Trading Metrics calculated at close of trading on 28-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,348.4 |
1,355.0 |
6.6 |
0.5% |
1,318.7 |
High |
1,355.1 |
1,362.3 |
7.2 |
0.5% |
1,355.1 |
Low |
1,338.2 |
1,348.2 |
10.0 |
0.7% |
1,310.0 |
Close |
1,353.1 |
1,352.9 |
-0.2 |
0.0% |
1,353.1 |
Range |
16.9 |
14.1 |
-2.8 |
-16.6% |
45.1 |
ATR |
25.6 |
24.7 |
-0.8 |
-3.2% |
0.0 |
Volume |
5,954 |
8,594 |
2,640 |
44.3% |
23,937 |
|
Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,396.8 |
1,388.9 |
1,360.7 |
|
R3 |
1,382.7 |
1,374.8 |
1,356.8 |
|
R2 |
1,368.6 |
1,368.6 |
1,355.5 |
|
R1 |
1,360.7 |
1,360.7 |
1,354.2 |
1,357.6 |
PP |
1,354.5 |
1,354.5 |
1,354.5 |
1,352.9 |
S1 |
1,346.6 |
1,346.6 |
1,351.6 |
1,343.5 |
S2 |
1,340.4 |
1,340.4 |
1,350.3 |
|
S3 |
1,326.3 |
1,332.5 |
1,349.0 |
|
S4 |
1,312.2 |
1,318.4 |
1,345.1 |
|
|
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 |
1,362.3 |
1,310.0 |
52.3 |
3.9% |
19.9 |
1.5% |
82% |
True |
False |
5,916 |
10 |
1,362.3 |
1,254.0 |
108.3 |
8.0% |
22.7 |
1.7% |
91% |
True |
False |
5,105 |
20 |
1,362.3 |
1,254.0 |
108.3 |
8.0% |
25.4 |
1.9% |
91% |
True |
False |
3,767 |
40 |
1,416.7 |
1,254.0 |
162.7 |
12.0% |
26.6 |
2.0% |
61% |
False |
False |
2,975 |
60 |
1,433.7 |
1,254.0 |
179.7 |
13.3% |
24.9 |
1.8% |
55% |
False |
False |
2,481 |
80 |
1,433.7 |
1,221.2 |
212.5 |
15.7% |
23.4 |
1.7% |
62% |
False |
False |
2,366 |
100 |
1,433.7 |
1,187.9 |
245.8 |
18.2% |
23.8 |
1.8% |
67% |
False |
False |
2,107 |
120 |
1,476.3 |
1,187.9 |
288.4 |
21.3% |
23.5 |
1.7% |
57% |
False |
False |
1,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,422.2 |
2.618 |
1,399.2 |
1.618 |
1,385.1 |
1.000 |
1,376.4 |
0.618 |
1,371.0 |
HIGH |
1,362.3 |
0.618 |
1,356.9 |
0.500 |
1,355.3 |
0.382 |
1,353.6 |
LOW |
1,348.2 |
0.618 |
1,339.5 |
1.000 |
1,334.1 |
1.618 |
1,325.4 |
2.618 |
1,311.3 |
4.250 |
1,288.3 |
|
|
Fisher Pivots for day following 28-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,355.3 |
1,350.9 |
PP |
1,354.5 |
1,348.9 |
S1 |
1,353.7 |
1,346.9 |
|