Trading Metrics calculated at close of trading on 05-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
9,038.0 |
9,056.0 |
18.0 |
0.2% |
9,023.5 |
High |
9,059.5 |
9,057.5 |
-2.0 |
0.0% |
9,071.5 |
Low |
9,021.0 |
8,966.0 |
-55.0 |
-0.6% |
8,952.5 |
Close |
9,034.5 |
9,006.5 |
-28.0 |
-0.3% |
9,005.0 |
Range |
38.5 |
91.5 |
53.0 |
137.7% |
119.0 |
ATR |
83.7 |
84.3 |
0.6 |
0.7% |
0.0 |
Volume |
92,382 |
82,079 |
-10,303 |
-11.2% |
401,504 |
|
Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,284.5 |
9,237.0 |
9,056.8 |
|
R3 |
9,193.0 |
9,145.5 |
9,031.7 |
|
R2 |
9,101.5 |
9,101.5 |
9,023.3 |
|
R1 |
9,054.0 |
9,054.0 |
9,014.9 |
9,032.0 |
PP |
9,010.0 |
9,010.0 |
9,010.0 |
8,999.0 |
S1 |
8,962.5 |
8,962.5 |
8,998.1 |
8,940.5 |
S2 |
8,918.5 |
8,918.5 |
8,989.7 |
|
S3 |
8,827.0 |
8,871.0 |
8,981.3 |
|
S4 |
8,735.5 |
8,779.5 |
8,956.2 |
|
|
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 |
8,966.0 |
105.5 |
1.2% |
70.7 |
0.8% |
38% |
False |
True |
81,922 |
10 |
9,071.5 |
8,899.5 |
172.0 |
1.9% |
67.1 |
0.7% |
62% |
False |
False |
79,167 |
20 |
9,071.5 |
8,498.0 |
573.5 |
6.4% |
79.3 |
0.9% |
89% |
False |
False |
80,703 |
40 |
9,071.5 |
8,457.0 |
614.5 |
6.8% |
78.1 |
0.9% |
89% |
False |
False |
78,064 |
60 |
9,071.5 |
8,095.0 |
976.5 |
10.8% |
86.1 |
1.0% |
93% |
False |
False |
52,471 |
80 |
9,071.5 |
8,095.0 |
976.5 |
10.8% |
86.9 |
1.0% |
93% |
False |
False |
39,387 |
100 |
9,071.5 |
7,700.0 |
1,371.5 |
15.2% |
94.7 |
1.1% |
95% |
False |
False |
31,543 |
120 |
9,071.5 |
7,700.0 |
1,371.5 |
15.2% |
97.8 |
1.1% |
95% |
False |
False |
26,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,446.4 |
2.618 |
9,297.0 |
1.618 |
9,205.5 |
1.000 |
9,149.0 |
0.618 |
9,114.0 |
HIGH |
9,057.5 |
0.618 |
9,022.5 |
0.500 |
9,011.8 |
0.382 |
9,001.0 |
LOW |
8,966.0 |
0.618 |
8,909.5 |
1.000 |
8,874.5 |
1.618 |
8,818.0 |
2.618 |
8,726.5 |
4.250 |
8,577.1 |
|
|
Fisher Pivots for day following 05-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
9,011.8 |
9,012.8 |
PP |
9,010.0 |
9,010.7 |
S1 |
9,008.3 |
9,008.6 |
|