Trading Metrics calculated at close of trading on 04-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,558.01 |
15,621.20 |
63.19 |
0.4% |
15,569.19 |
High |
15,649.40 |
15,658.90 |
9.50 |
0.1% |
15,721.00 |
Low |
15,543.25 |
15,588.48 |
45.23 |
0.3% |
15,533.48 |
Close |
15,615.55 |
15,639.12 |
23.57 |
0.2% |
15,615.55 |
Range |
106.15 |
70.42 |
-35.73 |
-33.7% |
187.52 |
ATR |
123.43 |
119.65 |
-3.79 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,840.09 |
15,810.03 |
15,677.85 |
|
R3 |
15,769.67 |
15,739.61 |
15,658.49 |
|
R2 |
15,699.25 |
15,699.25 |
15,652.03 |
|
R1 |
15,669.19 |
15,669.19 |
15,645.58 |
15,684.22 |
PP |
15,628.83 |
15,628.83 |
15,628.83 |
15,636.35 |
S1 |
15,598.77 |
15,598.77 |
15,632.66 |
15,613.80 |
S2 |
15,558.41 |
15,558.41 |
15,626.21 |
|
S3 |
15,487.99 |
15,528.35 |
15,619.75 |
|
S4 |
15,417.57 |
15,457.93 |
15,600.39 |
|
|
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 |
15,543.25 |
177.75 |
1.1% |
108.22 |
0.7% |
54% |
False |
False |
|
10 |
15,721.00 |
15,366.19 |
354.81 |
2.3% |
100.22 |
0.6% |
77% |
False |
False |
|
20 |
15,721.00 |
14,719.43 |
1,001.57 |
6.4% |
127.98 |
0.8% |
92% |
False |
False |
|
40 |
15,721.00 |
14,719.43 |
1,001.57 |
6.4% |
126.66 |
0.8% |
92% |
False |
False |
|
60 |
15,721.00 |
14,719.43 |
1,001.57 |
6.4% |
127.21 |
0.8% |
92% |
False |
False |
|
80 |
15,721.00 |
14,719.43 |
1,001.57 |
6.4% |
120.90 |
0.8% |
92% |
False |
False |
|
100 |
15,721.00 |
14,551.27 |
1,169.73 |
7.5% |
130.48 |
0.8% |
93% |
False |
False |
|
120 |
15,721.00 |
14,551.27 |
1,169.73 |
7.5% |
137.53 |
0.9% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,958.19 |
2.618 |
15,843.26 |
1.618 |
15,772.84 |
1.000 |
15,729.32 |
0.618 |
15,702.42 |
HIGH |
15,658.90 |
0.618 |
15,632.00 |
0.500 |
15,623.69 |
0.382 |
15,615.38 |
LOW |
15,588.48 |
0.618 |
15,544.96 |
1.000 |
15,518.06 |
1.618 |
15,474.54 |
2.618 |
15,404.12 |
4.250 |
15,289.20 |
|
|
Fisher Pivots for day following 04-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,633.98 |
15,626.44 |
PP |
15,628.83 |
15,613.76 |
S1 |
15,623.69 |
15,601.08 |
|