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 |
14,430 |
14,540 |
110 |
0.8% |
14,850 |
High |
14,430 |
14,600 |
170 |
1.2% |
14,910 |
Low |
14,425 |
14,540 |
115 |
0.8% |
14,230 |
Close |
14,425 |
14,600 |
175 |
1.2% |
14,325 |
Range |
5 |
60 |
55 |
1,100.0% |
680 |
ATR |
188 |
187 |
-1 |
-0.5% |
0 |
Volume |
14 |
1 |
-13 |
-92.9% |
38 |
|
Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,760 |
14,740 |
14,633 |
|
R3 |
14,700 |
14,680 |
14,617 |
|
R2 |
14,640 |
14,640 |
14,611 |
|
R1 |
14,620 |
14,620 |
14,606 |
14,630 |
PP |
14,580 |
14,580 |
14,580 |
14,585 |
S1 |
14,560 |
14,560 |
14,595 |
14,570 |
S2 |
14,520 |
14,520 |
14,589 |
|
S3 |
14,460 |
14,500 |
14,584 |
|
S4 |
14,400 |
14,440 |
14,567 |
|
|
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 |
14,605 |
14,230 |
375 |
2.6% |
123 |
0.8% |
99% |
False |
False |
9 |
10 |
14,910 |
14,230 |
680 |
4.7% |
68 |
0.5% |
54% |
False |
False |
6 |
20 |
14,910 |
13,905 |
1,005 |
6.9% |
110 |
0.8% |
69% |
False |
False |
6 |
40 |
15,000 |
13,905 |
1,095 |
7.5% |
69 |
0.5% |
63% |
False |
False |
4 |
60 |
15,000 |
13,330 |
1,670 |
11.4% |
48 |
0.3% |
76% |
False |
False |
3 |
80 |
15,190 |
13,330 |
1,860 |
12.7% |
40 |
0.3% |
68% |
False |
False |
2 |
100 |
15,190 |
12,780 |
2,410 |
16.5% |
32 |
0.2% |
76% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,855 |
2.618 |
14,757 |
1.618 |
14,697 |
1.000 |
14,660 |
0.618 |
14,637 |
HIGH |
14,600 |
0.618 |
14,577 |
0.500 |
14,570 |
0.382 |
14,563 |
LOW |
14,540 |
0.618 |
14,503 |
1.000 |
14,480 |
1.618 |
14,443 |
2.618 |
14,383 |
4.250 |
14,285 |
|
|
Fisher Pivots for day following 29-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
14,590 |
14,538 |
PP |
14,580 |
14,477 |
S1 |
14,570 |
14,415 |
|