Trading Metrics calculated at close of trading on 30-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,353.0 |
1,344.7 |
-8.3 |
-0.6% |
1,318.7 |
High |
1,360.9 |
1,360.3 |
-0.6 |
0.0% |
1,355.1 |
Low |
1,340.9 |
1,335.5 |
-5.4 |
-0.4% |
1,310.0 |
Close |
1,346.2 |
1,350.1 |
3.9 |
0.3% |
1,353.1 |
Range |
20.0 |
24.8 |
4.8 |
24.0% |
45.1 |
ATR |
24.4 |
24.4 |
0.0 |
0.1% |
0.0 |
Volume |
14,351 |
7,157 |
-7,194 |
-50.1% |
23,937 |
|
Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,423.0 |
1,411.4 |
1,363.7 |
|
R3 |
1,398.2 |
1,386.6 |
1,356.9 |
|
R2 |
1,373.4 |
1,373.4 |
1,354.6 |
|
R1 |
1,361.8 |
1,361.8 |
1,352.4 |
1,367.6 |
PP |
1,348.6 |
1,348.6 |
1,348.6 |
1,351.6 |
S1 |
1,337.0 |
1,337.0 |
1,347.8 |
1,342.8 |
S2 |
1,323.8 |
1,323.8 |
1,345.6 |
|
S3 |
1,299.0 |
1,312.2 |
1,343.3 |
|
S4 |
1,274.2 |
1,287.4 |
1,336.5 |
|
|
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 |
1,331.5 |
30.8 |
2.3% |
19.3 |
1.4% |
60% |
False |
False |
8,161 |
10 |
1,362.3 |
1,275.0 |
87.3 |
6.5% |
21.8 |
1.6% |
86% |
False |
False |
6,101 |
20 |
1,362.3 |
1,254.0 |
108.3 |
8.0% |
22.7 |
1.7% |
89% |
False |
False |
4,582 |
40 |
1,397.4 |
1,254.0 |
143.4 |
10.6% |
26.0 |
1.9% |
67% |
False |
False |
3,426 |
60 |
1,433.7 |
1,254.0 |
179.7 |
13.3% |
24.9 |
1.8% |
53% |
False |
False |
2,809 |
80 |
1,433.7 |
1,250.2 |
183.5 |
13.6% |
23.5 |
1.7% |
54% |
False |
False |
2,589 |
100 |
1,433.7 |
1,187.9 |
245.8 |
18.2% |
23.8 |
1.8% |
66% |
False |
False |
2,315 |
120 |
1,443.0 |
1,187.9 |
255.1 |
18.9% |
23.7 |
1.8% |
64% |
False |
False |
2,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,465.7 |
2.618 |
1,425.2 |
1.618 |
1,400.4 |
1.000 |
1,385.1 |
0.618 |
1,375.6 |
HIGH |
1,360.3 |
0.618 |
1,350.8 |
0.500 |
1,347.9 |
0.382 |
1,345.0 |
LOW |
1,335.5 |
0.618 |
1,320.2 |
1.000 |
1,310.7 |
1.618 |
1,295.4 |
2.618 |
1,270.6 |
4.250 |
1,230.1 |
|
|
Fisher Pivots for day following 30-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,349.4 |
1,349.7 |
PP |
1,348.6 |
1,349.3 |
S1 |
1,347.9 |
1,348.9 |
|