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 |
1,323.1 |
1,313.0 |
-10.1 |
-0.8% |
1,352.7 |
High |
1,327.3 |
1,322.4 |
-4.9 |
-0.4% |
1,361.8 |
Low |
1,305.6 |
1,310.8 |
5.2 |
0.4% |
1,305.6 |
Close |
1,313.2 |
1,314.7 |
1.5 |
0.1% |
1,313.2 |
Range |
21.7 |
11.6 |
-10.1 |
-46.5% |
56.2 |
ATR |
26.1 |
25.0 |
-1.0 |
-4.0% |
0.0 |
Volume |
136,964 |
78,535 |
-58,429 |
-42.7% |
691,622 |
|
Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,350.8 |
1,344.3 |
1,321.1 |
|
R3 |
1,339.2 |
1,332.7 |
1,317.9 |
|
R2 |
1,327.6 |
1,327.6 |
1,316.8 |
|
R1 |
1,321.1 |
1,321.1 |
1,315.8 |
1,324.4 |
PP |
1,316.0 |
1,316.0 |
1,316.0 |
1,317.6 |
S1 |
1,309.5 |
1,309.5 |
1,313.6 |
1,312.8 |
S2 |
1,304.4 |
1,304.4 |
1,312.6 |
|
S3 |
1,292.8 |
1,297.9 |
1,311.5 |
|
S4 |
1,281.2 |
1,286.3 |
1,308.3 |
|
|
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 |
1,360.4 |
1,305.6 |
54.8 |
4.2% |
20.7 |
1.6% |
17% |
False |
False |
130,248 |
10 |
1,361.8 |
1,305.6 |
56.2 |
4.3% |
21.1 |
1.6% |
16% |
False |
False |
128,744 |
20 |
1,361.8 |
1,251.0 |
110.8 |
8.4% |
24.1 |
1.8% |
57% |
False |
False |
138,548 |
40 |
1,391.4 |
1,251.0 |
140.4 |
10.7% |
27.4 |
2.1% |
45% |
False |
False |
146,062 |
60 |
1,434.0 |
1,251.0 |
183.0 |
13.9% |
27.2 |
2.1% |
35% |
False |
False |
147,324 |
80 |
1,434.0 |
1,251.0 |
183.0 |
13.9% |
26.6 |
2.0% |
35% |
False |
False |
132,502 |
100 |
1,434.0 |
1,182.6 |
251.4 |
19.1% |
27.6 |
2.1% |
53% |
False |
False |
108,645 |
120 |
1,434.0 |
1,182.6 |
251.4 |
19.1% |
28.1 |
2.1% |
53% |
False |
False |
91,525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,371.7 |
2.618 |
1,352.8 |
1.618 |
1,341.2 |
1.000 |
1,334.0 |
0.618 |
1,329.6 |
HIGH |
1,322.4 |
0.618 |
1,318.0 |
0.500 |
1,316.6 |
0.382 |
1,315.2 |
LOW |
1,310.8 |
0.618 |
1,303.6 |
1.000 |
1,299.2 |
1.618 |
1,292.0 |
2.618 |
1,280.4 |
4.250 |
1,261.5 |
|
|
Fisher Pivots for day following 04-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,316.6 |
1,324.3 |
PP |
1,316.0 |
1,321.1 |
S1 |
1,315.3 |
1,317.9 |
|