Trading Metrics calculated at close of trading on 31-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,344.7 |
1,342.0 |
-2.7 |
-0.2% |
1,318.7 |
High |
1,360.3 |
1,342.5 |
-17.8 |
-1.3% |
1,355.1 |
Low |
1,335.5 |
1,319.7 |
-15.8 |
-1.2% |
1,310.0 |
Close |
1,350.1 |
1,324.5 |
-25.6 |
-1.9% |
1,353.1 |
Range |
24.8 |
22.8 |
-2.0 |
-8.1% |
45.1 |
ATR |
24.4 |
24.9 |
0.4 |
1.7% |
0.0 |
Volume |
7,157 |
4,461 |
-2,696 |
-37.7% |
23,937 |
|
Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,397.3 |
1,383.7 |
1,337.0 |
|
R3 |
1,374.5 |
1,360.9 |
1,330.8 |
|
R2 |
1,351.7 |
1,351.7 |
1,328.7 |
|
R1 |
1,338.1 |
1,338.1 |
1,326.6 |
1,333.5 |
PP |
1,328.9 |
1,328.9 |
1,328.9 |
1,326.6 |
S1 |
1,315.3 |
1,315.3 |
1,322.4 |
1,310.7 |
S2 |
1,306.1 |
1,306.1 |
1,320.3 |
|
S3 |
1,283.3 |
1,292.5 |
1,318.2 |
|
S4 |
1,260.5 |
1,269.7 |
1,312.0 |
|
|
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 |
1,319.7 |
42.6 |
3.2% |
19.7 |
1.5% |
11% |
False |
True |
8,103 |
10 |
1,362.3 |
1,310.0 |
52.3 |
3.9% |
19.2 |
1.5% |
28% |
False |
False |
6,362 |
20 |
1,362.3 |
1,254.0 |
108.3 |
8.2% |
22.9 |
1.7% |
65% |
False |
False |
4,718 |
40 |
1,393.4 |
1,254.0 |
139.4 |
10.5% |
25.8 |
1.9% |
51% |
False |
False |
3,463 |
60 |
1,433.7 |
1,254.0 |
179.7 |
13.6% |
25.0 |
1.9% |
39% |
False |
False |
2,870 |
80 |
1,433.7 |
1,254.0 |
179.7 |
13.6% |
23.6 |
1.8% |
39% |
False |
False |
2,623 |
100 |
1,433.7 |
1,187.9 |
245.8 |
18.6% |
23.9 |
1.8% |
56% |
False |
False |
2,358 |
120 |
1,441.1 |
1,187.9 |
253.2 |
19.1% |
23.8 |
1.8% |
54% |
False |
False |
2,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,439.4 |
2.618 |
1,402.2 |
1.618 |
1,379.4 |
1.000 |
1,365.3 |
0.618 |
1,356.6 |
HIGH |
1,342.5 |
0.618 |
1,333.8 |
0.500 |
1,331.1 |
0.382 |
1,328.4 |
LOW |
1,319.7 |
0.618 |
1,305.6 |
1.000 |
1,296.9 |
1.618 |
1,282.8 |
2.618 |
1,260.0 |
4.250 |
1,222.8 |
|
|
Fisher Pivots for day following 31-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,331.1 |
1,340.3 |
PP |
1,328.9 |
1,335.0 |
S1 |
1,326.7 |
1,329.8 |
|