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 |
1,354.2 |
1,344.5 |
-9.7 |
-0.7% |
1,316.3 |
High |
1,356.9 |
1,360.6 |
3.7 |
0.3% |
1,356.4 |
Low |
1,344.0 |
1,336.0 |
-8.0 |
-0.6% |
1,311.0 |
Close |
1,346.7 |
1,350.6 |
3.9 |
0.3% |
1,353.5 |
Range |
12.9 |
24.6 |
11.7 |
90.7% |
45.4 |
ATR |
21.8 |
22.0 |
0.2 |
0.9% |
0.0 |
Volume |
1,204 |
423 |
-781 |
-64.9% |
6,630 |
|
Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,422.9 |
1,411.3 |
1,364.1 |
|
R3 |
1,398.3 |
1,386.7 |
1,357.4 |
|
R2 |
1,373.7 |
1,373.7 |
1,355.1 |
|
R1 |
1,362.1 |
1,362.1 |
1,352.9 |
1,367.9 |
PP |
1,349.1 |
1,349.1 |
1,349.1 |
1,352.0 |
S1 |
1,337.5 |
1,337.5 |
1,348.3 |
1,343.3 |
S2 |
1,324.5 |
1,324.5 |
1,346.1 |
|
S3 |
1,299.9 |
1,312.9 |
1,343.8 |
|
S4 |
1,275.3 |
1,288.3 |
1,337.1 |
|
|
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 |
1,336.0 |
25.1 |
1.9% |
16.8 |
1.2% |
58% |
False |
True |
797 |
10 |
1,361.1 |
1,278.9 |
82.2 |
6.1% |
19.4 |
1.4% |
87% |
False |
False |
1,116 |
20 |
1,361.1 |
1,255.0 |
106.1 |
7.9% |
20.0 |
1.5% |
90% |
False |
False |
1,370 |
40 |
1,391.6 |
1,255.0 |
136.6 |
10.1% |
22.7 |
1.7% |
70% |
False |
False |
996 |
60 |
1,430.2 |
1,255.0 |
175.2 |
13.0% |
21.8 |
1.6% |
55% |
False |
False |
898 |
80 |
1,430.2 |
1,251.8 |
178.4 |
13.2% |
20.2 |
1.5% |
55% |
False |
False |
935 |
100 |
1,430.2 |
1,194.4 |
235.8 |
17.5% |
19.5 |
1.4% |
66% |
False |
False |
969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,465.2 |
2.618 |
1,425.0 |
1.618 |
1,400.4 |
1.000 |
1,385.2 |
0.618 |
1,375.8 |
HIGH |
1,360.6 |
0.618 |
1,351.2 |
0.500 |
1,348.3 |
0.382 |
1,345.4 |
LOW |
1,336.0 |
0.618 |
1,320.8 |
1.000 |
1,311.4 |
1.618 |
1,296.2 |
2.618 |
1,271.6 |
4.250 |
1,231.5 |
|
|
Fisher Pivots for day following 30-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1,349.8 |
1,349.9 |
PP |
1,349.1 |
1,349.2 |
S1 |
1,348.3 |
1,348.6 |
|