Trading Metrics calculated at close of trading on 30-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,751.50 |
1,761.00 |
9.50 |
0.5% |
1,730.50 |
High |
1,762.00 |
1,766.50 |
4.50 |
0.3% |
1,748.75 |
Low |
1,748.25 |
1,745.00 |
-3.25 |
-0.2% |
1,728.50 |
Close |
1,760.75 |
1,754.00 |
-6.75 |
-0.4% |
1,747.25 |
Range |
13.75 |
21.50 |
7.75 |
56.4% |
20.25 |
ATR |
16.47 |
16.83 |
0.36 |
2.2% |
0.00 |
Volume |
3,442 |
7,003 |
3,561 |
103.5% |
23,886 |
|
Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,819.75 |
1,808.25 |
1,765.75 |
|
R3 |
1,798.25 |
1,786.75 |
1,760.00 |
|
R2 |
1,776.75 |
1,776.75 |
1,758.00 |
|
R1 |
1,765.25 |
1,765.25 |
1,756.00 |
1,760.25 |
PP |
1,755.25 |
1,755.25 |
1,755.25 |
1,752.50 |
S1 |
1,743.75 |
1,743.75 |
1,752.00 |
1,738.75 |
S2 |
1,733.75 |
1,733.75 |
1,750.00 |
|
S3 |
1,712.25 |
1,722.25 |
1,748.00 |
|
S4 |
1,690.75 |
1,700.75 |
1,742.25 |
|
|
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 |
1,766.50 |
1,733.50 |
33.00 |
1.9% |
13.50 |
0.8% |
62% |
True |
False |
4,078 |
10 |
1,766.50 |
1,700.25 |
66.25 |
3.8% |
14.00 |
0.8% |
81% |
True |
False |
4,408 |
20 |
1,766.50 |
1,633.50 |
133.00 |
7.6% |
18.25 |
1.0% |
91% |
True |
False |
5,236 |
40 |
1,766.50 |
1,626.50 |
140.00 |
8.0% |
16.25 |
0.9% |
91% |
True |
False |
3,539 |
60 |
1,766.50 |
1,613.00 |
153.50 |
8.8% |
15.50 |
0.9% |
92% |
True |
False |
2,380 |
80 |
1,766.50 |
1,613.00 |
153.50 |
8.8% |
14.00 |
0.8% |
92% |
True |
False |
1,798 |
100 |
1,766.50 |
1,542.25 |
224.25 |
12.8% |
15.00 |
0.9% |
94% |
True |
False |
1,469 |
120 |
1,766.50 |
1,542.25 |
224.25 |
12.8% |
14.25 |
0.8% |
94% |
True |
False |
1,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,858.00 |
2.618 |
1,822.75 |
1.618 |
1,801.25 |
1.000 |
1,788.00 |
0.618 |
1,779.75 |
HIGH |
1,766.50 |
0.618 |
1,758.25 |
0.500 |
1,755.75 |
0.382 |
1,753.25 |
LOW |
1,745.00 |
0.618 |
1,731.75 |
1.000 |
1,723.50 |
1.618 |
1,710.25 |
2.618 |
1,688.75 |
4.250 |
1,653.50 |
|
|
Fisher Pivots for day following 30-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,755.75 |
1,755.75 |
PP |
1,755.25 |
1,755.25 |
S1 |
1,754.50 |
1,754.50 |
|