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 |
1,747.75 |
1,751.50 |
3.75 |
0.2% |
1,730.50 |
High |
1,754.50 |
1,762.00 |
7.50 |
0.4% |
1,748.75 |
Low |
1,745.25 |
1,748.25 |
3.00 |
0.2% |
1,728.50 |
Close |
1,752.25 |
1,760.75 |
8.50 |
0.5% |
1,747.25 |
Range |
9.25 |
13.75 |
4.50 |
48.6% |
20.25 |
ATR |
16.68 |
16.47 |
-0.21 |
-1.3% |
0.00 |
Volume |
2,796 |
3,442 |
646 |
23.1% |
23,886 |
|
Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,798.25 |
1,793.25 |
1,768.25 |
|
R3 |
1,784.50 |
1,779.50 |
1,764.50 |
|
R2 |
1,770.75 |
1,770.75 |
1,763.25 |
|
R1 |
1,765.75 |
1,765.75 |
1,762.00 |
1,768.25 |
PP |
1,757.00 |
1,757.00 |
1,757.00 |
1,758.25 |
S1 |
1,752.00 |
1,752.00 |
1,759.50 |
1,754.50 |
S2 |
1,743.25 |
1,743.25 |
1,758.25 |
|
S3 |
1,729.50 |
1,738.25 |
1,757.00 |
|
S4 |
1,715.75 |
1,724.50 |
1,753.25 |
|
|
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 |
1,762.00 |
1,728.75 |
33.25 |
1.9% |
12.00 |
0.7% |
96% |
True |
False |
4,130 |
10 |
1,762.00 |
1,685.00 |
77.00 |
4.4% |
14.50 |
0.8% |
98% |
True |
False |
4,281 |
20 |
1,762.00 |
1,633.50 |
128.50 |
7.3% |
18.25 |
1.0% |
99% |
True |
False |
5,142 |
40 |
1,762.00 |
1,622.75 |
139.25 |
7.9% |
16.25 |
0.9% |
99% |
True |
False |
3,365 |
60 |
1,762.00 |
1,613.00 |
149.00 |
8.5% |
15.25 |
0.9% |
99% |
True |
False |
2,263 |
80 |
1,762.00 |
1,613.00 |
149.00 |
8.5% |
13.75 |
0.8% |
99% |
True |
False |
1,711 |
100 |
1,762.00 |
1,542.25 |
219.75 |
12.5% |
14.75 |
0.8% |
99% |
True |
False |
1,399 |
120 |
1,762.00 |
1,542.25 |
219.75 |
12.5% |
14.25 |
0.8% |
99% |
True |
False |
1,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,820.50 |
2.618 |
1,798.00 |
1.618 |
1,784.25 |
1.000 |
1,775.75 |
0.618 |
1,770.50 |
HIGH |
1,762.00 |
0.618 |
1,756.75 |
0.500 |
1,755.00 |
0.382 |
1,753.50 |
LOW |
1,748.25 |
0.618 |
1,739.75 |
1.000 |
1,734.50 |
1.618 |
1,726.00 |
2.618 |
1,712.25 |
4.250 |
1,689.75 |
|
|
Fisher Pivots for day following 29-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,759.00 |
1,757.00 |
PP |
1,757.00 |
1,753.25 |
S1 |
1,755.00 |
1,749.50 |
|