| Trading Metrics calculated at close of trading on 05-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,057.0 |
3,060.0 |
3.0 |
0.1% |
3,036.0 |
| High |
3,061.0 |
3,061.0 |
0.0 |
0.0% |
3,069.0 |
| Low |
3,046.0 |
3,012.0 |
-34.0 |
-1.1% |
3,002.0 |
| Close |
3,052.0 |
3,027.0 |
-25.0 |
-0.8% |
3,043.0 |
| Range |
15.0 |
49.0 |
34.0 |
226.7% |
67.0 |
| ATR |
34.8 |
35.9 |
1.0 |
2.9% |
0.0 |
| Volume |
797,341 |
716,460 |
-80,881 |
-10.1% |
3,549,071 |
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,180.3 |
3,152.7 |
3,054.0 |
|
| R3 |
3,131.3 |
3,103.7 |
3,040.5 |
|
| R2 |
3,082.3 |
3,082.3 |
3,036.0 |
|
| R1 |
3,054.7 |
3,054.7 |
3,031.5 |
3,044.0 |
| PP |
3,033.3 |
3,033.3 |
3,033.3 |
3,028.0 |
| S1 |
3,005.7 |
3,005.7 |
3,022.5 |
2,995.0 |
| S2 |
2,984.3 |
2,984.3 |
3,018.0 |
|
| S3 |
2,935.3 |
2,956.7 |
3,013.5 |
|
| S4 |
2,886.3 |
2,907.7 |
3,000.1 |
|
|
| 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 |
3,012.0 |
57.0 |
1.9% |
37.8 |
1.2% |
26% |
False |
True |
708,500 |
| 10 |
3,069.0 |
3,002.0 |
67.0 |
2.2% |
33.3 |
1.1% |
37% |
False |
False |
708,012 |
| 20 |
3,069.0 |
2,884.0 |
185.0 |
6.1% |
33.3 |
1.1% |
77% |
False |
False |
773,581 |
| 40 |
3,069.0 |
2,832.0 |
237.0 |
7.8% |
33.1 |
1.1% |
82% |
False |
False |
809,042 |
| 60 |
3,069.0 |
2,699.0 |
370.0 |
12.2% |
34.4 |
1.1% |
89% |
False |
False |
547,269 |
| 80 |
3,069.0 |
2,634.0 |
435.0 |
14.4% |
32.8 |
1.1% |
90% |
False |
False |
410,525 |
| 100 |
3,069.0 |
2,481.0 |
588.0 |
19.4% |
34.6 |
1.1% |
93% |
False |
False |
328,541 |
| 120 |
3,069.0 |
2,481.0 |
588.0 |
19.4% |
35.0 |
1.2% |
93% |
False |
False |
273,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,269.3 |
|
2.618 |
3,189.3 |
|
1.618 |
3,140.3 |
|
1.000 |
3,110.0 |
|
0.618 |
3,091.3 |
|
HIGH |
3,061.0 |
|
0.618 |
3,042.3 |
|
0.500 |
3,036.5 |
|
0.382 |
3,030.7 |
|
LOW |
3,012.0 |
|
0.618 |
2,981.7 |
|
1.000 |
2,963.0 |
|
1.618 |
2,932.7 |
|
2.618 |
2,883.7 |
|
4.250 |
2,803.8 |
|
|
| Fisher Pivots for day following 05-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,036.5 |
3,039.5 |
| PP |
3,033.3 |
3,035.3 |
| S1 |
3,030.2 |
3,031.2 |
|