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 |
1,341.4 |
1,352.0 |
10.6 |
0.8% |
1,316.3 |
High |
1,356.4 |
1,361.1 |
4.7 |
0.3% |
1,356.4 |
Low |
1,338.2 |
1,349.1 |
10.9 |
0.8% |
1,311.0 |
Close |
1,353.5 |
1,353.4 |
-0.1 |
0.0% |
1,353.5 |
Range |
18.2 |
12.0 |
-6.2 |
-34.1% |
45.4 |
ATR |
23.3 |
22.5 |
-0.8 |
-3.5% |
0.0 |
Volume |
408 |
1,104 |
696 |
170.6% |
6,630 |
|
Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,390.5 |
1,384.0 |
1,360.0 |
|
R3 |
1,378.5 |
1,372.0 |
1,356.7 |
|
R2 |
1,366.5 |
1,366.5 |
1,355.6 |
|
R1 |
1,360.0 |
1,360.0 |
1,354.5 |
1,363.3 |
PP |
1,354.5 |
1,354.5 |
1,354.5 |
1,356.2 |
S1 |
1,348.0 |
1,348.0 |
1,352.3 |
1,351.3 |
S2 |
1,342.5 |
1,342.5 |
1,351.2 |
|
S3 |
1,330.5 |
1,336.0 |
1,350.1 |
|
S4 |
1,318.5 |
1,324.0 |
1,346.8 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,476.5 |
1,460.4 |
1,378.5 |
|
R3 |
1,431.1 |
1,415.0 |
1,366.0 |
|
R2 |
1,385.7 |
1,385.7 |
1,361.8 |
|
R1 |
1,369.6 |
1,369.6 |
1,357.7 |
1,377.7 |
PP |
1,340.3 |
1,340.3 |
1,340.3 |
1,344.3 |
S1 |
1,324.2 |
1,324.2 |
1,349.3 |
1,332.3 |
S2 |
1,294.9 |
1,294.9 |
1,345.2 |
|
S3 |
1,249.5 |
1,278.8 |
1,341.0 |
|
S4 |
1,204.1 |
1,233.4 |
1,328.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,361.1 |
1,311.0 |
50.1 |
3.7% |
17.5 |
1.3% |
85% |
True |
False |
1,356 |
10 |
1,361.1 |
1,255.0 |
106.1 |
7.8% |
20.5 |
1.5% |
93% |
True |
False |
1,276 |
20 |
1,361.1 |
1,255.0 |
106.1 |
7.8% |
22.6 |
1.7% |
93% |
True |
False |
1,358 |
40 |
1,416.0 |
1,255.0 |
161.0 |
11.9% |
23.3 |
1.7% |
61% |
False |
False |
1,007 |
60 |
1,430.2 |
1,255.0 |
175.2 |
12.9% |
21.6 |
1.6% |
56% |
False |
False |
892 |
80 |
1,430.2 |
1,238.0 |
192.2 |
14.2% |
19.8 |
1.5% |
60% |
False |
False |
1,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,412.1 |
2.618 |
1,392.5 |
1.618 |
1,380.5 |
1.000 |
1,373.1 |
0.618 |
1,368.5 |
HIGH |
1,361.1 |
0.618 |
1,356.5 |
0.500 |
1,355.1 |
0.382 |
1,353.7 |
LOW |
1,349.1 |
0.618 |
1,341.7 |
1.000 |
1,337.1 |
1.618 |
1,329.7 |
2.618 |
1,317.7 |
4.250 |
1,298.1 |
|
|
Fisher Pivots for day following 28-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,355.1 |
1,351.9 |
PP |
1,354.5 |
1,350.4 |
S1 |
1,354.0 |
1,348.9 |
|