Trading Metrics calculated at close of trading on 08-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
5,420.0 |
5,399.0 |
-21.0 |
-0.4% |
5,404.0 |
High |
5,435.0 |
5,425.0 |
-10.0 |
-0.2% |
5,435.0 |
Low |
5,411.0 |
5,392.0 |
-19.0 |
-0.4% |
5,372.0 |
Close |
5,429.0 |
5,409.0 |
-20.0 |
-0.4% |
5,409.0 |
Range |
24.0 |
33.0 |
9.0 |
37.5% |
63.0 |
ATR |
42.8 |
42.4 |
-0.4 |
-1.0% |
0.0 |
Volume |
29,755 |
20,728 |
-9,027 |
-30.3% |
109,198 |
|
Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,507.7 |
5,491.3 |
5,427.2 |
|
R3 |
5,474.7 |
5,458.3 |
5,418.1 |
|
R2 |
5,441.7 |
5,441.7 |
5,415.1 |
|
R1 |
5,425.3 |
5,425.3 |
5,412.0 |
5,433.5 |
PP |
5,408.7 |
5,408.7 |
5,408.7 |
5,412.8 |
S1 |
5,392.3 |
5,392.3 |
5,406.0 |
5,400.5 |
S2 |
5,375.7 |
5,375.7 |
5,403.0 |
|
S3 |
5,342.7 |
5,359.3 |
5,399.9 |
|
S4 |
5,309.7 |
5,326.3 |
5,390.9 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,594.3 |
5,564.7 |
5,443.7 |
|
R3 |
5,531.3 |
5,501.7 |
5,426.3 |
|
R2 |
5,468.3 |
5,468.3 |
5,420.6 |
|
R1 |
5,438.7 |
5,438.7 |
5,414.8 |
5,453.5 |
PP |
5,405.3 |
5,405.3 |
5,405.3 |
5,412.8 |
S1 |
5,375.7 |
5,375.7 |
5,403.2 |
5,390.5 |
S2 |
5,342.3 |
5,342.3 |
5,397.5 |
|
S3 |
5,279.3 |
5,312.7 |
5,391.7 |
|
S4 |
5,216.3 |
5,249.7 |
5,374.4 |
|
|
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% |
33.2 |
0.6% |
59% |
False |
False |
21,839 |
10 |
5,448.0 |
5,372.0 |
76.0 |
1.4% |
37.6 |
0.7% |
49% |
False |
False |
22,882 |
20 |
5,448.0 |
5,176.0 |
272.0 |
5.0% |
35.7 |
0.7% |
86% |
False |
False |
20,962 |
40 |
5,448.0 |
5,106.0 |
342.0 |
6.3% |
38.7 |
0.7% |
89% |
False |
False |
25,881 |
60 |
5,448.0 |
5,000.0 |
448.0 |
8.3% |
33.5 |
0.6% |
91% |
False |
False |
17,719 |
80 |
5,448.0 |
4,963.0 |
485.0 |
9.0% |
29.8 |
0.6% |
92% |
False |
False |
13,313 |
100 |
5,448.0 |
4,621.0 |
827.0 |
15.3% |
26.1 |
0.5% |
95% |
False |
False |
10,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,565.3 |
2.618 |
5,511.4 |
1.618 |
5,478.4 |
1.000 |
5,458.0 |
0.618 |
5,445.4 |
HIGH |
5,425.0 |
0.618 |
5,412.4 |
0.500 |
5,408.5 |
0.382 |
5,404.6 |
LOW |
5,392.0 |
0.618 |
5,371.6 |
1.000 |
5,359.0 |
1.618 |
5,338.6 |
2.618 |
5,305.6 |
4.250 |
5,251.8 |
|
|
Fisher Pivots for day following 08-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
5,408.8 |
5,409.5 |
PP |
5,408.7 |
5,409.3 |
S1 |
5,408.5 |
5,409.2 |
|