Trading Metrics calculated at close of trading on 25-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,734.75 |
1,742.00 |
7.25 |
0.4% |
1,730.50 |
High |
1,745.00 |
1,748.75 |
3.75 |
0.2% |
1,748.75 |
Low |
1,733.50 |
1,736.75 |
3.25 |
0.2% |
1,728.50 |
Close |
1,742.00 |
1,747.25 |
5.25 |
0.3% |
1,747.25 |
Range |
11.50 |
12.00 |
0.50 |
4.3% |
20.25 |
ATR |
17.66 |
17.25 |
-0.40 |
-2.3% |
0.00 |
Volume |
3,678 |
3,471 |
-207 |
-5.6% |
23,886 |
|
Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,780.25 |
1,775.75 |
1,753.75 |
|
R3 |
1,768.25 |
1,763.75 |
1,750.50 |
|
R2 |
1,756.25 |
1,756.25 |
1,749.50 |
|
R1 |
1,751.75 |
1,751.75 |
1,748.25 |
1,754.00 |
PP |
1,744.25 |
1,744.25 |
1,744.25 |
1,745.50 |
S1 |
1,739.75 |
1,739.75 |
1,746.25 |
1,742.00 |
S2 |
1,732.25 |
1,732.25 |
1,745.00 |
|
S3 |
1,720.25 |
1,727.75 |
1,744.00 |
|
S4 |
1,708.25 |
1,715.75 |
1,740.75 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,802.25 |
1,795.00 |
1,758.50 |
|
R3 |
1,782.00 |
1,774.75 |
1,752.75 |
|
R2 |
1,761.75 |
1,761.75 |
1,751.00 |
|
R1 |
1,754.50 |
1,754.50 |
1,749.00 |
1,758.00 |
PP |
1,741.50 |
1,741.50 |
1,741.50 |
1,743.25 |
S1 |
1,734.25 |
1,734.25 |
1,745.50 |
1,738.00 |
S2 |
1,721.25 |
1,721.25 |
1,743.50 |
|
S3 |
1,701.00 |
1,714.00 |
1,741.75 |
|
S4 |
1,680.75 |
1,693.75 |
1,736.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,748.75 |
1,728.50 |
20.25 |
1.2% |
12.25 |
0.7% |
93% |
True |
False |
4,777 |
10 |
1,748.75 |
1,674.25 |
74.50 |
4.3% |
16.75 |
1.0% |
98% |
True |
False |
4,529 |
20 |
1,748.75 |
1,633.50 |
115.25 |
6.6% |
18.50 |
1.1% |
99% |
True |
False |
5,327 |
40 |
1,748.75 |
1,613.00 |
135.75 |
7.8% |
16.25 |
0.9% |
99% |
True |
False |
3,210 |
60 |
1,748.75 |
1,613.00 |
135.75 |
7.8% |
15.00 |
0.9% |
99% |
True |
False |
2,160 |
80 |
1,748.75 |
1,599.00 |
149.75 |
8.6% |
13.75 |
0.8% |
99% |
True |
False |
1,636 |
100 |
1,748.75 |
1,542.25 |
206.50 |
11.8% |
15.00 |
0.9% |
99% |
True |
False |
1,337 |
120 |
1,748.75 |
1,542.25 |
206.50 |
11.8% |
14.00 |
0.8% |
99% |
True |
False |
1,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,799.75 |
2.618 |
1,780.25 |
1.618 |
1,768.25 |
1.000 |
1,760.75 |
0.618 |
1,756.25 |
HIGH |
1,748.75 |
0.618 |
1,744.25 |
0.500 |
1,742.75 |
0.382 |
1,741.25 |
LOW |
1,736.75 |
0.618 |
1,729.25 |
1.000 |
1,724.75 |
1.618 |
1,717.25 |
2.618 |
1,705.25 |
4.250 |
1,685.75 |
|
|
Fisher Pivots for day following 25-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,745.75 |
1,744.50 |
PP |
1,744.25 |
1,741.50 |
S1 |
1,742.75 |
1,738.75 |
|