Trading Metrics calculated at close of trading on 07-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
5,402.0 |
5,420.0 |
18.0 |
0.3% |
5,411.0 |
High |
5,420.0 |
5,435.0 |
15.0 |
0.3% |
5,448.0 |
Low |
5,384.0 |
5,411.0 |
27.0 |
0.5% |
5,379.0 |
Close |
5,418.0 |
5,429.0 |
11.0 |
0.2% |
5,390.0 |
Range |
36.0 |
24.0 |
-12.0 |
-33.3% |
69.0 |
ATR |
44.3 |
42.8 |
-1.4 |
-3.3% |
0.0 |
Volume |
21,744 |
29,755 |
8,011 |
36.8% |
119,627 |
|
Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,497.0 |
5,487.0 |
5,442.2 |
|
R3 |
5,473.0 |
5,463.0 |
5,435.6 |
|
R2 |
5,449.0 |
5,449.0 |
5,433.4 |
|
R1 |
5,439.0 |
5,439.0 |
5,431.2 |
5,444.0 |
PP |
5,425.0 |
5,425.0 |
5,425.0 |
5,427.5 |
S1 |
5,415.0 |
5,415.0 |
5,426.8 |
5,420.0 |
S2 |
5,401.0 |
5,401.0 |
5,424.6 |
|
S3 |
5,377.0 |
5,391.0 |
5,422.4 |
|
S4 |
5,353.0 |
5,367.0 |
5,415.8 |
|
|
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 |
5,435.0 |
5,372.0 |
63.0 |
1.2% |
34.4 |
0.6% |
90% |
True |
False |
22,067 |
10 |
5,448.0 |
5,368.0 |
80.0 |
1.5% |
36.2 |
0.7% |
76% |
False |
False |
22,405 |
20 |
5,448.0 |
5,176.0 |
272.0 |
5.0% |
36.8 |
0.7% |
93% |
False |
False |
21,168 |
40 |
5,448.0 |
5,106.0 |
342.0 |
6.3% |
38.4 |
0.7% |
94% |
False |
False |
25,669 |
60 |
5,448.0 |
5,000.0 |
448.0 |
8.3% |
33.1 |
0.6% |
96% |
False |
False |
17,375 |
80 |
5,448.0 |
4,927.0 |
521.0 |
9.6% |
29.8 |
0.5% |
96% |
False |
False |
13,056 |
100 |
5,448.0 |
4,621.0 |
827.0 |
15.2% |
25.8 |
0.5% |
98% |
False |
False |
10,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,537.0 |
2.618 |
5,497.8 |
1.618 |
5,473.8 |
1.000 |
5,459.0 |
0.618 |
5,449.8 |
HIGH |
5,435.0 |
0.618 |
5,425.8 |
0.500 |
5,423.0 |
0.382 |
5,420.2 |
LOW |
5,411.0 |
0.618 |
5,396.2 |
1.000 |
5,387.0 |
1.618 |
5,372.2 |
2.618 |
5,348.2 |
4.250 |
5,309.0 |
|
|
Fisher Pivots for day following 07-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
5,427.0 |
5,422.5 |
PP |
5,425.0 |
5,416.0 |
S1 |
5,423.0 |
5,409.5 |
|