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 |
1,355.0 |
1,353.0 |
-2.0 |
-0.1% |
1,318.7 |
High |
1,362.3 |
1,360.9 |
-1.4 |
-0.1% |
1,355.1 |
Low |
1,348.2 |
1,340.9 |
-7.3 |
-0.5% |
1,310.0 |
Close |
1,352.9 |
1,346.2 |
-6.7 |
-0.5% |
1,353.1 |
Range |
14.1 |
20.0 |
5.9 |
41.8% |
45.1 |
ATR |
24.7 |
24.4 |
-0.3 |
-1.4% |
0.0 |
Volume |
8,594 |
14,351 |
5,757 |
67.0% |
23,937 |
|
Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,409.3 |
1,397.8 |
1,357.2 |
|
R3 |
1,389.3 |
1,377.8 |
1,351.7 |
|
R2 |
1,369.3 |
1,369.3 |
1,349.9 |
|
R1 |
1,357.8 |
1,357.8 |
1,348.0 |
1,353.6 |
PP |
1,349.3 |
1,349.3 |
1,349.3 |
1,347.2 |
S1 |
1,337.8 |
1,337.8 |
1,344.4 |
1,333.6 |
S2 |
1,329.3 |
1,329.3 |
1,342.5 |
|
S3 |
1,309.3 |
1,317.8 |
1,340.7 |
|
S4 |
1,289.3 |
1,297.8 |
1,335.2 |
|
|
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 |
1,330.0 |
32.3 |
2.4% |
16.9 |
1.3% |
50% |
False |
False |
7,070 |
10 |
1,362.3 |
1,269.7 |
92.6 |
6.9% |
21.4 |
1.6% |
83% |
False |
False |
5,952 |
20 |
1,362.3 |
1,254.0 |
108.3 |
8.0% |
23.8 |
1.8% |
85% |
False |
False |
4,368 |
40 |
1,414.0 |
1,254.0 |
160.0 |
11.9% |
26.1 |
1.9% |
58% |
False |
False |
3,280 |
60 |
1,433.7 |
1,254.0 |
179.7 |
13.3% |
24.9 |
1.8% |
51% |
False |
False |
2,702 |
80 |
1,433.7 |
1,237.0 |
196.7 |
14.6% |
23.5 |
1.7% |
56% |
False |
False |
2,528 |
100 |
1,433.7 |
1,187.9 |
245.8 |
18.3% |
23.6 |
1.8% |
64% |
False |
False |
2,248 |
120 |
1,443.0 |
1,187.9 |
255.1 |
18.9% |
23.6 |
1.8% |
62% |
False |
False |
1,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,445.9 |
2.618 |
1,413.3 |
1.618 |
1,393.3 |
1.000 |
1,380.9 |
0.618 |
1,373.3 |
HIGH |
1,360.9 |
0.618 |
1,353.3 |
0.500 |
1,350.9 |
0.382 |
1,348.5 |
LOW |
1,340.9 |
0.618 |
1,328.5 |
1.000 |
1,320.9 |
1.618 |
1,308.5 |
2.618 |
1,288.5 |
4.250 |
1,255.9 |
|
|
Fisher Pivots for day following 29-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,350.9 |
1,350.3 |
PP |
1,349.3 |
1,348.9 |
S1 |
1,347.8 |
1,347.6 |
|