Trading Metrics calculated at close of trading on 04-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
14,460 |
14,360 |
-100 |
-0.7% |
14,250 |
High |
14,460 |
14,375 |
-85 |
-0.6% |
14,615 |
Low |
14,155 |
14,270 |
115 |
0.8% |
14,155 |
Close |
14,345 |
14,355 |
10 |
0.1% |
14,345 |
Range |
305 |
105 |
-200 |
-65.6% |
460 |
ATR |
277 |
265 |
-12 |
-4.4% |
0 |
Volume |
9,235 |
2,415 |
-6,820 |
-73.8% |
39,528 |
|
Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,648 |
14,607 |
14,413 |
|
R3 |
14,543 |
14,502 |
14,384 |
|
R2 |
14,438 |
14,438 |
14,374 |
|
R1 |
14,397 |
14,397 |
14,365 |
14,365 |
PP |
14,333 |
14,333 |
14,333 |
14,318 |
S1 |
14,292 |
14,292 |
14,346 |
14,260 |
S2 |
14,228 |
14,228 |
14,336 |
|
S3 |
14,123 |
14,187 |
14,326 |
|
S4 |
14,018 |
14,082 |
14,297 |
|
|
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% |
207 |
1.4% |
43% |
False |
False |
7,166 |
10 |
14,885 |
14,125 |
760 |
5.3% |
257 |
1.8% |
30% |
False |
False |
9,023 |
20 |
14,885 |
13,785 |
1,100 |
7.7% |
260 |
1.8% |
52% |
False |
False |
10,182 |
40 |
14,965 |
13,785 |
1,180 |
8.2% |
277 |
1.9% |
48% |
False |
False |
12,373 |
60 |
14,965 |
13,240 |
1,725 |
12.0% |
274 |
1.9% |
65% |
False |
False |
8,796 |
80 |
15,125 |
13,240 |
1,885 |
13.1% |
247 |
1.7% |
59% |
False |
False |
6,599 |
100 |
15,125 |
12,715 |
2,410 |
16.8% |
211 |
1.5% |
68% |
False |
False |
5,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,821 |
2.618 |
14,650 |
1.618 |
14,545 |
1.000 |
14,480 |
0.618 |
14,440 |
HIGH |
14,375 |
0.618 |
14,335 |
0.500 |
14,323 |
0.382 |
14,310 |
LOW |
14,270 |
0.618 |
14,205 |
1.000 |
14,165 |
1.618 |
14,100 |
2.618 |
13,995 |
4.250 |
13,824 |
|
|
Fisher Pivots for day following 04-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
14,344 |
14,355 |
PP |
14,333 |
14,355 |
S1 |
14,323 |
14,355 |
|