Trading Metrics calculated at close of trading on 01-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,619.92 |
15,558.01 |
-61.91 |
-0.4% |
15,569.19 |
High |
15,651.86 |
15,649.40 |
-2.46 |
0.0% |
15,721.00 |
Low |
15,544.69 |
15,543.25 |
-1.44 |
0.0% |
15,533.48 |
Close |
15,545.75 |
15,615.55 |
69.80 |
0.4% |
15,615.55 |
Range |
107.17 |
106.15 |
-1.02 |
-1.0% |
187.52 |
ATR |
124.76 |
123.43 |
-1.33 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,921.18 |
15,874.52 |
15,673.93 |
|
R3 |
15,815.03 |
15,768.37 |
15,644.74 |
|
R2 |
15,708.88 |
15,708.88 |
15,635.01 |
|
R1 |
15,662.22 |
15,662.22 |
15,625.28 |
15,685.55 |
PP |
15,602.73 |
15,602.73 |
15,602.73 |
15,614.40 |
S1 |
15,556.07 |
15,556.07 |
15,605.82 |
15,579.40 |
S2 |
15,496.58 |
15,496.58 |
15,596.09 |
|
S3 |
15,390.43 |
15,449.92 |
15,586.36 |
|
S4 |
15,284.28 |
15,343.77 |
15,557.17 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,185.90 |
16,088.25 |
15,718.69 |
|
R3 |
15,998.38 |
15,900.73 |
15,667.12 |
|
R2 |
15,810.86 |
15,810.86 |
15,649.93 |
|
R1 |
15,713.21 |
15,713.21 |
15,632.74 |
15,762.04 |
PP |
15,623.34 |
15,623.34 |
15,623.34 |
15,647.76 |
S1 |
15,525.69 |
15,525.69 |
15,598.36 |
15,574.52 |
S2 |
15,435.82 |
15,435.82 |
15,581.17 |
|
S3 |
15,248.30 |
15,338.17 |
15,563.98 |
|
S4 |
15,060.78 |
15,150.65 |
15,512.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,721.00 |
15,533.48 |
187.52 |
1.2% |
107.26 |
0.7% |
44% |
False |
False |
|
10 |
15,721.00 |
15,362.66 |
358.34 |
2.3% |
97.93 |
0.6% |
71% |
False |
False |
|
20 |
15,721.00 |
14,719.43 |
1,001.57 |
6.4% |
131.88 |
0.8% |
89% |
False |
False |
|
40 |
15,721.00 |
14,719.43 |
1,001.57 |
6.4% |
128.93 |
0.8% |
89% |
False |
False |
|
60 |
15,721.00 |
14,719.43 |
1,001.57 |
6.4% |
128.72 |
0.8% |
89% |
False |
False |
|
80 |
15,721.00 |
14,719.43 |
1,001.57 |
6.4% |
121.12 |
0.8% |
89% |
False |
False |
|
100 |
15,721.00 |
14,551.27 |
1,169.73 |
7.5% |
132.27 |
0.8% |
91% |
False |
False |
|
120 |
15,721.00 |
14,551.27 |
1,169.73 |
7.5% |
137.99 |
0.9% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,100.54 |
2.618 |
15,927.30 |
1.618 |
15,821.15 |
1.000 |
15,755.55 |
0.618 |
15,715.00 |
HIGH |
15,649.40 |
0.618 |
15,608.85 |
0.500 |
15,596.33 |
0.382 |
15,583.80 |
LOW |
15,543.25 |
0.618 |
15,477.65 |
1.000 |
15,437.10 |
1.618 |
15,371.50 |
2.618 |
15,265.35 |
4.250 |
15,092.11 |
|
|
Fisher Pivots for day following 01-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,609.14 |
15,632.13 |
PP |
15,602.73 |
15,626.60 |
S1 |
15,596.33 |
15,621.08 |
|