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 |
6,735.0 |
6,722.5 |
-12.5 |
-0.2% |
6,717.0 |
High |
6,747.0 |
6,737.5 |
-9.5 |
-0.1% |
6,798.0 |
Low |
6,696.5 |
6,692.0 |
-4.5 |
-0.1% |
6,680.5 |
Close |
6,708.5 |
6,700.5 |
-8.0 |
-0.1% |
6,700.5 |
Range |
50.5 |
45.5 |
-5.0 |
-9.9% |
117.5 |
ATR |
67.6 |
66.0 |
-1.6 |
-2.3% |
0.0 |
Volume |
92,473 |
68,727 |
-23,746 |
-25.7% |
477,734 |
|
Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,846.5 |
6,819.0 |
6,725.5 |
|
R3 |
6,801.0 |
6,773.5 |
6,713.0 |
|
R2 |
6,755.5 |
6,755.5 |
6,709.0 |
|
R1 |
6,728.0 |
6,728.0 |
6,704.5 |
6,719.0 |
PP |
6,710.0 |
6,710.0 |
6,710.0 |
6,705.5 |
S1 |
6,682.5 |
6,682.5 |
6,696.5 |
6,673.5 |
S2 |
6,664.5 |
6,664.5 |
6,692.0 |
|
S3 |
6,619.0 |
6,637.0 |
6,688.0 |
|
S4 |
6,573.5 |
6,591.5 |
6,675.5 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,079.0 |
7,007.0 |
6,765.0 |
|
R3 |
6,961.5 |
6,889.5 |
6,733.0 |
|
R2 |
6,844.0 |
6,844.0 |
6,722.0 |
|
R1 |
6,772.0 |
6,772.0 |
6,711.5 |
6,749.0 |
PP |
6,726.5 |
6,726.5 |
6,726.5 |
6,715.0 |
S1 |
6,654.5 |
6,654.5 |
6,689.5 |
6,632.0 |
S2 |
6,609.0 |
6,609.0 |
6,679.0 |
|
S3 |
6,491.5 |
6,537.0 |
6,668.0 |
|
S4 |
6,374.0 |
6,419.5 |
6,636.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,798.0 |
6,680.5 |
117.5 |
1.8% |
57.0 |
0.8% |
17% |
False |
False |
95,546 |
10 |
6,798.0 |
6,587.0 |
211.0 |
3.1% |
56.5 |
0.8% |
54% |
False |
False |
87,217 |
20 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
68.0 |
1.0% |
81% |
False |
False |
89,810 |
40 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
63.0 |
0.9% |
81% |
False |
False |
92,024 |
60 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
63.5 |
1.0% |
81% |
False |
False |
61,562 |
80 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
60.5 |
0.9% |
81% |
False |
False |
46,195 |
100 |
6,798.0 |
5,951.5 |
846.5 |
12.6% |
59.5 |
0.9% |
88% |
False |
False |
36,970 |
120 |
6,798.0 |
5,951.5 |
846.5 |
12.6% |
51.0 |
0.8% |
88% |
False |
False |
30,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,931.0 |
2.618 |
6,856.5 |
1.618 |
6,811.0 |
1.000 |
6,783.0 |
0.618 |
6,765.5 |
HIGH |
6,737.5 |
0.618 |
6,720.0 |
0.500 |
6,715.0 |
0.382 |
6,709.5 |
LOW |
6,692.0 |
0.618 |
6,664.0 |
1.000 |
6,646.5 |
1.618 |
6,618.5 |
2.618 |
6,573.0 |
4.250 |
6,498.5 |
|
|
Fisher Pivots for day following 01-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
6,715.0 |
6,745.0 |
PP |
6,710.0 |
6,730.0 |
S1 |
6,705.0 |
6,715.5 |
|