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 |
1,331.5 |
1,348.4 |
16.9 |
1.3% |
1,318.7 |
High |
1,352.4 |
1,355.1 |
2.7 |
0.2% |
1,355.1 |
Low |
1,331.5 |
1,338.2 |
6.7 |
0.5% |
1,310.0 |
Close |
1,350.8 |
1,353.1 |
2.3 |
0.2% |
1,353.1 |
Range |
20.9 |
16.9 |
-4.0 |
-19.1% |
45.1 |
ATR |
26.2 |
25.6 |
-0.7 |
-2.5% |
0.0 |
Volume |
4,753 |
5,954 |
1,201 |
25.3% |
23,937 |
|
Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,399.5 |
1,393.2 |
1,362.4 |
|
R3 |
1,382.6 |
1,376.3 |
1,357.7 |
|
R2 |
1,365.7 |
1,365.7 |
1,356.2 |
|
R1 |
1,359.4 |
1,359.4 |
1,354.6 |
1,362.6 |
PP |
1,348.8 |
1,348.8 |
1,348.8 |
1,350.4 |
S1 |
1,342.5 |
1,342.5 |
1,351.6 |
1,345.7 |
S2 |
1,331.9 |
1,331.9 |
1,350.0 |
|
S3 |
1,315.0 |
1,325.6 |
1,348.5 |
|
S4 |
1,298.1 |
1,308.7 |
1,343.8 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,474.7 |
1,459.0 |
1,377.9 |
|
R3 |
1,429.6 |
1,413.9 |
1,365.5 |
|
R2 |
1,384.5 |
1,384.5 |
1,361.4 |
|
R1 |
1,368.8 |
1,368.8 |
1,357.2 |
1,376.7 |
PP |
1,339.4 |
1,339.4 |
1,339.4 |
1,343.3 |
S1 |
1,323.7 |
1,323.7 |
1,349.0 |
1,331.6 |
S2 |
1,294.3 |
1,294.3 |
1,344.8 |
|
S3 |
1,249.2 |
1,278.6 |
1,340.7 |
|
S4 |
1,204.1 |
1,233.5 |
1,328.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,355.1 |
1,310.0 |
45.1 |
3.3% |
18.8 |
1.4% |
96% |
True |
False |
4,787 |
10 |
1,355.1 |
1,254.0 |
101.1 |
7.5% |
23.2 |
1.7% |
98% |
True |
False |
4,347 |
20 |
1,355.1 |
1,254.0 |
101.1 |
7.5% |
26.1 |
1.9% |
98% |
True |
False |
3,457 |
40 |
1,416.7 |
1,254.0 |
162.7 |
12.0% |
26.7 |
2.0% |
61% |
False |
False |
2,815 |
60 |
1,433.7 |
1,254.0 |
179.7 |
13.3% |
25.2 |
1.9% |
55% |
False |
False |
2,351 |
80 |
1,433.7 |
1,214.4 |
219.3 |
16.2% |
23.8 |
1.8% |
63% |
False |
False |
2,316 |
100 |
1,433.7 |
1,187.9 |
245.8 |
18.2% |
23.9 |
1.8% |
67% |
False |
False |
2,023 |
120 |
1,478.7 |
1,187.9 |
290.8 |
21.5% |
23.6 |
1.7% |
57% |
False |
False |
1,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,426.9 |
2.618 |
1,399.3 |
1.618 |
1,382.4 |
1.000 |
1,372.0 |
0.618 |
1,365.5 |
HIGH |
1,355.1 |
0.618 |
1,348.6 |
0.500 |
1,346.7 |
0.382 |
1,344.7 |
LOW |
1,338.2 |
0.618 |
1,327.8 |
1.000 |
1,321.3 |
1.618 |
1,310.9 |
2.618 |
1,294.0 |
4.250 |
1,266.4 |
|
|
Fisher Pivots for day following 25-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,351.0 |
1,349.6 |
PP |
1,348.8 |
1,346.1 |
S1 |
1,346.7 |
1,342.6 |
|