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 |
3,374.25 |
3,377.75 |
3.50 |
0.1% |
3,344.75 |
High |
3,391.00 |
3,392.25 |
1.25 |
0.0% |
3,392.75 |
Low |
3,360.75 |
3,368.50 |
7.75 |
0.2% |
3,322.25 |
Close |
3,383.25 |
3,384.00 |
0.75 |
0.0% |
3,373.75 |
Range |
30.25 |
23.75 |
-6.50 |
-21.5% |
70.50 |
ATR |
40.17 |
39.00 |
-1.17 |
-2.9% |
0.00 |
Volume |
196,908 |
208,676 |
11,768 |
6.0% |
1,164,890 |
|
Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,452.75 |
3,442.25 |
3,397.00 |
|
R3 |
3,429.00 |
3,418.50 |
3,390.50 |
|
R2 |
3,405.25 |
3,405.25 |
3,388.25 |
|
R1 |
3,394.75 |
3,394.75 |
3,386.25 |
3,400.00 |
PP |
3,381.50 |
3,381.50 |
3,381.50 |
3,384.25 |
S1 |
3,371.00 |
3,371.00 |
3,381.75 |
3,376.25 |
S2 |
3,357.75 |
3,357.75 |
3,379.75 |
|
S3 |
3,334.00 |
3,347.25 |
3,377.50 |
|
S4 |
3,310.25 |
3,323.50 |
3,371.00 |
|
|
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% |
33.00 |
1.0% |
88% |
False |
False |
212,885 |
10 |
3,392.75 |
3,234.75 |
158.00 |
4.7% |
36.25 |
1.1% |
94% |
False |
False |
224,455 |
20 |
3,392.75 |
3,110.75 |
282.00 |
8.3% |
43.25 |
1.3% |
97% |
False |
False |
264,150 |
40 |
3,392.75 |
3,076.75 |
316.00 |
9.3% |
38.25 |
1.1% |
97% |
False |
False |
211,292 |
60 |
3,392.75 |
3,049.25 |
343.50 |
10.2% |
36.00 |
1.1% |
97% |
False |
False |
140,985 |
80 |
3,392.75 |
2,968.25 |
424.50 |
12.5% |
30.75 |
0.9% |
98% |
False |
False |
105,758 |
100 |
3,392.75 |
2,813.00 |
579.75 |
17.1% |
29.00 |
0.9% |
98% |
False |
False |
84,608 |
120 |
3,392.75 |
2,813.00 |
579.75 |
17.1% |
24.75 |
0.7% |
98% |
False |
False |
70,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,493.25 |
2.618 |
3,454.50 |
1.618 |
3,430.75 |
1.000 |
3,416.00 |
0.618 |
3,407.00 |
HIGH |
3,392.25 |
0.618 |
3,383.25 |
0.500 |
3,380.50 |
0.382 |
3,377.50 |
LOW |
3,368.50 |
0.618 |
3,353.75 |
1.000 |
3,344.75 |
1.618 |
3,330.00 |
2.618 |
3,306.25 |
4.250 |
3,267.50 |
|
|
Fisher Pivots for day following 29-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
3,382.75 |
3,381.50 |
PP |
3,381.50 |
3,379.25 |
S1 |
3,380.50 |
3,376.75 |
|