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 |
5,404.0 |
5,403.0 |
-1.0 |
0.0% |
5,411.0 |
High |
5,418.0 |
5,425.0 |
7.0 |
0.1% |
5,448.0 |
Low |
5,372.0 |
5,398.0 |
26.0 |
0.5% |
5,379.0 |
Close |
5,380.0 |
5,417.0 |
37.0 |
0.7% |
5,390.0 |
Range |
46.0 |
27.0 |
-19.0 |
-41.3% |
69.0 |
ATR |
44.9 |
44.9 |
0.0 |
0.0% |
0.0 |
Volume |
17,537 |
19,434 |
1,897 |
10.8% |
119,627 |
|
Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,494.3 |
5,482.7 |
5,431.9 |
|
R3 |
5,467.3 |
5,455.7 |
5,424.4 |
|
R2 |
5,440.3 |
5,440.3 |
5,422.0 |
|
R1 |
5,428.7 |
5,428.7 |
5,419.5 |
5,434.5 |
PP |
5,413.3 |
5,413.3 |
5,413.3 |
5,416.3 |
S1 |
5,401.7 |
5,401.7 |
5,414.5 |
5,407.5 |
S2 |
5,386.3 |
5,386.3 |
5,412.1 |
|
S3 |
5,359.3 |
5,374.7 |
5,409.6 |
|
S4 |
5,332.3 |
5,347.7 |
5,402.2 |
|
|
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% |
41.2 |
0.8% |
61% |
False |
False |
21,479 |
10 |
5,448.0 |
5,341.0 |
107.0 |
2.0% |
38.2 |
0.7% |
71% |
False |
False |
21,326 |
20 |
5,448.0 |
5,106.0 |
342.0 |
6.3% |
37.3 |
0.7% |
91% |
False |
False |
20,175 |
40 |
5,448.0 |
5,106.0 |
342.0 |
6.3% |
37.9 |
0.7% |
91% |
False |
False |
24,631 |
60 |
5,448.0 |
5,000.0 |
448.0 |
8.3% |
32.2 |
0.6% |
93% |
False |
False |
16,523 |
80 |
5,448.0 |
4,927.0 |
521.0 |
9.6% |
29.2 |
0.5% |
94% |
False |
False |
12,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,539.8 |
2.618 |
5,495.7 |
1.618 |
5,468.7 |
1.000 |
5,452.0 |
0.618 |
5,441.7 |
HIGH |
5,425.0 |
0.618 |
5,414.7 |
0.500 |
5,411.5 |
0.382 |
5,408.3 |
LOW |
5,398.0 |
0.618 |
5,381.3 |
1.000 |
5,371.0 |
1.618 |
5,354.3 |
2.618 |
5,327.3 |
4.250 |
5,283.3 |
|
|
Fisher Pivots for day following 05-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
5,415.2 |
5,410.8 |
PP |
5,413.3 |
5,404.7 |
S1 |
5,411.5 |
5,398.5 |
|