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 |
3,376.75 |
3,374.25 |
-2.50 |
-0.1% |
3,344.75 |
High |
3,392.75 |
3,391.00 |
-1.75 |
-0.1% |
3,392.75 |
Low |
3,361.25 |
3,360.75 |
-0.50 |
0.0% |
3,322.25 |
Close |
3,373.75 |
3,383.25 |
9.50 |
0.3% |
3,373.75 |
Range |
31.50 |
30.25 |
-1.25 |
-4.0% |
70.50 |
ATR |
40.94 |
40.17 |
-0.76 |
-1.9% |
0.00 |
Volume |
223,017 |
196,908 |
-26,109 |
-11.7% |
1,164,890 |
|
Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,469.00 |
3,456.50 |
3,400.00 |
|
R3 |
3,438.75 |
3,426.25 |
3,391.50 |
|
R2 |
3,408.50 |
3,408.50 |
3,388.75 |
|
R1 |
3,396.00 |
3,396.00 |
3,386.00 |
3,402.25 |
PP |
3,378.25 |
3,378.25 |
3,378.25 |
3,381.50 |
S1 |
3,365.75 |
3,365.75 |
3,380.50 |
3,372.00 |
S2 |
3,348.00 |
3,348.00 |
3,377.75 |
|
S3 |
3,317.75 |
3,335.50 |
3,375.00 |
|
S4 |
3,287.50 |
3,305.25 |
3,366.50 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,574.50 |
3,544.50 |
3,412.50 |
|
R3 |
3,504.00 |
3,474.00 |
3,393.25 |
|
R2 |
3,433.50 |
3,433.50 |
3,386.75 |
|
R1 |
3,403.50 |
3,403.50 |
3,380.25 |
3,418.50 |
PP |
3,363.00 |
3,363.00 |
3,363.00 |
3,370.50 |
S1 |
3,333.00 |
3,333.00 |
3,367.25 |
3,348.00 |
S2 |
3,292.50 |
3,292.50 |
3,360.75 |
|
S3 |
3,222.00 |
3,262.50 |
3,354.25 |
|
S4 |
3,151.50 |
3,192.00 |
3,335.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,392.75 |
3,322.25 |
70.50 |
2.1% |
36.00 |
1.1% |
87% |
False |
False |
237,340 |
10 |
3,392.75 |
3,234.00 |
158.75 |
4.7% |
36.75 |
1.1% |
94% |
False |
False |
236,488 |
20 |
3,392.75 |
3,110.75 |
282.00 |
8.3% |
44.00 |
1.3% |
97% |
False |
False |
266,234 |
40 |
3,392.75 |
3,070.00 |
322.75 |
9.5% |
38.50 |
1.1% |
97% |
False |
False |
206,088 |
60 |
3,392.75 |
3,049.25 |
343.50 |
10.2% |
35.75 |
1.1% |
97% |
False |
False |
137,507 |
80 |
3,392.75 |
2,952.75 |
440.00 |
13.0% |
30.25 |
0.9% |
98% |
False |
False |
103,150 |
100 |
3,392.75 |
2,813.00 |
579.75 |
17.1% |
28.75 |
0.8% |
98% |
False |
False |
82,521 |
120 |
3,392.75 |
2,813.00 |
579.75 |
17.1% |
24.75 |
0.7% |
98% |
False |
False |
68,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,519.50 |
2.618 |
3,470.25 |
1.618 |
3,440.00 |
1.000 |
3,421.25 |
0.618 |
3,409.75 |
HIGH |
3,391.00 |
0.618 |
3,379.50 |
0.500 |
3,376.00 |
0.382 |
3,372.25 |
LOW |
3,360.75 |
0.618 |
3,342.00 |
1.000 |
3,330.50 |
1.618 |
3,311.75 |
2.618 |
3,281.50 |
4.250 |
3,232.25 |
|
|
Fisher Pivots for day following 28-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
3,380.75 |
3,377.00 |
PP |
3,378.25 |
3,370.50 |
S1 |
3,376.00 |
3,364.00 |
|