Trading Metrics calculated at close of trading on 01-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
14,555 |
14,460 |
-95 |
-0.7% |
14,250 |
High |
14,555 |
14,460 |
-95 |
-0.7% |
14,615 |
Low |
14,350 |
14,155 |
-195 |
-1.4% |
14,155 |
Close |
14,465 |
14,345 |
-120 |
-0.8% |
14,345 |
Range |
205 |
305 |
100 |
48.8% |
460 |
ATR |
275 |
277 |
3 |
0.9% |
0 |
Volume |
7,936 |
9,235 |
1,299 |
16.4% |
39,528 |
|
Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,235 |
15,095 |
14,513 |
|
R3 |
14,930 |
14,790 |
14,429 |
|
R2 |
14,625 |
14,625 |
14,401 |
|
R1 |
14,485 |
14,485 |
14,373 |
14,403 |
PP |
14,320 |
14,320 |
14,320 |
14,279 |
S1 |
14,180 |
14,180 |
14,317 |
14,098 |
S2 |
14,015 |
14,015 |
14,289 |
|
S3 |
13,710 |
13,875 |
14,261 |
|
S4 |
13,405 |
13,570 |
14,177 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,752 |
15,508 |
14,598 |
|
R3 |
15,292 |
15,048 |
14,472 |
|
R2 |
14,832 |
14,832 |
14,429 |
|
R1 |
14,588 |
14,588 |
14,387 |
14,710 |
PP |
14,372 |
14,372 |
14,372 |
14,433 |
S1 |
14,128 |
14,128 |
14,303 |
14,250 |
S2 |
13,912 |
13,912 |
14,261 |
|
S3 |
13,452 |
13,668 |
14,219 |
|
S4 |
12,992 |
13,208 |
14,092 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,615 |
14,155 |
460 |
3.2% |
228 |
1.6% |
41% |
False |
True |
7,905 |
10 |
14,885 |
14,125 |
760 |
5.3% |
259 |
1.8% |
29% |
False |
False |
9,380 |
20 |
14,885 |
13,785 |
1,100 |
7.7% |
274 |
1.9% |
51% |
False |
False |
10,907 |
40 |
14,965 |
13,785 |
1,180 |
8.2% |
284 |
2.0% |
47% |
False |
False |
12,885 |
60 |
14,965 |
13,240 |
1,725 |
12.0% |
275 |
1.9% |
64% |
False |
False |
8,756 |
80 |
15,125 |
13,240 |
1,885 |
13.1% |
246 |
1.7% |
59% |
False |
False |
6,569 |
100 |
15,125 |
12,715 |
2,410 |
16.8% |
210 |
1.5% |
68% |
False |
False |
5,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,756 |
2.618 |
15,259 |
1.618 |
14,954 |
1.000 |
14,765 |
0.618 |
14,649 |
HIGH |
14,460 |
0.618 |
14,344 |
0.500 |
14,308 |
0.382 |
14,272 |
LOW |
14,155 |
0.618 |
13,967 |
1.000 |
13,850 |
1.618 |
13,662 |
2.618 |
13,357 |
4.250 |
12,859 |
|
|
Fisher Pivots for day following 01-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
14,333 |
14,385 |
PP |
14,320 |
14,372 |
S1 |
14,308 |
14,358 |
|