| 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 |
14,590 |
14,575 |
-15 |
-0.1% |
14,850 |
| High |
14,680 |
14,575 |
-105 |
-0.7% |
14,910 |
| Low |
14,590 |
14,500 |
-90 |
-0.6% |
14,230 |
| Close |
14,680 |
14,555 |
-125 |
-0.9% |
14,325 |
| Range |
90 |
75 |
-15 |
-16.7% |
680 |
| ATR |
180 |
180 |
0 |
0.0% |
0 |
| Volume |
1 |
2 |
1 |
100.0% |
38 |
|
| Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,768 |
14,737 |
14,596 |
|
| R3 |
14,693 |
14,662 |
14,576 |
|
| R2 |
14,618 |
14,618 |
14,569 |
|
| R1 |
14,587 |
14,587 |
14,562 |
14,565 |
| PP |
14,543 |
14,543 |
14,543 |
14,533 |
| S1 |
14,512 |
14,512 |
14,548 |
14,490 |
| S2 |
14,468 |
14,468 |
14,541 |
|
| S3 |
14,393 |
14,437 |
14,535 |
|
| S4 |
14,318 |
14,362 |
14,514 |
|
|
| 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 |
14,680 |
14,230 |
450 |
3.1% |
95 |
0.7% |
72% |
False |
False |
4 |
| 10 |
14,910 |
14,230 |
680 |
4.7% |
84 |
0.6% |
48% |
False |
False |
5 |
| 20 |
14,910 |
13,905 |
1,005 |
6.9% |
94 |
0.6% |
65% |
False |
False |
6 |
| 40 |
15,000 |
13,905 |
1,095 |
7.5% |
73 |
0.5% |
59% |
False |
False |
4 |
| 60 |
15,000 |
13,330 |
1,670 |
11.5% |
50 |
0.3% |
73% |
False |
False |
3 |
| 80 |
15,190 |
13,330 |
1,860 |
12.8% |
42 |
0.3% |
66% |
False |
False |
2 |
| 100 |
15,190 |
12,780 |
2,410 |
16.6% |
34 |
0.2% |
74% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,894 |
|
2.618 |
14,771 |
|
1.618 |
14,696 |
|
1.000 |
14,650 |
|
0.618 |
14,621 |
|
HIGH |
14,575 |
|
0.618 |
14,546 |
|
0.500 |
14,538 |
|
0.382 |
14,529 |
|
LOW |
14,500 |
|
0.618 |
14,454 |
|
1.000 |
14,425 |
|
1.618 |
14,379 |
|
2.618 |
14,304 |
|
4.250 |
14,181 |
|
|
| Fisher Pivots for day following 31-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,549 |
14,590 |
| PP |
14,543 |
14,578 |
| S1 |
14,538 |
14,567 |
|