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 |
5,423.0 |
5,404.0 |
-19.0 |
-0.4% |
5,411.0 |
High |
5,424.0 |
5,418.0 |
-6.0 |
-0.1% |
5,448.0 |
Low |
5,385.0 |
5,372.0 |
-13.0 |
-0.2% |
5,379.0 |
Close |
5,390.0 |
5,380.0 |
-10.0 |
-0.2% |
5,390.0 |
Range |
39.0 |
46.0 |
7.0 |
17.9% |
69.0 |
ATR |
44.8 |
44.9 |
0.1 |
0.2% |
0.0 |
Volume |
21,869 |
17,537 |
-4,332 |
-19.8% |
119,627 |
|
Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,528.0 |
5,500.0 |
5,405.3 |
|
R3 |
5,482.0 |
5,454.0 |
5,392.7 |
|
R2 |
5,436.0 |
5,436.0 |
5,388.4 |
|
R1 |
5,408.0 |
5,408.0 |
5,384.2 |
5,399.0 |
PP |
5,390.0 |
5,390.0 |
5,390.0 |
5,385.5 |
S1 |
5,362.0 |
5,362.0 |
5,375.8 |
5,353.0 |
S2 |
5,344.0 |
5,344.0 |
5,371.6 |
|
S3 |
5,298.0 |
5,316.0 |
5,367.4 |
|
S4 |
5,252.0 |
5,270.0 |
5,354.7 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,612.7 |
5,570.3 |
5,428.0 |
|
R3 |
5,543.7 |
5,501.3 |
5,409.0 |
|
R2 |
5,474.7 |
5,474.7 |
5,402.7 |
|
R1 |
5,432.3 |
5,432.3 |
5,396.3 |
5,419.0 |
PP |
5,405.7 |
5,405.7 |
5,405.7 |
5,399.0 |
S1 |
5,363.3 |
5,363.3 |
5,383.7 |
5,350.0 |
S2 |
5,336.7 |
5,336.7 |
5,377.4 |
|
S3 |
5,267.7 |
5,294.3 |
5,371.0 |
|
S4 |
5,198.7 |
5,225.3 |
5,352.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,446.0 |
5,372.0 |
74.0 |
1.4% |
43.2 |
0.8% |
11% |
False |
True |
22,193 |
10 |
5,448.0 |
5,341.0 |
107.0 |
2.0% |
38.5 |
0.7% |
36% |
False |
False |
21,223 |
20 |
5,448.0 |
5,106.0 |
342.0 |
6.4% |
37.7 |
0.7% |
80% |
False |
False |
20,314 |
40 |
5,448.0 |
5,106.0 |
342.0 |
6.4% |
37.6 |
0.7% |
80% |
False |
False |
24,198 |
60 |
5,448.0 |
5,000.0 |
448.0 |
8.3% |
32.6 |
0.6% |
85% |
False |
False |
16,203 |
80 |
5,448.0 |
4,927.0 |
521.0 |
9.7% |
28.8 |
0.5% |
87% |
False |
False |
12,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,613.5 |
2.618 |
5,538.4 |
1.618 |
5,492.4 |
1.000 |
5,464.0 |
0.618 |
5,446.4 |
HIGH |
5,418.0 |
0.618 |
5,400.4 |
0.500 |
5,395.0 |
0.382 |
5,389.6 |
LOW |
5,372.0 |
0.618 |
5,343.6 |
1.000 |
5,326.0 |
1.618 |
5,297.6 |
2.618 |
5,251.6 |
4.250 |
5,176.5 |
|
|
Fisher Pivots for day following 04-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
5,395.0 |
5,404.0 |
PP |
5,390.0 |
5,396.0 |
S1 |
5,385.0 |
5,388.0 |
|