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 |
14,425 |
14,040 |
-385 |
-2.7% |
14,360 |
High |
14,425 |
14,310 |
-115 |
-0.8% |
14,445 |
Low |
13,910 |
14,020 |
110 |
0.8% |
13,910 |
Close |
14,035 |
14,270 |
235 |
1.7% |
14,270 |
Range |
515 |
290 |
-225 |
-43.7% |
535 |
ATR |
281 |
282 |
1 |
0.2% |
0 |
Volume |
23,684 |
22,270 |
-1,414 |
-6.0% |
64,773 |
|
Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,070 |
14,960 |
14,430 |
|
R3 |
14,780 |
14,670 |
14,350 |
|
R2 |
14,490 |
14,490 |
14,323 |
|
R1 |
14,380 |
14,380 |
14,297 |
14,435 |
PP |
14,200 |
14,200 |
14,200 |
14,228 |
S1 |
14,090 |
14,090 |
14,244 |
14,145 |
S2 |
13,910 |
13,910 |
14,217 |
|
S3 |
13,620 |
13,800 |
14,190 |
|
S4 |
13,330 |
13,510 |
14,111 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,813 |
15,577 |
14,564 |
|
R3 |
15,278 |
15,042 |
14,417 |
|
R2 |
14,743 |
14,743 |
14,368 |
|
R1 |
14,507 |
14,507 |
14,319 |
14,358 |
PP |
14,208 |
14,208 |
14,208 |
14,134 |
S1 |
13,972 |
13,972 |
14,221 |
13,823 |
S2 |
13,673 |
13,673 |
14,172 |
|
S3 |
13,138 |
13,437 |
14,123 |
|
S4 |
12,603 |
12,902 |
13,976 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,445 |
13,910 |
535 |
3.7% |
282 |
2.0% |
67% |
False |
False |
12,954 |
10 |
14,615 |
13,910 |
705 |
4.9% |
255 |
1.8% |
51% |
False |
False |
10,430 |
20 |
14,885 |
13,910 |
975 |
6.8% |
264 |
1.8% |
37% |
False |
False |
10,239 |
40 |
14,965 |
13,785 |
1,180 |
8.3% |
283 |
2.0% |
41% |
False |
False |
12,142 |
60 |
14,965 |
13,240 |
1,725 |
12.1% |
280 |
2.0% |
60% |
False |
False |
9,833 |
80 |
14,985 |
13,240 |
1,745 |
12.2% |
255 |
1.8% |
59% |
False |
False |
7,378 |
100 |
15,125 |
12,905 |
2,220 |
15.6% |
221 |
1.5% |
61% |
False |
False |
5,903 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,543 |
2.618 |
15,069 |
1.618 |
14,779 |
1.000 |
14,600 |
0.618 |
14,489 |
HIGH |
14,310 |
0.618 |
14,199 |
0.500 |
14,165 |
0.382 |
14,131 |
LOW |
14,020 |
0.618 |
13,841 |
1.000 |
13,730 |
1.618 |
13,551 |
2.618 |
13,261 |
4.250 |
12,788 |
|
|
Fisher Pivots for day following 08-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
14,235 |
14,239 |
PP |
14,200 |
14,208 |
S1 |
14,165 |
14,178 |
|