00 |
3,376.00 |
3,376.00 |
3,372.25 |
S1 |
3,359.00 |
3,359.00 |
3,370.75 |
3,351.75 |
S2 |
3,344.50 |
3,344.50 |
3,368.00 |
|
S3 |
3,313.00 |
3,327.50 |
3,365.00 |
|
S4 |
3,281.50 |
3,296.00 |
3,356.50 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,574.50 |
3,544.50 |
3,412.50 |
|
R3 |
3,504.00 |
3,474.00 |
3,393.25 |
|
R2 |
3,433.50 |
3,433.50 |
3,386.75 |
|
R1 |
3,403.50 |
3,403.50 |
3,380.25 |
3,418.50 |
PP |
3,363.00 |
3,363.00 |
3,363.00 |
3,370.50 |
S1 |
3,333.00 |
3,333.00 |
3,367.25 |
3,348.00 |
S2 |
3,292.50 |
3,292.50 |
3,360.75 |
|
S3 |
3,222.00 |
3,262.50 |
3,354.25 |
|
S4 |
3,151.50 |
3,192.00 |
3,335.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,392.75 |
3,322.25 |
70.50 |
2.1% |
34.00 |
1.0% |
73% |
True |
False |
232,978 |
10 |
3,392.75 |
3,195.00 |
197.75 |
5.9% |
39.75 |
1.2% |
90% |
True |
False |
240,180 |
20 |
3,392.75 |
3,110.75 |
282.00 |
8.4% |
44.75 |
1.3% |
93% |
True |
False |
270,472 |
40 |
3,392.75 |
3,060.00 |
332.75 |
9.9% |
38.75 |
1.1% |
94% |
True |
False |
201,187 |
60 |
3,392.75 |
3,049.25 |
343.50 |
10.2% |
35.75 |
1.1% |
94% |
True |
False |
134,226 |
80 |
3,392.75 |
2,929.50 |
463.25 |
13.7% |
30.50 |
0.9% |
96% |
True |
False |
100,689 |
100 |
3,392.75 |
2,813.00 |
579.75 |
17.2% |
28.50 |
0.8% |
97% |
True |
False |
80,552 |
120 |
3,392.75 |
2,813.00 |
579.75 |
17.2% |
24.50 |
0.7% |
97% |
True |
False |
67,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,526.50 |
2.618 |
3,475.25 |
1.618 |
3,443.75 |
1.000 |
3,424.25 |
0.618 |
3,412.25 |
HIGH |
3,392.75 |
0.618 |
3,380.75 |
0.500 |
3,377.00 |
0.382 |
3,373.25 |
LOW |
3,361.25 |
0.618 |
3,341.75 |
1.000 |
3,329.75 |
1.618 |
3,310.25 |
2.618 |
3,278.75 |
4.250 |
3,227.50 |
|
|
Fisher Pivots for day following 25-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
3,377.00 |
3,368.25 |
PP |
3,376.00 |
3,363.00 |
S1 |
3,374.75 |
3,357.50 |
|