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 |
1,341.7 |
1,323.1 |
-18.6 |
-1.4% |
1,352.7 |
High |
1,343.0 |
1,327.3 |
-15.7 |
-1.2% |
1,361.8 |
Low |
1,318.7 |
1,305.6 |
-13.1 |
-1.0% |
1,305.6 |
Close |
1,323.7 |
1,313.2 |
-10.5 |
-0.8% |
1,313.2 |
Range |
24.3 |
21.7 |
-2.6 |
-10.7% |
56.2 |
ATR |
26.4 |
26.1 |
-0.3 |
-1.3% |
0.0 |
Volume |
151,974 |
136,964 |
-15,010 |
-9.9% |
691,622 |
|
Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.5 |
1,368.5 |
1,325.1 |
|
R3 |
1,358.8 |
1,346.8 |
1,319.2 |
|
R2 |
1,337.1 |
1,337.1 |
1,317.2 |
|
R1 |
1,325.1 |
1,325.1 |
1,315.2 |
1,320.3 |
PP |
1,315.4 |
1,315.4 |
1,315.4 |
1,312.9 |
S1 |
1,303.4 |
1,303.4 |
1,311.2 |
1,298.6 |
S2 |
1,293.7 |
1,293.7 |
1,309.2 |
|
S3 |
1,272.0 |
1,281.7 |
1,307.2 |
|
S4 |
1,250.3 |
1,260.0 |
1,301.3 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,495.5 |
1,460.5 |
1,344.1 |
|
R3 |
1,439.3 |
1,404.3 |
1,328.7 |
|
R2 |
1,383.1 |
1,383.1 |
1,323.5 |
|
R1 |
1,348.1 |
1,348.1 |
1,318.4 |
1,337.5 |
PP |
1,326.9 |
1,326.9 |
1,326.9 |
1,321.6 |
S1 |
1,291.9 |
1,291.9 |
1,308.0 |
1,281.3 |
S2 |
1,270.7 |
1,270.7 |
1,302.9 |
|
S3 |
1,214.5 |
1,235.7 |
1,297.7 |
|
S4 |
1,158.3 |
1,179.5 |
1,282.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,361.8 |
1,305.6 |
56.2 |
4.3% |
21.5 |
1.6% |
14% |
False |
True |
138,324 |
10 |
1,361.8 |
1,305.6 |
56.2 |
4.3% |
21.1 |
1.6% |
14% |
False |
True |
128,330 |
20 |
1,361.8 |
1,251.0 |
110.8 |
8.4% |
24.6 |
1.9% |
56% |
False |
False |
139,418 |
40 |
1,395.0 |
1,251.0 |
144.0 |
11.0% |
27.5 |
2.1% |
43% |
False |
False |
146,111 |
60 |
1,434.0 |
1,251.0 |
183.0 |
13.9% |
27.2 |
2.1% |
34% |
False |
False |
147,629 |
80 |
1,434.0 |
1,251.0 |
183.0 |
13.9% |
26.7 |
2.0% |
34% |
False |
False |
131,738 |
100 |
1,434.0 |
1,182.6 |
251.4 |
19.1% |
27.7 |
2.1% |
52% |
False |
False |
107,897 |
120 |
1,434.0 |
1,182.6 |
251.4 |
19.1% |
28.3 |
2.2% |
52% |
False |
False |
90,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,419.5 |
2.618 |
1,384.1 |
1.618 |
1,362.4 |
1.000 |
1,349.0 |
0.618 |
1,340.7 |
HIGH |
1,327.3 |
0.618 |
1,319.0 |
0.500 |
1,316.5 |
0.382 |
1,313.9 |
LOW |
1,305.6 |
0.618 |
1,292.2 |
1.000 |
1,283.9 |
1.618 |
1,270.5 |
2.618 |
1,248.8 |
4.250 |
1,213.4 |
|
|
Fisher Pivots for day following 01-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,316.5 |
1,332.6 |
PP |
1,315.4 |
1,326.1 |
S1 |
1,314.3 |
1,319.7 |
|