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 |
3,377.75 |
3,390.25 |
12.50 |
0.4% |
3,344.75 |
High |
3,392.25 |
3,401.75 |
9.50 |
0.3% |
3,392.75 |
Low |
3,368.50 |
3,364.25 |
-4.25 |
-0.1% |
3,322.25 |
Close |
3,384.00 |
3,392.25 |
8.25 |
0.2% |
3,373.75 |
Range |
23.75 |
37.50 |
13.75 |
57.9% |
70.50 |
ATR |
39.00 |
38.89 |
-0.11 |
-0.3% |
0.00 |
Volume |
208,676 |
287,566 |
78,890 |
37.8% |
1,164,890 |
|
Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,498.50 |
3,483.00 |
3,413.00 |
|
R3 |
3,461.00 |
3,445.50 |
3,402.50 |
|
R2 |
3,423.50 |
3,423.50 |
3,399.00 |
|
R1 |
3,408.00 |
3,408.00 |
3,395.75 |
3,415.75 |
PP |
3,386.00 |
3,386.00 |
3,386.00 |
3,390.00 |
S1 |
3,370.50 |
3,370.50 |
3,388.75 |
3,378.25 |
S2 |
3,348.50 |
3,348.50 |
3,385.50 |
|
S3 |
3,311.00 |
3,333.00 |
3,382.00 |
|
S4 |
3,273.50 |
3,295.50 |
3,371.50 |
|
|
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 |
3,401.75 |
3,335.50 |
66.25 |
2.0% |
33.50 |
1.0% |
86% |
True |
False |
221,524 |
10 |
3,401.75 |
3,255.25 |
146.50 |
4.3% |
35.75 |
1.1% |
94% |
True |
False |
230,365 |
20 |
3,401.75 |
3,110.75 |
291.00 |
8.6% |
43.75 |
1.3% |
97% |
True |
False |
266,462 |
40 |
3,401.75 |
3,089.75 |
312.00 |
9.2% |
38.00 |
1.1% |
97% |
True |
False |
218,440 |
60 |
3,401.75 |
3,049.25 |
352.50 |
10.4% |
36.25 |
1.1% |
97% |
True |
False |
145,775 |
80 |
3,401.75 |
2,990.25 |
411.50 |
12.1% |
31.25 |
0.9% |
98% |
True |
False |
109,353 |
100 |
3,401.75 |
2,813.00 |
588.75 |
17.4% |
29.25 |
0.9% |
98% |
True |
False |
87,484 |
120 |
3,401.75 |
2,813.00 |
588.75 |
17.4% |
25.25 |
0.7% |
98% |
True |
False |
72,903 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,561.00 |
2.618 |
3,500.00 |
1.618 |
3,462.50 |
1.000 |
3,439.25 |
0.618 |
3,425.00 |
HIGH |
3,401.75 |
0.618 |
3,387.50 |
0.500 |
3,383.00 |
0.382 |
3,378.50 |
LOW |
3,364.25 |
0.618 |
3,341.00 |
1.000 |
3,326.75 |
1.618 |
3,303.50 |
2.618 |
3,266.00 |
4.250 |
3,205.00 |
|
|
Fisher Pivots for day following 30-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
3,389.25 |
3,388.50 |
PP |
3,386.00 |
3,385.00 |
S1 |
3,383.00 |
3,381.25 |
|