Trading Metrics calculated at close of trading on 06-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,631.22 |
15,628.72 |
-2.50 |
0.0% |
15,569.19 |
High |
15,651.89 |
15,750.29 |
98.40 |
0.6% |
15,721.00 |
Low |
15,522.18 |
15,628.72 |
106.54 |
0.7% |
15,533.48 |
Close |
15,618.22 |
15,746.88 |
128.66 |
0.8% |
15,615.55 |
Range |
129.71 |
121.57 |
-8.14 |
-6.3% |
187.52 |
ATR |
120.36 |
121.20 |
0.84 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,073.34 |
16,031.68 |
15,813.74 |
|
R3 |
15,951.77 |
15,910.11 |
15,780.31 |
|
R2 |
15,830.20 |
15,830.20 |
15,769.17 |
|
R1 |
15,788.54 |
15,788.54 |
15,758.02 |
15,809.37 |
PP |
15,708.63 |
15,708.63 |
15,708.63 |
15,719.05 |
S1 |
15,666.97 |
15,666.97 |
15,735.74 |
15,687.80 |
S2 |
15,587.06 |
15,587.06 |
15,724.59 |
|
S3 |
15,465.49 |
15,545.40 |
15,713.45 |
|
S4 |
15,343.92 |
15,423.83 |
15,680.02 |
|
|
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 |
15,750.29 |
15,522.18 |
228.11 |
1.4% |
107.00 |
0.7% |
99% |
True |
False |
|
10 |
15,750.29 |
15,414.13 |
336.16 |
2.1% |
103.01 |
0.7% |
99% |
True |
False |
|
20 |
15,750.29 |
14,806.39 |
943.90 |
6.0% |
125.66 |
0.8% |
100% |
True |
False |
|
40 |
15,750.29 |
14,719.43 |
1,030.86 |
6.5% |
126.51 |
0.8% |
100% |
True |
False |
|
60 |
15,750.29 |
14,719.43 |
1,030.86 |
6.5% |
127.34 |
0.8% |
100% |
True |
False |
|
80 |
15,750.29 |
14,719.43 |
1,030.86 |
6.5% |
122.34 |
0.8% |
100% |
True |
False |
|
100 |
15,750.29 |
14,551.27 |
1,199.02 |
7.6% |
129.55 |
0.8% |
100% |
True |
False |
|
120 |
15,750.29 |
14,551.27 |
1,199.02 |
7.6% |
137.88 |
0.9% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,266.96 |
2.618 |
16,068.56 |
1.618 |
15,946.99 |
1.000 |
15,871.86 |
0.618 |
15,825.42 |
HIGH |
15,750.29 |
0.618 |
15,703.85 |
0.500 |
15,689.51 |
0.382 |
15,675.16 |
LOW |
15,628.72 |
0.618 |
15,553.59 |
1.000 |
15,507.15 |
1.618 |
15,432.02 |
2.618 |
15,310.45 |
4.250 |
15,112.05 |
|
|
Fisher Pivots for day following 06-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,727.76 |
15,710.00 |
PP |
15,708.63 |
15,673.12 |
S1 |
15,689.51 |
15,636.24 |
|