| Trading Metrics calculated at close of trading on 04-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,060.0 |
3,057.0 |
-3.0 |
-0.1% |
3,036.0 |
| High |
3,067.0 |
3,061.0 |
-6.0 |
-0.2% |
3,069.0 |
| Low |
3,038.0 |
3,046.0 |
8.0 |
0.3% |
3,002.0 |
| Close |
3,043.0 |
3,052.0 |
9.0 |
0.3% |
3,043.0 |
| Range |
29.0 |
15.0 |
-14.0 |
-48.3% |
67.0 |
| ATR |
36.1 |
34.8 |
-1.3 |
-3.6% |
0.0 |
| Volume |
426,752 |
797,341 |
370,589 |
86.8% |
3,549,071 |
|
| Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,098.0 |
3,090.0 |
3,060.3 |
|
| R3 |
3,083.0 |
3,075.0 |
3,056.1 |
|
| R2 |
3,068.0 |
3,068.0 |
3,054.8 |
|
| R1 |
3,060.0 |
3,060.0 |
3,053.4 |
3,056.5 |
| PP |
3,053.0 |
3,053.0 |
3,053.0 |
3,051.3 |
| S1 |
3,045.0 |
3,045.0 |
3,050.6 |
3,041.5 |
| S2 |
3,038.0 |
3,038.0 |
3,049.3 |
|
| S3 |
3,023.0 |
3,030.0 |
3,047.9 |
|
| S4 |
3,008.0 |
3,015.0 |
3,043.8 |
|
|
| 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 |
3,006.0 |
63.0 |
2.1% |
35.8 |
1.2% |
73% |
False |
False |
736,125 |
| 10 |
3,069.0 |
3,002.0 |
67.0 |
2.2% |
32.1 |
1.1% |
75% |
False |
False |
725,352 |
| 20 |
3,069.0 |
2,881.0 |
188.0 |
6.2% |
32.8 |
1.1% |
91% |
False |
False |
784,584 |
| 40 |
3,069.0 |
2,800.0 |
269.0 |
8.8% |
32.9 |
1.1% |
94% |
False |
False |
797,728 |
| 60 |
3,069.0 |
2,699.0 |
370.0 |
12.1% |
34.1 |
1.1% |
95% |
False |
False |
535,333 |
| 80 |
3,069.0 |
2,634.0 |
435.0 |
14.3% |
32.5 |
1.1% |
96% |
False |
False |
401,570 |
| 100 |
3,069.0 |
2,481.0 |
588.0 |
19.3% |
34.4 |
1.1% |
97% |
False |
False |
321,377 |
| 120 |
3,069.0 |
2,481.0 |
588.0 |
19.3% |
34.7 |
1.1% |
97% |
False |
False |
267,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,124.8 |
|
2.618 |
3,100.3 |
|
1.618 |
3,085.3 |
|
1.000 |
3,076.0 |
|
0.618 |
3,070.3 |
|
HIGH |
3,061.0 |
|
0.618 |
3,055.3 |
|
0.500 |
3,053.5 |
|
0.382 |
3,051.7 |
|
LOW |
3,046.0 |
|
0.618 |
3,036.7 |
|
1.000 |
3,031.0 |
|
1.618 |
3,021.7 |
|
2.618 |
3,006.7 |
|
4.250 |
2,982.3 |
|
|
| Fisher Pivots for day following 04-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,053.5 |
3,049.2 |
| PP |
3,053.0 |
3,046.3 |
| S1 |
3,052.5 |
3,043.5 |
|