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 |
5,403.0 |
5,402.0 |
-1.0 |
0.0% |
5,411.0 |
High |
5,425.0 |
5,420.0 |
-5.0 |
-0.1% |
5,448.0 |
Low |
5,398.0 |
5,384.0 |
-14.0 |
-0.3% |
5,379.0 |
Close |
5,417.0 |
5,418.0 |
1.0 |
0.0% |
5,390.0 |
Range |
27.0 |
36.0 |
9.0 |
33.3% |
69.0 |
ATR |
44.9 |
44.3 |
-0.6 |
-1.4% |
0.0 |
Volume |
19,434 |
21,744 |
2,310 |
11.9% |
119,627 |
|
Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,515.3 |
5,502.7 |
5,437.8 |
|
R3 |
5,479.3 |
5,466.7 |
5,427.9 |
|
R2 |
5,443.3 |
5,443.3 |
5,424.6 |
|
R1 |
5,430.7 |
5,430.7 |
5,421.3 |
5,437.0 |
PP |
5,407.3 |
5,407.3 |
5,407.3 |
5,410.5 |
S1 |
5,394.7 |
5,394.7 |
5,414.7 |
5,401.0 |
S2 |
5,371.3 |
5,371.3 |
5,411.4 |
|
S3 |
5,335.3 |
5,358.7 |
5,408.1 |
|
S4 |
5,299.3 |
5,322.7 |
5,398.2 |
|
|
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 |
5,436.0 |
5,372.0 |
64.0 |
1.2% |
41.0 |
0.8% |
72% |
False |
False |
22,218 |
10 |
5,448.0 |
5,348.0 |
100.0 |
1.8% |
36.5 |
0.7% |
70% |
False |
False |
21,258 |
20 |
5,448.0 |
5,116.0 |
332.0 |
6.1% |
36.8 |
0.7% |
91% |
False |
False |
20,473 |
40 |
5,448.0 |
5,106.0 |
342.0 |
6.3% |
38.4 |
0.7% |
91% |
False |
False |
25,158 |
60 |
5,448.0 |
5,000.0 |
448.0 |
8.3% |
32.8 |
0.6% |
93% |
False |
False |
16,879 |
80 |
5,448.0 |
4,927.0 |
521.0 |
9.6% |
29.6 |
0.5% |
94% |
False |
False |
12,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,573.0 |
2.618 |
5,514.2 |
1.618 |
5,478.2 |
1.000 |
5,456.0 |
0.618 |
5,442.2 |
HIGH |
5,420.0 |
0.618 |
5,406.2 |
0.500 |
5,402.0 |
0.382 |
5,397.8 |
LOW |
5,384.0 |
0.618 |
5,361.8 |
1.000 |
5,348.0 |
1.618 |
5,325.8 |
2.618 |
5,289.8 |
4.250 |
5,231.0 |
|
|
Fisher Pivots for day following 06-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
5,412.7 |
5,411.5 |
PP |
5,407.3 |
5,405.0 |
S1 |
5,402.0 |
5,398.5 |
|