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 |
6,722.5 |
6,735.0 |
12.5 |
0.2% |
6,717.0 |
High |
6,737.5 |
6,768.0 |
30.5 |
0.5% |
6,798.0 |
Low |
6,692.0 |
6,724.5 |
32.5 |
0.5% |
6,680.5 |
Close |
6,700.5 |
6,742.0 |
41.5 |
0.6% |
6,700.5 |
Range |
45.5 |
43.5 |
-2.0 |
-4.4% |
117.5 |
ATR |
66.0 |
66.1 |
0.1 |
0.2% |
0.0 |
Volume |
68,727 |
108,955 |
40,228 |
58.5% |
477,734 |
|
Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,875.5 |
6,852.0 |
6,766.0 |
|
R3 |
6,832.0 |
6,808.5 |
6,754.0 |
|
R2 |
6,788.5 |
6,788.5 |
6,750.0 |
|
R1 |
6,765.0 |
6,765.0 |
6,746.0 |
6,777.0 |
PP |
6,745.0 |
6,745.0 |
6,745.0 |
6,750.5 |
S1 |
6,721.5 |
6,721.5 |
6,738.0 |
6,733.0 |
S2 |
6,701.5 |
6,701.5 |
6,734.0 |
|
S3 |
6,658.0 |
6,678.0 |
6,730.0 |
|
S4 |
6,614.5 |
6,634.5 |
6,718.0 |
|
|
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 |
6,692.0 |
106.0 |
1.6% |
57.0 |
0.8% |
47% |
False |
False |
102,230 |
10 |
6,798.0 |
6,619.0 |
179.0 |
2.7% |
52.0 |
0.8% |
69% |
False |
False |
88,051 |
20 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
66.5 |
1.0% |
89% |
False |
False |
89,991 |
40 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
63.0 |
0.9% |
89% |
False |
False |
94,419 |
60 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
63.5 |
0.9% |
89% |
False |
False |
63,334 |
80 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
60.5 |
0.9% |
89% |
False |
False |
47,556 |
100 |
6,798.0 |
5,951.5 |
846.5 |
12.6% |
60.0 |
0.9% |
93% |
False |
False |
38,060 |
120 |
6,798.0 |
5,951.5 |
846.5 |
12.6% |
51.0 |
0.8% |
93% |
False |
False |
31,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,953.0 |
2.618 |
6,882.0 |
1.618 |
6,838.5 |
1.000 |
6,811.5 |
0.618 |
6,795.0 |
HIGH |
6,768.0 |
0.618 |
6,751.5 |
0.500 |
6,746.0 |
0.382 |
6,741.0 |
LOW |
6,724.5 |
0.618 |
6,697.5 |
1.000 |
6,681.0 |
1.618 |
6,654.0 |
2.618 |
6,610.5 |
4.250 |
6,539.5 |
|
|
Fisher Pivots for day following 04-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
6,746.0 |
6,738.0 |
PP |
6,745.0 |
6,734.0 |
S1 |
6,743.5 |
6,730.0 |
|