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 |
15,680.74 |
15,619.92 |
-60.82 |
-0.4% |
15,401.32 |
High |
15,721.00 |
15,651.86 |
-69.14 |
-0.4% |
15,570.60 |
Low |
15,574.52 |
15,544.69 |
-29.83 |
-0.2% |
15,362.66 |
Close |
15,618.76 |
15,545.75 |
-73.01 |
-0.5% |
15,570.28 |
Range |
146.48 |
107.17 |
-39.31 |
-26.8% |
207.94 |
ATR |
126.12 |
124.76 |
-1.35 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,902.28 |
15,831.18 |
15,604.69 |
|
R3 |
15,795.11 |
15,724.01 |
15,575.22 |
|
R2 |
15,687.94 |
15,687.94 |
15,565.40 |
|
R1 |
15,616.84 |
15,616.84 |
15,555.57 |
15,598.81 |
PP |
15,580.77 |
15,580.77 |
15,580.77 |
15,571.75 |
S1 |
15,509.67 |
15,509.67 |
15,535.93 |
15,491.64 |
S2 |
15,473.60 |
15,473.60 |
15,526.10 |
|
S3 |
15,366.43 |
15,402.50 |
15,516.28 |
|
S4 |
15,259.26 |
15,295.33 |
15,486.81 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,125.00 |
16,055.58 |
15,684.65 |
|
R3 |
15,917.06 |
15,847.64 |
15,627.46 |
|
R2 |
15,709.12 |
15,709.12 |
15,608.40 |
|
R1 |
15,639.70 |
15,639.70 |
15,589.34 |
15,674.41 |
PP |
15,501.18 |
15,501.18 |
15,501.18 |
15,518.54 |
S1 |
15,431.76 |
15,431.76 |
15,551.22 |
15,466.47 |
S2 |
15,293.24 |
15,293.24 |
15,532.16 |
|
S3 |
15,085.30 |
15,223.82 |
15,513.10 |
|
S4 |
14,877.36 |
15,015.88 |
15,455.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,721.00 |
15,512.96 |
208.04 |
1.3% |
97.55 |
0.6% |
16% |
False |
False |
|
10 |
15,721.00 |
15,321.81 |
399.19 |
2.6% |
96.43 |
0.6% |
56% |
False |
False |
|
20 |
15,721.00 |
14,719.43 |
1,001.57 |
6.4% |
132.16 |
0.9% |
83% |
False |
False |
|
40 |
15,721.00 |
14,719.43 |
1,001.57 |
6.4% |
131.79 |
0.8% |
83% |
False |
False |
|
60 |
15,721.00 |
14,719.43 |
1,001.57 |
6.4% |
129.26 |
0.8% |
83% |
False |
False |
|
80 |
15,721.00 |
14,719.43 |
1,001.57 |
6.4% |
122.12 |
0.8% |
83% |
False |
False |
|
100 |
15,721.00 |
14,551.27 |
1,169.73 |
7.5% |
133.81 |
0.9% |
85% |
False |
False |
|
120 |
15,721.00 |
14,551.27 |
1,169.73 |
7.5% |
138.20 |
0.9% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,107.33 |
2.618 |
15,932.43 |
1.618 |
15,825.26 |
1.000 |
15,759.03 |
0.618 |
15,718.09 |
HIGH |
15,651.86 |
0.618 |
15,610.92 |
0.500 |
15,598.28 |
0.382 |
15,585.63 |
LOW |
15,544.69 |
0.618 |
15,478.46 |
1.000 |
15,437.52 |
1.618 |
15,371.29 |
2.618 |
15,264.12 |
4.250 |
15,089.22 |
|
|
Fisher Pivots for day following 31-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
15,598.28 |
15,632.85 |
PP |
15,580.77 |
15,603.81 |
S1 |
15,563.26 |
15,574.78 |
|