| Trading Metrics calculated at close of trading on 25-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
14,485 |
14,475 |
-10 |
-0.1% |
14,850 |
| High |
14,600 |
14,475 |
-125 |
-0.9% |
14,910 |
| Low |
14,485 |
14,230 |
-255 |
-1.8% |
14,230 |
| Close |
14,540 |
14,325 |
-215 |
-1.5% |
14,325 |
| Range |
115 |
245 |
130 |
113.0% |
680 |
| ATR |
186 |
195 |
9 |
4.8% |
0 |
| Volume |
27 |
5 |
-22 |
-81.5% |
38 |
|
| Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,078 |
14,947 |
14,460 |
|
| R3 |
14,833 |
14,702 |
14,393 |
|
| R2 |
14,588 |
14,588 |
14,370 |
|
| R1 |
14,457 |
14,457 |
14,348 |
14,400 |
| PP |
14,343 |
14,343 |
14,343 |
14,315 |
| S1 |
14,212 |
14,212 |
14,303 |
14,155 |
| S2 |
14,098 |
14,098 |
14,280 |
|
| S3 |
13,853 |
13,967 |
14,258 |
|
| S4 |
13,608 |
13,722 |
14,190 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,528 |
16,107 |
14,699 |
|
| R3 |
15,848 |
15,427 |
14,512 |
|
| R2 |
15,168 |
15,168 |
14,450 |
|
| R1 |
14,747 |
14,747 |
14,387 |
14,618 |
| PP |
14,488 |
14,488 |
14,488 |
14,424 |
| S1 |
14,067 |
14,067 |
14,263 |
13,938 |
| S2 |
13,808 |
13,808 |
14,200 |
|
| S3 |
13,128 |
13,387 |
14,138 |
|
| S4 |
12,448 |
12,707 |
13,951 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,910 |
14,230 |
680 |
4.7% |
121 |
0.8% |
14% |
False |
True |
7 |
| 10 |
14,910 |
14,230 |
680 |
4.7% |
77 |
0.5% |
14% |
False |
True |
5 |
| 20 |
14,910 |
13,905 |
1,005 |
7.0% |
106 |
0.7% |
42% |
False |
False |
6 |
| 40 |
15,000 |
13,450 |
1,550 |
10.8% |
70 |
0.5% |
56% |
False |
False |
4 |
| 60 |
15,000 |
13,330 |
1,670 |
11.7% |
47 |
0.3% |
60% |
False |
False |
3 |
| 80 |
15,190 |
13,330 |
1,860 |
13.0% |
40 |
0.3% |
53% |
False |
False |
2 |
| 100 |
15,190 |
12,780 |
2,410 |
16.8% |
35 |
0.2% |
64% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,516 |
|
2.618 |
15,117 |
|
1.618 |
14,872 |
|
1.000 |
14,720 |
|
0.618 |
14,627 |
|
HIGH |
14,475 |
|
0.618 |
14,382 |
|
0.500 |
14,353 |
|
0.382 |
14,324 |
|
LOW |
14,230 |
|
0.618 |
14,079 |
|
1.000 |
13,985 |
|
1.618 |
13,834 |
|
2.618 |
13,589 |
|
4.250 |
13,189 |
|
|
| Fisher Pivots for day following 25-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,353 |
14,418 |
| PP |
14,343 |
14,387 |
| S1 |
14,334 |
14,356 |
|