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 |
1,742.00 |
1,747.75 |
5.75 |
0.3% |
1,730.50 |
High |
1,748.75 |
1,754.50 |
5.75 |
0.3% |
1,748.75 |
Low |
1,736.75 |
1,745.25 |
8.50 |
0.5% |
1,728.50 |
Close |
1,747.25 |
1,752.25 |
5.00 |
0.3% |
1,747.25 |
Range |
12.00 |
9.25 |
-2.75 |
-22.9% |
20.25 |
ATR |
17.25 |
16.68 |
-0.57 |
-3.3% |
0.00 |
Volume |
3,471 |
2,796 |
-675 |
-19.4% |
23,886 |
|
Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,778.50 |
1,774.50 |
1,757.25 |
|
R3 |
1,769.25 |
1,765.25 |
1,754.75 |
|
R2 |
1,760.00 |
1,760.00 |
1,754.00 |
|
R1 |
1,756.00 |
1,756.00 |
1,753.00 |
1,758.00 |
PP |
1,750.75 |
1,750.75 |
1,750.75 |
1,751.50 |
S1 |
1,746.75 |
1,746.75 |
1,751.50 |
1,748.75 |
S2 |
1,741.50 |
1,741.50 |
1,750.50 |
|
S3 |
1,732.25 |
1,737.50 |
1,749.75 |
|
S4 |
1,723.00 |
1,728.25 |
1,747.25 |
|
|
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 |
1,754.50 |
1,728.75 |
25.75 |
1.5% |
12.75 |
0.7% |
91% |
True |
False |
4,164 |
10 |
1,754.50 |
1,683.75 |
70.75 |
4.0% |
15.00 |
0.9% |
97% |
True |
False |
4,393 |
20 |
1,754.50 |
1,633.50 |
121.00 |
6.9% |
18.25 |
1.0% |
98% |
True |
False |
5,337 |
40 |
1,754.50 |
1,620.25 |
134.25 |
7.7% |
16.25 |
0.9% |
98% |
True |
False |
3,279 |
60 |
1,754.50 |
1,613.00 |
141.50 |
8.1% |
15.25 |
0.9% |
98% |
True |
False |
2,206 |
80 |
1,754.50 |
1,613.00 |
141.50 |
8.1% |
13.75 |
0.8% |
98% |
True |
False |
1,669 |
100 |
1,754.50 |
1,542.25 |
212.25 |
12.1% |
14.75 |
0.8% |
99% |
True |
False |
1,365 |
120 |
1,754.50 |
1,542.25 |
212.25 |
12.1% |
14.00 |
0.8% |
99% |
True |
False |
1,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,793.75 |
2.618 |
1,778.75 |
1.618 |
1,769.50 |
1.000 |
1,763.75 |
0.618 |
1,760.25 |
HIGH |
1,754.50 |
0.618 |
1,751.00 |
0.500 |
1,750.00 |
0.382 |
1,748.75 |
LOW |
1,745.25 |
0.618 |
1,739.50 |
1.000 |
1,736.00 |
1.618 |
1,730.25 |
2.618 |
1,721.00 |
4.250 |
1,706.00 |
|
|
Fisher Pivots for day following 28-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,751.50 |
1,749.50 |
PP |
1,750.75 |
1,746.75 |
S1 |
1,750.00 |
1,744.00 |
|