Trading Metrics calculated at close of trading on 31-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1,761.00 |
1,750.50 |
-10.50 |
-0.6% |
1,730.50 |
High |
1,766.50 |
1,757.25 |
-9.25 |
-0.5% |
1,748.75 |
Low |
1,745.00 |
1,743.75 |
-1.25 |
-0.1% |
1,728.50 |
Close |
1,754.00 |
1,744.50 |
-9.50 |
-0.5% |
1,747.25 |
Range |
21.50 |
13.50 |
-8.00 |
-37.2% |
20.25 |
ATR |
16.83 |
16.59 |
-0.24 |
-1.4% |
0.00 |
Volume |
7,003 |
8,256 |
1,253 |
17.9% |
23,886 |
|
Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,789.00 |
1,780.25 |
1,752.00 |
|
R3 |
1,775.50 |
1,766.75 |
1,748.25 |
|
R2 |
1,762.00 |
1,762.00 |
1,747.00 |
|
R1 |
1,753.25 |
1,753.25 |
1,745.75 |
1,751.00 |
PP |
1,748.50 |
1,748.50 |
1,748.50 |
1,747.25 |
S1 |
1,739.75 |
1,739.75 |
1,743.25 |
1,737.50 |
S2 |
1,735.00 |
1,735.00 |
1,742.00 |
|
S3 |
1,721.50 |
1,726.25 |
1,740.75 |
|
S4 |
1,708.00 |
1,712.75 |
1,737.00 |
|
|
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 |
1,736.75 |
29.75 |
1.7% |
14.00 |
0.8% |
26% |
False |
False |
4,993 |
10 |
1,766.50 |
1,720.50 |
46.00 |
2.6% |
13.25 |
0.8% |
52% |
False |
False |
4,722 |
20 |
1,766.50 |
1,633.50 |
133.00 |
7.6% |
18.00 |
1.0% |
83% |
False |
False |
5,255 |
40 |
1,766.50 |
1,626.50 |
140.00 |
8.0% |
16.50 |
0.9% |
84% |
False |
False |
3,743 |
60 |
1,766.50 |
1,613.00 |
153.50 |
8.8% |
15.50 |
0.9% |
86% |
False |
False |
2,517 |
80 |
1,766.50 |
1,613.00 |
153.50 |
8.8% |
14.00 |
0.8% |
86% |
False |
False |
1,899 |
100 |
1,766.50 |
1,542.25 |
224.25 |
12.9% |
15.25 |
0.9% |
90% |
False |
False |
1,551 |
120 |
1,766.50 |
1,542.25 |
224.25 |
12.9% |
14.50 |
0.8% |
90% |
False |
False |
1,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,814.50 |
2.618 |
1,792.50 |
1.618 |
1,779.00 |
1.000 |
1,770.75 |
0.618 |
1,765.50 |
HIGH |
1,757.25 |
0.618 |
1,752.00 |
0.500 |
1,750.50 |
0.382 |
1,749.00 |
LOW |
1,743.75 |
0.618 |
1,735.50 |
1.000 |
1,730.25 |
1.618 |
1,722.00 |
2.618 |
1,708.50 |
4.250 |
1,686.50 |
|
|
Fisher Pivots for day following 31-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,750.50 |
1,755.00 |
PP |
1,748.50 |
1,751.50 |
S1 |
1,746.50 |
1,748.00 |
|