Trading Metrics calculated at close of trading on 07-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
9,045.0 |
9,032.0 |
-13.0 |
-0.1% |
9,023.5 |
High |
9,067.5 |
9,197.0 |
129.5 |
1.4% |
9,071.5 |
Low |
9,023.0 |
9,004.0 |
-19.0 |
-0.2% |
8,952.5 |
Close |
9,039.5 |
9,085.5 |
46.0 |
0.5% |
9,005.0 |
Range |
44.5 |
193.0 |
148.5 |
333.7% |
119.0 |
ATR |
82.6 |
90.5 |
7.9 |
9.5% |
0.0 |
Volume |
168,387 |
118,588 |
-49,799 |
-29.6% |
401,504 |
|
Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,674.5 |
9,573.0 |
9,191.7 |
|
R3 |
9,481.5 |
9,380.0 |
9,138.6 |
|
R2 |
9,288.5 |
9,288.5 |
9,120.9 |
|
R1 |
9,187.0 |
9,187.0 |
9,103.2 |
9,237.8 |
PP |
9,095.5 |
9,095.5 |
9,095.5 |
9,120.9 |
S1 |
8,994.0 |
8,994.0 |
9,067.8 |
9,044.8 |
S2 |
8,902.5 |
8,902.5 |
9,050.1 |
|
S3 |
8,709.5 |
8,801.0 |
9,032.4 |
|
S4 |
8,516.5 |
8,608.0 |
8,979.4 |
|
|
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 |
9,197.0 |
8,966.0 |
231.0 |
2.5% |
84.5 |
0.9% |
52% |
True |
False |
104,036 |
10 |
9,197.0 |
8,936.5 |
260.5 |
2.9% |
82.6 |
0.9% |
57% |
True |
False |
93,205 |
20 |
9,197.0 |
8,678.0 |
519.0 |
5.7% |
76.7 |
0.8% |
79% |
True |
False |
85,838 |
40 |
9,197.0 |
8,463.5 |
733.5 |
8.1% |
81.5 |
0.9% |
85% |
True |
False |
84,720 |
60 |
9,197.0 |
8,095.0 |
1,102.0 |
12.1% |
87.2 |
1.0% |
90% |
True |
False |
57,247 |
80 |
9,197.0 |
8,095.0 |
1,102.0 |
12.1% |
86.9 |
1.0% |
90% |
True |
False |
42,972 |
100 |
9,197.0 |
7,700.0 |
1,497.0 |
16.5% |
93.5 |
1.0% |
93% |
True |
False |
34,411 |
120 |
9,197.0 |
7,700.0 |
1,497.0 |
16.5% |
98.0 |
1.1% |
93% |
True |
False |
28,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,017.3 |
2.618 |
9,702.3 |
1.618 |
9,509.3 |
1.000 |
9,390.0 |
0.618 |
9,316.3 |
HIGH |
9,197.0 |
0.618 |
9,123.3 |
0.500 |
9,100.5 |
0.382 |
9,077.7 |
LOW |
9,004.0 |
0.618 |
8,884.7 |
1.000 |
8,811.0 |
1.618 |
8,691.7 |
2.618 |
8,498.7 |
4.250 |
8,183.8 |
|
|
Fisher Pivots for day following 07-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
9,100.5 |
9,084.2 |
PP |
9,095.5 |
9,082.8 |
S1 |
9,090.5 |
9,081.5 |
|