Trading Metrics calculated at close of trading on 05-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
14,360 |
14,335 |
-25 |
-0.2% |
14,250 |
High |
14,375 |
14,355 |
-20 |
-0.1% |
14,615 |
Low |
14,270 |
14,150 |
-120 |
-0.8% |
14,155 |
Close |
14,355 |
14,195 |
-160 |
-1.1% |
14,345 |
Range |
105 |
205 |
100 |
95.2% |
460 |
ATR |
265 |
261 |
-4 |
-1.6% |
0 |
Volume |
2,415 |
7,222 |
4,807 |
199.0% |
39,528 |
|
Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,848 |
14,727 |
14,308 |
|
R3 |
14,643 |
14,522 |
14,252 |
|
R2 |
14,438 |
14,438 |
14,233 |
|
R1 |
14,317 |
14,317 |
14,214 |
14,275 |
PP |
14,233 |
14,233 |
14,233 |
14,213 |
S1 |
14,112 |
14,112 |
14,176 |
14,070 |
S2 |
14,028 |
14,028 |
14,158 |
|
S3 |
13,823 |
13,907 |
14,139 |
|
S4 |
13,618 |
13,702 |
14,082 |
|
|
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 |
14,150 |
465 |
3.3% |
194 |
1.4% |
10% |
False |
True |
7,164 |
10 |
14,840 |
14,125 |
715 |
5.0% |
259 |
1.8% |
10% |
False |
False |
8,540 |
20 |
14,885 |
13,790 |
1,095 |
7.7% |
259 |
1.8% |
37% |
False |
False |
9,848 |
40 |
14,965 |
13,785 |
1,180 |
8.3% |
274 |
1.9% |
35% |
False |
False |
11,745 |
60 |
14,965 |
13,240 |
1,725 |
12.2% |
275 |
1.9% |
55% |
False |
False |
8,916 |
80 |
15,125 |
13,240 |
1,885 |
13.3% |
249 |
1.8% |
51% |
False |
False |
6,689 |
100 |
15,125 |
12,905 |
2,220 |
15.6% |
213 |
1.5% |
58% |
False |
False |
5,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,226 |
2.618 |
14,892 |
1.618 |
14,687 |
1.000 |
14,560 |
0.618 |
14,482 |
HIGH |
14,355 |
0.618 |
14,277 |
0.500 |
14,253 |
0.382 |
14,228 |
LOW |
14,150 |
0.618 |
14,023 |
1.000 |
13,945 |
1.618 |
13,818 |
2.618 |
13,613 |
4.250 |
13,279 |
|
|
Fisher Pivots for day following 05-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
14,253 |
14,305 |
PP |
14,233 |
14,268 |
S1 |
14,214 |
14,232 |
|