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 |
6,735.0 |
6,760.0 |
25.0 |
0.4% |
6,717.0 |
High |
6,768.0 |
6,772.5 |
4.5 |
0.1% |
6,798.0 |
Low |
6,724.5 |
6,685.0 |
-39.5 |
-0.6% |
6,680.5 |
Close |
6,742.0 |
6,716.0 |
-26.0 |
-0.4% |
6,700.5 |
Range |
43.5 |
87.5 |
44.0 |
101.1% |
117.5 |
ATR |
66.1 |
67.6 |
1.5 |
2.3% |
0.0 |
Volume |
108,955 |
75,426 |
-33,529 |
-30.8% |
477,734 |
|
Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,987.0 |
6,939.0 |
6,764.0 |
|
R3 |
6,899.5 |
6,851.5 |
6,740.0 |
|
R2 |
6,812.0 |
6,812.0 |
6,732.0 |
|
R1 |
6,764.0 |
6,764.0 |
6,724.0 |
6,744.0 |
PP |
6,724.5 |
6,724.5 |
6,724.5 |
6,714.5 |
S1 |
6,676.5 |
6,676.5 |
6,708.0 |
6,657.0 |
S2 |
6,637.0 |
6,637.0 |
6,700.0 |
|
S3 |
6,549.5 |
6,589.0 |
6,692.0 |
|
S4 |
6,462.0 |
6,501.5 |
6,668.0 |
|
|
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 |
6,685.0 |
113.0 |
1.7% |
60.5 |
0.9% |
27% |
False |
True |
95,985 |
10 |
6,798.0 |
6,631.0 |
167.0 |
2.5% |
53.5 |
0.8% |
51% |
False |
False |
87,445 |
20 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
66.0 |
1.0% |
84% |
False |
False |
88,668 |
40 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
64.0 |
0.9% |
84% |
False |
False |
95,643 |
60 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
64.5 |
1.0% |
84% |
False |
False |
64,591 |
80 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
61.5 |
0.9% |
84% |
False |
False |
48,499 |
100 |
6,798.0 |
5,951.5 |
846.5 |
12.6% |
60.5 |
0.9% |
90% |
False |
False |
38,814 |
120 |
6,798.0 |
5,951.5 |
846.5 |
12.6% |
52.0 |
0.8% |
90% |
False |
False |
32,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,144.5 |
2.618 |
7,001.5 |
1.618 |
6,914.0 |
1.000 |
6,860.0 |
0.618 |
6,826.5 |
HIGH |
6,772.5 |
0.618 |
6,739.0 |
0.500 |
6,729.0 |
0.382 |
6,718.5 |
LOW |
6,685.0 |
0.618 |
6,631.0 |
1.000 |
6,597.5 |
1.618 |
6,543.5 |
2.618 |
6,456.0 |
4.250 |
6,313.0 |
|
|
Fisher Pivots for day following 05-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
6,729.0 |
6,729.0 |
PP |
6,724.5 |
6,724.5 |
S1 |
6,720.0 |
6,720.0 |
|