| 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 |
14,475 |
14,430 |
-45 |
-0.3% |
14,850 |
| High |
14,475 |
14,430 |
-45 |
-0.3% |
14,910 |
| Low |
14,230 |
14,425 |
195 |
1.4% |
14,230 |
| Close |
14,325 |
14,425 |
100 |
0.7% |
14,325 |
| Range |
245 |
5 |
-240 |
-98.0% |
680 |
| ATR |
195 |
188 |
-6 |
-3.3% |
0 |
| Volume |
5 |
14 |
9 |
180.0% |
38 |
|
| Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,442 |
14,438 |
14,428 |
|
| R3 |
14,437 |
14,433 |
14,427 |
|
| R2 |
14,432 |
14,432 |
14,426 |
|
| R1 |
14,428 |
14,428 |
14,426 |
14,428 |
| PP |
14,427 |
14,427 |
14,427 |
14,426 |
| S1 |
14,423 |
14,423 |
14,425 |
14,423 |
| S2 |
14,422 |
14,422 |
14,424 |
|
| S3 |
14,417 |
14,418 |
14,424 |
|
| S4 |
14,412 |
14,413 |
14,422 |
|
|
| 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% |
114 |
0.8% |
29% |
False |
False |
10 |
| 10 |
14,910 |
14,230 |
680 |
4.7% |
77 |
0.5% |
29% |
False |
False |
6 |
| 20 |
14,910 |
13,905 |
1,005 |
7.0% |
107 |
0.7% |
52% |
False |
False |
6 |
| 40 |
15,000 |
13,905 |
1,095 |
7.6% |
70 |
0.5% |
47% |
False |
False |
4 |
| 60 |
15,000 |
13,330 |
1,670 |
11.6% |
47 |
0.3% |
66% |
False |
False |
3 |
| 80 |
15,190 |
13,330 |
1,860 |
12.9% |
40 |
0.3% |
59% |
False |
False |
2 |
| 100 |
15,190 |
12,780 |
2,410 |
16.7% |
32 |
0.2% |
68% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,451 |
|
2.618 |
14,443 |
|
1.618 |
14,438 |
|
1.000 |
14,435 |
|
0.618 |
14,433 |
|
HIGH |
14,430 |
|
0.618 |
14,428 |
|
0.500 |
14,428 |
|
0.382 |
14,427 |
|
LOW |
14,425 |
|
0.618 |
14,422 |
|
1.000 |
14,420 |
|
1.618 |
14,417 |
|
2.618 |
14,412 |
|
4.250 |
14,404 |
|
|
| Fisher Pivots for day following 28-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,428 |
14,422 |
| PP |
14,427 |
14,418 |
| S1 |
14,426 |
14,415 |
|