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 |
14,475 |
14,430 |
-45 |
-0.3% |
14,850 |
High |
14,475 |
14,430 |
-45 |
-0.3% |
14,910 |
Low |
14,230 |
14,425 |
195 |
1.4% |
14,230 |
Close |
14,325 |
14,425 |
100 |
0.7% |
14,325 |
Range |
245 |
5 |
-240 |
-98.0% |
680 |
ATR |
195 |
188 |
-6 |
-3.3% |
0 |
Volume |
5 |
14 |
9 |
180.0% |
38 |
|
Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,442 |
14,438 |
14,428 |
|
R3 |
14,437 |
14,433 |
14,427 |
|
R2 |
14,432 |
14,432 |
14,426 |
|
R1 |
14,428 |
14,428 |
14,426 |
14,428 |
PP |
14,427 |
14,427 |
14,427 |
14,426 |
S1 |
14,423 |
14,423 |
14,425 |
14,423 |
S2 |
14,422 |
14,422 |
14,424 |
|
S3 |
14,417 |
14,418 |
14,424 |
|
S4 |
14,412 |
14,413 |
14,422 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,528 |
16,107 |
14,699 |
|
R3 |
15,848 |
15,427 |
14,512 |
|
R2 |
15,168 |
15,168 |
14,450 |
|
R1 |
14,747 |
14,747 |
14,387 |
14,618 |
PP |
14,488 |
14,488 |
14,488 |
14,424 |
S1 |
14,067 |
14,067 |
14,263 |
13,938 |
S2 |
13,808 |
13,808 |
14,200 |
|
S3 |
13,128 |
13,387 |
14,138 |
|
S4 |
12,448 |
12,707 |
13,951 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,910 |
14,230 |
680 |
4.7% |
114 |
0.8% |
29% |
False |
False |
10 |
10 |
14,910 |
14,230 |
680 |
4.7% |
77 |
0.5% |
29% |
False |
False |
6 |
20 |
14,910 |
13,905 |
1,005 |
7.0% |
107 |
0.7% |
52% |
False |
False |
6 |
40 |
15,000 |
13,905 |
1,095 |
7.6% |
70 |
0.5% |
47% |
False |
False |
4 |
60 |
15,000 |
13,330 |
1,670 |
11.6% |
47 |
0.3% |
66% |
False |
False |
3 |
80 |
15,190 |
13,330 |
1,860 |
12.9% |
40 |
0.3% |
59% |
False |
False |
2 |
100 |
15,190 |
12,780 |
2,410 |
16.7% |
32 |
0.2% |
68% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,451 |
2.618 |
14,443 |
1.618 |
14,438 |
1.000 |
14,435 |
0.618 |
14,433 |
HIGH |
14,430 |
0.618 |
14,428 |
0.500 |
14,428 |
0.382 |
14,427 |
LOW |
14,425 |
0.618 |
14,422 |
1.000 |
14,420 |
1.618 |
14,417 |
2.618 |
14,412 |
4.250 |
14,404 |
|
|
Fisher Pivots for day following 28-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
14,428 |
14,422 |
PP |
14,427 |
14,418 |
S1 |
14,426 |
14,415 |
|