Trading Metrics calculated at close of trading on 06-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
9,056.0 |
9,045.0 |
-11.0 |
-0.1% |
9,023.5 |
High |
9,057.5 |
9,067.5 |
10.0 |
0.1% |
9,071.5 |
Low |
8,966.0 |
9,023.0 |
57.0 |
0.6% |
8,952.5 |
Close |
9,006.5 |
9,039.5 |
33.0 |
0.4% |
9,005.0 |
Range |
91.5 |
44.5 |
-47.0 |
-51.4% |
119.0 |
ATR |
84.3 |
82.6 |
-1.7 |
-2.0% |
0.0 |
Volume |
82,079 |
168,387 |
86,308 |
105.2% |
401,504 |
|
Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,176.8 |
9,152.7 |
9,064.0 |
|
R3 |
9,132.3 |
9,108.2 |
9,051.7 |
|
R2 |
9,087.8 |
9,087.8 |
9,047.7 |
|
R1 |
9,063.7 |
9,063.7 |
9,043.6 |
9,053.5 |
PP |
9,043.3 |
9,043.3 |
9,043.3 |
9,038.3 |
S1 |
9,019.2 |
9,019.2 |
9,035.4 |
9,009.0 |
S2 |
8,998.8 |
8,998.8 |
9,031.3 |
|
S3 |
8,954.3 |
8,974.7 |
9,027.3 |
|
S4 |
8,909.8 |
8,930.2 |
9,015.0 |
|
|
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 |
9,067.5 |
8,966.0 |
101.5 |
1.1% |
61.7 |
0.7% |
72% |
True |
False |
96,844 |
10 |
9,071.5 |
8,936.5 |
135.0 |
1.5% |
68.0 |
0.8% |
76% |
False |
False |
88,815 |
20 |
9,071.5 |
8,551.0 |
520.5 |
5.8% |
76.7 |
0.8% |
94% |
False |
False |
83,265 |
40 |
9,071.5 |
8,463.5 |
608.0 |
6.7% |
77.7 |
0.9% |
95% |
False |
False |
82,131 |
60 |
9,071.5 |
8,095.0 |
976.5 |
10.8% |
85.9 |
1.0% |
97% |
False |
False |
55,275 |
80 |
9,071.5 |
8,095.0 |
976.5 |
10.8% |
85.9 |
1.0% |
97% |
False |
False |
41,491 |
100 |
9,071.5 |
7,700.0 |
1,371.5 |
15.2% |
93.7 |
1.0% |
98% |
False |
False |
33,226 |
120 |
9,071.5 |
7,700.0 |
1,371.5 |
15.2% |
97.2 |
1.1% |
98% |
False |
False |
27,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,256.6 |
2.618 |
9,184.0 |
1.618 |
9,139.5 |
1.000 |
9,112.0 |
0.618 |
9,095.0 |
HIGH |
9,067.5 |
0.618 |
9,050.5 |
0.500 |
9,045.3 |
0.382 |
9,040.0 |
LOW |
9,023.0 |
0.618 |
8,995.5 |
1.000 |
8,978.5 |
1.618 |
8,951.0 |
2.618 |
8,906.5 |
4.250 |
8,833.9 |
|
|
Fisher Pivots for day following 06-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
9,045.3 |
9,031.9 |
PP |
9,043.3 |
9,024.3 |
S1 |
9,041.4 |
9,016.8 |
|