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 |
14,200 |
14,425 |
225 |
1.6% |
14,250 |
High |
14,445 |
14,425 |
-20 |
-0.1% |
14,615 |
Low |
14,150 |
13,910 |
-240 |
-1.7% |
14,155 |
Close |
14,425 |
14,035 |
-390 |
-2.7% |
14,345 |
Range |
295 |
515 |
220 |
74.6% |
460 |
ATR |
263 |
281 |
18 |
6.8% |
0 |
Volume |
9,182 |
23,684 |
14,502 |
157.9% |
39,528 |
|
Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,668 |
15,367 |
14,318 |
|
R3 |
15,153 |
14,852 |
14,177 |
|
R2 |
14,638 |
14,638 |
14,130 |
|
R1 |
14,337 |
14,337 |
14,082 |
14,230 |
PP |
14,123 |
14,123 |
14,123 |
14,070 |
S1 |
13,822 |
13,822 |
13,988 |
13,715 |
S2 |
13,608 |
13,608 |
13,941 |
|
S3 |
13,093 |
13,307 |
13,894 |
|
S4 |
12,578 |
12,792 |
13,752 |
|
|
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 |
14,460 |
13,910 |
550 |
3.9% |
285 |
2.0% |
23% |
False |
True |
10,347 |
10 |
14,615 |
13,910 |
705 |
5.0% |
263 |
1.9% |
18% |
False |
True |
9,359 |
20 |
14,885 |
13,910 |
975 |
6.9% |
262 |
1.9% |
13% |
False |
True |
9,887 |
40 |
14,965 |
13,785 |
1,180 |
8.4% |
281 |
2.0% |
21% |
False |
False |
11,797 |
60 |
14,965 |
13,240 |
1,725 |
12.3% |
281 |
2.0% |
46% |
False |
False |
9,462 |
80 |
15,125 |
13,240 |
1,885 |
13.4% |
255 |
1.8% |
42% |
False |
False |
7,100 |
100 |
15,125 |
12,905 |
2,220 |
15.8% |
218 |
1.6% |
51% |
False |
False |
5,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,614 |
2.618 |
15,773 |
1.618 |
15,258 |
1.000 |
14,940 |
0.618 |
14,743 |
HIGH |
14,425 |
0.618 |
14,228 |
0.500 |
14,168 |
0.382 |
14,107 |
LOW |
13,910 |
0.618 |
13,592 |
1.000 |
13,395 |
1.618 |
13,077 |
2.618 |
12,562 |
4.250 |
11,721 |
|
|
Fisher Pivots for day following 07-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
14,168 |
14,178 |
PP |
14,123 |
14,130 |
S1 |
14,079 |
14,083 |
|