Trading Metrics calculated at close of trading on 04-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
9,036.0 |
9,038.0 |
2.0 |
0.0% |
9,023.5 |
High |
9,049.5 |
9,059.5 |
10.0 |
0.1% |
9,071.5 |
Low |
8,994.5 |
9,021.0 |
26.5 |
0.3% |
8,952.5 |
Close |
9,005.0 |
9,034.5 |
29.5 |
0.3% |
9,005.0 |
Range |
55.0 |
38.5 |
-16.5 |
-30.0% |
119.0 |
ATR |
85.9 |
83.7 |
-2.2 |
-2.6% |
0.0 |
Volume |
58,744 |
92,382 |
33,638 |
57.3% |
401,504 |
|
Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,153.8 |
9,132.7 |
9,055.7 |
|
R3 |
9,115.3 |
9,094.2 |
9,045.1 |
|
R2 |
9,076.8 |
9,076.8 |
9,041.6 |
|
R1 |
9,055.7 |
9,055.7 |
9,038.0 |
9,047.0 |
PP |
9,038.3 |
9,038.3 |
9,038.3 |
9,034.0 |
S1 |
9,017.2 |
9,017.2 |
9,031.0 |
9,008.5 |
S2 |
8,999.8 |
8,999.8 |
9,027.4 |
|
S3 |
8,961.3 |
8,978.7 |
9,023.9 |
|
S4 |
8,922.8 |
8,940.2 |
9,013.3 |
|
|
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 |
8,963.5 |
108.0 |
1.2% |
68.2 |
0.8% |
66% |
False |
False |
84,447 |
10 |
9,071.5 |
8,849.0 |
222.5 |
2.5% |
72.1 |
0.8% |
83% |
False |
False |
79,121 |
20 |
9,071.5 |
8,498.0 |
573.5 |
6.3% |
79.1 |
0.9% |
94% |
False |
False |
81,491 |
40 |
9,071.5 |
8,334.0 |
737.5 |
8.2% |
79.5 |
0.9% |
95% |
False |
False |
76,360 |
60 |
9,071.5 |
8,095.0 |
976.5 |
10.8% |
85.4 |
0.9% |
96% |
False |
False |
51,106 |
80 |
9,071.5 |
8,095.0 |
976.5 |
10.8% |
86.5 |
1.0% |
96% |
False |
False |
38,363 |
100 |
9,071.5 |
7,700.0 |
1,371.5 |
15.2% |
94.2 |
1.0% |
97% |
False |
False |
30,722 |
120 |
9,071.5 |
7,700.0 |
1,371.5 |
15.2% |
97.7 |
1.1% |
97% |
False |
False |
25,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,223.1 |
2.618 |
9,160.3 |
1.618 |
9,121.8 |
1.000 |
9,098.0 |
0.618 |
9,083.3 |
HIGH |
9,059.5 |
0.618 |
9,044.8 |
0.500 |
9,040.3 |
0.382 |
9,035.7 |
LOW |
9,021.0 |
0.618 |
8,997.2 |
1.000 |
8,982.5 |
1.618 |
8,958.7 |
2.618 |
8,920.2 |
4.250 |
8,857.4 |
|
|
Fisher Pivots for day following 04-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
9,040.3 |
9,028.8 |
PP |
9,038.3 |
9,023.2 |
S1 |
9,036.4 |
9,017.5 |
|