Trading Metrics calculated at close of trading on 07-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,312.3 |
1,317.5 |
5.2 |
0.4% |
1,352.7 |
High |
1,322.0 |
1,326.0 |
4.0 |
0.3% |
1,361.8 |
Low |
1,308.9 |
1,296.0 |
-12.9 |
-1.0% |
1,305.6 |
Close |
1,317.8 |
1,308.5 |
-9.3 |
-0.7% |
1,313.2 |
Range |
13.1 |
30.0 |
16.9 |
129.0% |
56.2 |
ATR |
23.6 |
24.0 |
0.5 |
1.9% |
0.0 |
Volume |
97,108 |
188,109 |
91,001 |
93.7% |
691,622 |
|
Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,400.2 |
1,384.3 |
1,325.0 |
|
R3 |
1,370.2 |
1,354.3 |
1,316.8 |
|
R2 |
1,340.2 |
1,340.2 |
1,314.0 |
|
R1 |
1,324.3 |
1,324.3 |
1,311.3 |
1,317.3 |
PP |
1,310.2 |
1,310.2 |
1,310.2 |
1,306.6 |
S1 |
1,294.3 |
1,294.3 |
1,305.8 |
1,287.3 |
S2 |
1,280.2 |
1,280.2 |
1,303.0 |
|
S3 |
1,250.2 |
1,264.3 |
1,300.3 |
|
S4 |
1,220.2 |
1,234.3 |
1,292.0 |
|
|
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 |
1,327.3 |
1,296.0 |
31.3 |
2.4% |
18.4 |
1.4% |
40% |
False |
True |
120,074 |
10 |
1,361.8 |
1,296.0 |
65.8 |
5.0% |
19.9 |
1.5% |
19% |
False |
True |
127,524 |
20 |
1,361.8 |
1,251.0 |
110.8 |
8.5% |
23.3 |
1.8% |
52% |
False |
False |
136,654 |
40 |
1,375.4 |
1,251.0 |
124.4 |
9.5% |
26.6 |
2.0% |
46% |
False |
False |
145,257 |
60 |
1,434.0 |
1,251.0 |
183.0 |
14.0% |
27.0 |
2.1% |
31% |
False |
False |
146,931 |
80 |
1,434.0 |
1,251.0 |
183.0 |
14.0% |
26.4 |
2.0% |
31% |
False |
False |
136,392 |
100 |
1,434.0 |
1,182.6 |
251.4 |
19.2% |
27.7 |
2.1% |
50% |
False |
False |
112,409 |
120 |
1,434.0 |
1,182.6 |
251.4 |
19.2% |
27.5 |
2.1% |
50% |
False |
False |
94,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,453.5 |
2.618 |
1,404.5 |
1.618 |
1,374.5 |
1.000 |
1,356.0 |
0.618 |
1,344.5 |
HIGH |
1,326.0 |
0.618 |
1,314.5 |
0.500 |
1,311.0 |
0.382 |
1,307.5 |
LOW |
1,296.0 |
0.618 |
1,277.5 |
1.000 |
1,266.0 |
1.618 |
1,247.5 |
2.618 |
1,217.5 |
4.250 |
1,168.5 |
|
|
Fisher Pivots for day following 07-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,311.0 |
1,311.0 |
PP |
1,310.2 |
1,310.2 |
S1 |
1,309.3 |
1,309.3 |
|