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 |
1,313.9 |
1,312.3 |
-1.6 |
-0.1% |
1,352.7 |
High |
1,320.6 |
1,322.0 |
1.4 |
0.1% |
1,361.8 |
Low |
1,305.2 |
1,308.9 |
3.7 |
0.3% |
1,305.6 |
Close |
1,308.1 |
1,317.8 |
9.7 |
0.7% |
1,313.2 |
Range |
15.4 |
13.1 |
-2.3 |
-14.9% |
56.2 |
ATR |
24.3 |
23.6 |
-0.7 |
-3.1% |
0.0 |
Volume |
99,655 |
97,108 |
-2,547 |
-2.6% |
691,622 |
|
Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,355.5 |
1,349.8 |
1,325.0 |
|
R3 |
1,342.4 |
1,336.7 |
1,321.4 |
|
R2 |
1,329.3 |
1,329.3 |
1,320.2 |
|
R1 |
1,323.6 |
1,323.6 |
1,319.0 |
1,326.5 |
PP |
1,316.2 |
1,316.2 |
1,316.2 |
1,317.7 |
S1 |
1,310.5 |
1,310.5 |
1,316.6 |
1,313.4 |
S2 |
1,303.1 |
1,303.1 |
1,315.4 |
|
S3 |
1,290.0 |
1,297.4 |
1,314.2 |
|
S4 |
1,276.9 |
1,284.3 |
1,310.6 |
|
|
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 |
1,343.0 |
1,305.2 |
37.8 |
2.9% |
17.2 |
1.3% |
33% |
False |
False |
112,847 |
10 |
1,361.8 |
1,305.2 |
56.6 |
4.3% |
19.1 |
1.4% |
22% |
False |
False |
122,536 |
20 |
1,361.8 |
1,251.0 |
110.8 |
8.4% |
23.3 |
1.8% |
60% |
False |
False |
134,307 |
40 |
1,375.4 |
1,251.0 |
124.4 |
9.4% |
27.0 |
2.0% |
54% |
False |
False |
145,181 |
60 |
1,434.0 |
1,251.0 |
183.0 |
13.9% |
26.8 |
2.0% |
37% |
False |
False |
145,806 |
80 |
1,434.0 |
1,251.0 |
183.0 |
13.9% |
26.4 |
2.0% |
37% |
False |
False |
134,446 |
100 |
1,434.0 |
1,182.6 |
251.4 |
19.1% |
27.7 |
2.1% |
54% |
False |
False |
110,544 |
120 |
1,434.0 |
1,182.6 |
251.4 |
19.1% |
27.8 |
2.1% |
54% |
False |
False |
93,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,377.7 |
2.618 |
1,356.3 |
1.618 |
1,343.2 |
1.000 |
1,335.1 |
0.618 |
1,330.1 |
HIGH |
1,322.0 |
0.618 |
1,317.0 |
0.500 |
1,315.5 |
0.382 |
1,313.9 |
LOW |
1,308.9 |
0.618 |
1,300.8 |
1.000 |
1,295.8 |
1.618 |
1,287.7 |
2.618 |
1,274.6 |
4.250 |
1,253.2 |
|
|
Fisher Pivots for day following 06-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,317.0 |
1,316.5 |
PP |
1,316.2 |
1,315.1 |
S1 |
1,315.5 |
1,313.8 |
|