Trading Metrics calculated at close of trading on 08-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
9,032.0 |
9,030.5 |
-1.5 |
0.0% |
9,038.0 |
High |
9,197.0 |
9,099.5 |
-97.5 |
-1.1% |
9,197.0 |
Low |
9,004.0 |
8,999.5 |
-4.5 |
0.0% |
8,966.0 |
Close |
9,085.5 |
9,073.5 |
-12.0 |
-0.1% |
9,073.5 |
Range |
193.0 |
100.0 |
-93.0 |
-48.2% |
231.0 |
ATR |
90.5 |
91.2 |
0.7 |
0.8% |
0.0 |
Volume |
118,588 |
66,492 |
-52,096 |
-43.9% |
527,928 |
|
Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,357.5 |
9,315.5 |
9,128.5 |
|
R3 |
9,257.5 |
9,215.5 |
9,101.0 |
|
R2 |
9,157.5 |
9,157.5 |
9,091.8 |
|
R1 |
9,115.5 |
9,115.5 |
9,082.7 |
9,136.5 |
PP |
9,057.5 |
9,057.5 |
9,057.5 |
9,068.0 |
S1 |
9,015.5 |
9,015.5 |
9,064.3 |
9,036.5 |
S2 |
8,957.5 |
8,957.5 |
9,055.2 |
|
S3 |
8,857.5 |
8,915.5 |
9,046.0 |
|
S4 |
8,757.5 |
8,815.5 |
9,018.5 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,771.8 |
9,653.7 |
9,200.6 |
|
R3 |
9,540.8 |
9,422.7 |
9,137.0 |
|
R2 |
9,309.8 |
9,309.8 |
9,115.9 |
|
R1 |
9,191.7 |
9,191.7 |
9,094.7 |
9,250.8 |
PP |
9,078.8 |
9,078.8 |
9,078.8 |
9,108.4 |
S1 |
8,960.7 |
8,960.7 |
9,052.3 |
9,019.8 |
S2 |
8,847.8 |
8,847.8 |
9,031.2 |
|
S3 |
8,616.8 |
8,729.7 |
9,010.0 |
|
S4 |
8,385.8 |
8,498.7 |
8,946.5 |
|
|
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% |
93.5 |
1.0% |
47% |
False |
False |
105,585 |
10 |
9,197.0 |
8,952.5 |
244.5 |
2.7% |
85.0 |
0.9% |
49% |
False |
False |
92,943 |
20 |
9,197.0 |
8,678.0 |
519.0 |
5.7% |
79.1 |
0.9% |
76% |
False |
False |
85,875 |
40 |
9,197.0 |
8,498.0 |
699.0 |
7.7% |
82.4 |
0.9% |
82% |
False |
False |
85,402 |
60 |
9,197.0 |
8,095.0 |
1,102.0 |
12.1% |
87.7 |
1.0% |
89% |
False |
False |
58,351 |
80 |
9,197.0 |
8,095.0 |
1,102.0 |
12.1% |
87.5 |
1.0% |
89% |
False |
False |
43,802 |
100 |
9,197.0 |
7,700.0 |
1,497.0 |
16.5% |
92.5 |
1.0% |
92% |
False |
False |
35,074 |
120 |
9,197.0 |
7,700.0 |
1,497.0 |
16.5% |
97.8 |
1.1% |
92% |
False |
False |
29,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,524.5 |
2.618 |
9,361.3 |
1.618 |
9,261.3 |
1.000 |
9,199.5 |
0.618 |
9,161.3 |
HIGH |
9,099.5 |
0.618 |
9,061.3 |
0.500 |
9,049.5 |
0.382 |
9,037.7 |
LOW |
8,999.5 |
0.618 |
8,937.7 |
1.000 |
8,899.5 |
1.618 |
8,837.7 |
2.618 |
8,737.7 |
4.250 |
8,574.5 |
|
|
Fisher Pivots for day following 08-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
9,065.5 |
9,098.3 |
PP |
9,057.5 |
9,090.0 |
S1 |
9,049.5 |
9,081.8 |
|