Trading Metrics calculated at close of trading on 08-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,317.5 |
1,307.8 |
-9.7 |
-0.7% |
1,313.0 |
High |
1,326.0 |
1,313.4 |
-12.6 |
-1.0% |
1,326.0 |
Low |
1,296.0 |
1,280.5 |
-15.5 |
-1.2% |
1,280.5 |
Close |
1,308.5 |
1,284.6 |
-23.9 |
-1.8% |
1,284.6 |
Range |
30.0 |
32.9 |
2.9 |
9.7% |
45.5 |
ATR |
24.0 |
24.7 |
0.6 |
2.6% |
0.0 |
Volume |
188,109 |
182,695 |
-5,414 |
-2.9% |
646,102 |
|
Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,391.5 |
1,371.0 |
1,302.7 |
|
R3 |
1,358.6 |
1,338.1 |
1,293.6 |
|
R2 |
1,325.7 |
1,325.7 |
1,290.6 |
|
R1 |
1,305.2 |
1,305.2 |
1,287.6 |
1,299.0 |
PP |
1,292.8 |
1,292.8 |
1,292.8 |
1,289.8 |
S1 |
1,272.3 |
1,272.3 |
1,281.6 |
1,266.1 |
S2 |
1,259.9 |
1,259.9 |
1,278.6 |
|
S3 |
1,227.0 |
1,239.4 |
1,275.6 |
|
S4 |
1,194.1 |
1,206.5 |
1,266.5 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,433.5 |
1,404.6 |
1,309.6 |
|
R3 |
1,388.0 |
1,359.1 |
1,297.1 |
|
R2 |
1,342.5 |
1,342.5 |
1,292.9 |
|
R1 |
1,313.6 |
1,313.6 |
1,288.8 |
1,305.3 |
PP |
1,297.0 |
1,297.0 |
1,297.0 |
1,292.9 |
S1 |
1,268.1 |
1,268.1 |
1,280.4 |
1,259.8 |
S2 |
1,251.5 |
1,251.5 |
1,276.3 |
|
S3 |
1,206.0 |
1,222.6 |
1,272.1 |
|
S4 |
1,160.5 |
1,177.1 |
1,259.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,326.0 |
1,280.5 |
45.5 |
3.5% |
20.6 |
1.6% |
9% |
False |
True |
129,220 |
10 |
1,361.8 |
1,280.5 |
81.3 |
6.3% |
21.0 |
1.6% |
5% |
False |
True |
133,772 |
20 |
1,361.8 |
1,251.0 |
110.8 |
8.6% |
23.2 |
1.8% |
30% |
False |
False |
136,475 |
40 |
1,375.4 |
1,251.0 |
124.4 |
9.7% |
26.8 |
2.1% |
27% |
False |
False |
145,568 |
60 |
1,434.0 |
1,251.0 |
183.0 |
14.2% |
26.7 |
2.1% |
18% |
False |
False |
146,199 |
80 |
1,434.0 |
1,251.0 |
183.0 |
14.2% |
26.7 |
2.1% |
18% |
False |
False |
138,476 |
100 |
1,434.0 |
1,182.6 |
251.4 |
19.6% |
27.8 |
2.2% |
41% |
False |
False |
114,217 |
120 |
1,434.0 |
1,182.6 |
251.4 |
19.6% |
27.5 |
2.1% |
41% |
False |
False |
96,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,453.2 |
2.618 |
1,399.5 |
1.618 |
1,366.6 |
1.000 |
1,346.3 |
0.618 |
1,333.7 |
HIGH |
1,313.4 |
0.618 |
1,300.8 |
0.500 |
1,297.0 |
0.382 |
1,293.1 |
LOW |
1,280.5 |
0.618 |
1,260.2 |
1.000 |
1,247.6 |
1.618 |
1,227.3 |
2.618 |
1,194.4 |
4.250 |
1,140.7 |
|
|
Fisher Pivots for day following 08-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,297.0 |
1,303.3 |
PP |
1,292.8 |
1,297.0 |
S1 |
1,288.7 |
1,290.8 |
|