Trading Metrics calculated at close of trading on 06-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
3,060.0 |
3,042.0 |
-18.0 |
-0.6% |
3,036.0 |
High |
3,061.0 |
3,061.0 |
0.0 |
0.0% |
3,069.0 |
Low |
3,012.0 |
3,037.0 |
25.0 |
0.8% |
3,002.0 |
Close |
3,027.0 |
3,049.0 |
22.0 |
0.7% |
3,043.0 |
Range |
49.0 |
24.0 |
-25.0 |
-51.0% |
67.0 |
ATR |
35.9 |
35.7 |
-0.1 |
-0.4% |
0.0 |
Volume |
716,460 |
1,607,350 |
890,890 |
124.3% |
3,549,071 |
|
Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,121.0 |
3,109.0 |
3,062.2 |
|
R3 |
3,097.0 |
3,085.0 |
3,055.6 |
|
R2 |
3,073.0 |
3,073.0 |
3,053.4 |
|
R1 |
3,061.0 |
3,061.0 |
3,051.2 |
3,067.0 |
PP |
3,049.0 |
3,049.0 |
3,049.0 |
3,052.0 |
S1 |
3,037.0 |
3,037.0 |
3,046.8 |
3,043.0 |
S2 |
3,025.0 |
3,025.0 |
3,044.6 |
|
S3 |
3,001.0 |
3,013.0 |
3,042.4 |
|
S4 |
2,977.0 |
2,989.0 |
3,035.8 |
|
|
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 |
3,012.0 |
57.0 |
1.9% |
33.6 |
1.1% |
65% |
False |
False |
840,313 |
10 |
3,069.0 |
3,002.0 |
67.0 |
2.2% |
33.4 |
1.1% |
70% |
False |
False |
800,963 |
20 |
3,069.0 |
2,908.0 |
161.0 |
5.3% |
33.0 |
1.1% |
88% |
False |
False |
793,721 |
40 |
3,069.0 |
2,835.0 |
234.0 |
7.7% |
33.1 |
1.1% |
91% |
False |
False |
843,216 |
60 |
3,069.0 |
2,699.0 |
370.0 |
12.1% |
34.5 |
1.1% |
95% |
False |
False |
574,056 |
80 |
3,069.0 |
2,634.0 |
435.0 |
14.3% |
32.9 |
1.1% |
95% |
False |
False |
430,616 |
100 |
3,069.0 |
2,481.0 |
588.0 |
19.3% |
34.8 |
1.1% |
97% |
False |
False |
344,614 |
120 |
3,069.0 |
2,481.0 |
588.0 |
19.3% |
35.0 |
1.1% |
97% |
False |
False |
287,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,163.0 |
2.618 |
3,123.8 |
1.618 |
3,099.8 |
1.000 |
3,085.0 |
0.618 |
3,075.8 |
HIGH |
3,061.0 |
0.618 |
3,051.8 |
0.500 |
3,049.0 |
0.382 |
3,046.2 |
LOW |
3,037.0 |
0.618 |
3,022.2 |
1.000 |
3,013.0 |
1.618 |
2,998.2 |
2.618 |
2,974.2 |
4.250 |
2,935.0 |
|
|
Fisher Pivots for day following 06-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3,049.0 |
3,044.8 |
PP |
3,049.0 |
3,040.7 |
S1 |
3,049.0 |
3,036.5 |
|