Trading Metrics calculated at close of trading on 05-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,313.0 |
1,313.9 |
0.9 |
0.1% |
1,352.7 |
High |
1,322.4 |
1,320.6 |
-1.8 |
-0.1% |
1,361.8 |
Low |
1,310.8 |
1,305.2 |
-5.6 |
-0.4% |
1,305.6 |
Close |
1,314.7 |
1,308.1 |
-6.6 |
-0.5% |
1,313.2 |
Range |
11.6 |
15.4 |
3.8 |
32.8% |
56.2 |
ATR |
25.0 |
24.3 |
-0.7 |
-2.7% |
0.0 |
Volume |
78,535 |
99,655 |
21,120 |
26.9% |
691,622 |
|
Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,357.5 |
1,348.2 |
1,316.6 |
|
R3 |
1,342.1 |
1,332.8 |
1,312.3 |
|
R2 |
1,326.7 |
1,326.7 |
1,310.9 |
|
R1 |
1,317.4 |
1,317.4 |
1,309.5 |
1,314.4 |
PP |
1,311.3 |
1,311.3 |
1,311.3 |
1,309.8 |
S1 |
1,302.0 |
1,302.0 |
1,306.7 |
1,299.0 |
S2 |
1,295.9 |
1,295.9 |
1,305.3 |
|
S3 |
1,280.5 |
1,286.6 |
1,303.9 |
|
S4 |
1,265.1 |
1,271.2 |
1,299.6 |
|
|
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 |
1,359.6 |
1,305.2 |
54.4 |
4.2% |
19.6 |
1.5% |
5% |
False |
True |
124,744 |
10 |
1,361.8 |
1,305.2 |
56.6 |
4.3% |
19.1 |
1.5% |
5% |
False |
True |
122,731 |
20 |
1,361.8 |
1,251.0 |
110.8 |
8.5% |
24.1 |
1.8% |
52% |
False |
False |
137,371 |
40 |
1,375.4 |
1,251.0 |
124.4 |
9.5% |
27.0 |
2.1% |
46% |
False |
False |
145,257 |
60 |
1,434.0 |
1,251.0 |
183.0 |
14.0% |
27.0 |
2.1% |
31% |
False |
False |
146,625 |
80 |
1,434.0 |
1,251.0 |
183.0 |
14.0% |
26.5 |
2.0% |
31% |
False |
False |
133,472 |
100 |
1,434.0 |
1,182.6 |
251.4 |
19.2% |
27.7 |
2.1% |
50% |
False |
False |
109,593 |
120 |
1,434.0 |
1,182.6 |
251.4 |
19.2% |
28.0 |
2.1% |
50% |
False |
False |
92,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,386.1 |
2.618 |
1,360.9 |
1.618 |
1,345.5 |
1.000 |
1,336.0 |
0.618 |
1,330.1 |
HIGH |
1,320.6 |
0.618 |
1,314.7 |
0.500 |
1,312.9 |
0.382 |
1,311.1 |
LOW |
1,305.2 |
0.618 |
1,295.7 |
1.000 |
1,289.8 |
1.618 |
1,280.3 |
2.618 |
1,264.9 |
4.250 |
1,239.8 |
|
|
Fisher Pivots for day following 05-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,312.9 |
1,316.3 |
PP |
1,311.3 |
1,313.5 |
S1 |
1,309.7 |
1,310.8 |
|