| Trading Metrics calculated at close of trading on 01-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,019.0 |
3,060.0 |
41.0 |
1.4% |
3,036.0 |
| High |
3,069.0 |
3,067.0 |
-2.0 |
-0.1% |
3,069.0 |
| Low |
3,018.0 |
3,038.0 |
20.0 |
0.7% |
3,002.0 |
| Close |
3,059.0 |
3,043.0 |
-16.0 |
-0.5% |
3,043.0 |
| Range |
51.0 |
29.0 |
-22.0 |
-43.1% |
67.0 |
| ATR |
36.7 |
36.1 |
-0.5 |
-1.5% |
0.0 |
| Volume |
653,663 |
426,752 |
-226,911 |
-34.7% |
3,549,071 |
|
| Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,136.3 |
3,118.7 |
3,059.0 |
|
| R3 |
3,107.3 |
3,089.7 |
3,051.0 |
|
| R2 |
3,078.3 |
3,078.3 |
3,048.3 |
|
| R1 |
3,060.7 |
3,060.7 |
3,045.7 |
3,055.0 |
| PP |
3,049.3 |
3,049.3 |
3,049.3 |
3,046.5 |
| S1 |
3,031.7 |
3,031.7 |
3,040.3 |
3,026.0 |
| S2 |
3,020.3 |
3,020.3 |
3,037.7 |
|
| S3 |
2,991.3 |
3,002.7 |
3,035.0 |
|
| S4 |
2,962.3 |
2,973.7 |
3,027.1 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,239.0 |
3,208.0 |
3,079.9 |
|
| R3 |
3,172.0 |
3,141.0 |
3,061.4 |
|
| R2 |
3,105.0 |
3,105.0 |
3,055.3 |
|
| R1 |
3,074.0 |
3,074.0 |
3,049.1 |
3,089.5 |
| PP |
3,038.0 |
3,038.0 |
3,038.0 |
3,045.8 |
| S1 |
3,007.0 |
3,007.0 |
3,036.9 |
3,022.5 |
| S2 |
2,971.0 |
2,971.0 |
3,030.7 |
|
| S3 |
2,904.0 |
2,940.0 |
3,024.6 |
|
| S4 |
2,837.0 |
2,873.0 |
3,006.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,069.0 |
3,002.0 |
67.0 |
2.2% |
40.4 |
1.3% |
61% |
False |
False |
709,814 |
| 10 |
3,069.0 |
3,002.0 |
67.0 |
2.2% |
32.8 |
1.1% |
61% |
False |
False |
705,765 |
| 20 |
3,069.0 |
2,880.0 |
189.0 |
6.2% |
33.9 |
1.1% |
86% |
False |
False |
787,956 |
| 40 |
3,069.0 |
2,774.0 |
295.0 |
9.7% |
33.1 |
1.1% |
91% |
False |
False |
780,747 |
| 60 |
3,069.0 |
2,699.0 |
370.0 |
12.2% |
34.4 |
1.1% |
93% |
False |
False |
522,080 |
| 80 |
3,069.0 |
2,634.0 |
435.0 |
14.3% |
32.6 |
1.1% |
94% |
False |
False |
391,616 |
| 100 |
3,069.0 |
2,481.0 |
588.0 |
19.3% |
34.6 |
1.1% |
96% |
False |
False |
313,405 |
| 120 |
3,069.0 |
2,481.0 |
588.0 |
19.3% |
34.9 |
1.1% |
96% |
False |
False |
261,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,190.3 |
|
2.618 |
3,142.9 |
|
1.618 |
3,113.9 |
|
1.000 |
3,096.0 |
|
0.618 |
3,084.9 |
|
HIGH |
3,067.0 |
|
0.618 |
3,055.9 |
|
0.500 |
3,052.5 |
|
0.382 |
3,049.1 |
|
LOW |
3,038.0 |
|
0.618 |
3,020.1 |
|
1.000 |
3,009.0 |
|
1.618 |
2,991.1 |
|
2.618 |
2,962.1 |
|
4.250 |
2,914.8 |
|
|
| Fisher Pivots for day following 01-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,052.5 |
3,043.5 |
| PP |
3,049.3 |
3,043.3 |
| S1 |
3,046.2 |
3,043.2 |
|