Trading Metrics calculated at close of trading on 01-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
8,977.0 |
9,036.0 |
59.0 |
0.7% |
9,023.5 |
High |
9,054.5 |
9,049.5 |
-5.0 |
-0.1% |
9,071.5 |
Low |
8,975.5 |
8,994.5 |
19.0 |
0.2% |
8,952.5 |
Close |
9,032.5 |
9,005.0 |
-27.5 |
-0.3% |
9,005.0 |
Range |
79.0 |
55.0 |
-24.0 |
-30.4% |
119.0 |
ATR |
88.3 |
85.9 |
-2.4 |
-2.7% |
0.0 |
Volume |
82,630 |
58,744 |
-23,886 |
-28.9% |
401,504 |
|
Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,181.3 |
9,148.2 |
9,035.3 |
|
R3 |
9,126.3 |
9,093.2 |
9,020.1 |
|
R2 |
9,071.3 |
9,071.3 |
9,015.1 |
|
R1 |
9,038.2 |
9,038.2 |
9,010.0 |
9,027.3 |
PP |
9,016.3 |
9,016.3 |
9,016.3 |
9,010.9 |
S1 |
8,983.2 |
8,983.2 |
9,000.0 |
8,972.3 |
S2 |
8,961.3 |
8,961.3 |
8,994.9 |
|
S3 |
8,906.3 |
8,928.2 |
8,989.9 |
|
S4 |
8,851.3 |
8,873.2 |
8,974.8 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,366.7 |
9,304.8 |
9,070.5 |
|
R3 |
9,247.7 |
9,185.8 |
9,037.7 |
|
R2 |
9,128.7 |
9,128.7 |
9,026.8 |
|
R1 |
9,066.8 |
9,066.8 |
9,015.9 |
9,038.3 |
PP |
9,009.7 |
9,009.7 |
9,009.7 |
8,995.4 |
S1 |
8,947.8 |
8,947.8 |
8,994.1 |
8,919.3 |
S2 |
8,890.7 |
8,890.7 |
8,983.2 |
|
S3 |
8,771.7 |
8,828.8 |
8,972.3 |
|
S4 |
8,652.7 |
8,709.8 |
8,939.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,071.5 |
8,952.5 |
119.0 |
1.3% |
76.4 |
0.8% |
44% |
False |
False |
80,300 |
10 |
9,071.5 |
8,836.5 |
235.0 |
2.6% |
73.4 |
0.8% |
72% |
False |
False |
76,736 |
20 |
9,071.5 |
8,498.0 |
573.5 |
6.4% |
82.1 |
0.9% |
88% |
False |
False |
81,501 |
40 |
9,071.5 |
8,260.0 |
811.5 |
9.0% |
80.2 |
0.9% |
92% |
False |
False |
74,155 |
60 |
9,071.5 |
8,095.0 |
976.5 |
10.8% |
86.9 |
1.0% |
93% |
False |
False |
49,570 |
80 |
9,071.5 |
8,095.0 |
976.5 |
10.8% |
86.7 |
1.0% |
93% |
False |
False |
37,210 |
100 |
9,071.5 |
7,700.0 |
1,371.5 |
15.2% |
94.6 |
1.1% |
95% |
False |
False |
29,799 |
120 |
9,071.5 |
7,700.0 |
1,371.5 |
15.2% |
97.9 |
1.1% |
95% |
False |
False |
24,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,283.3 |
2.618 |
9,193.5 |
1.618 |
9,138.5 |
1.000 |
9,104.5 |
0.618 |
9,083.5 |
HIGH |
9,049.5 |
0.618 |
9,028.5 |
0.500 |
9,022.0 |
0.382 |
9,015.5 |
LOW |
8,994.5 |
0.618 |
8,960.5 |
1.000 |
8,939.5 |
1.618 |
8,905.5 |
2.618 |
8,850.5 |
4.250 |
8,760.8 |
|
|
Fisher Pivots for day following 01-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
9,022.0 |
9,023.5 |
PP |
9,016.3 |
9,017.3 |
S1 |
9,010.7 |
9,011.2 |
|