| Trading Metrics calculated at close of trading on 06-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
6,760.0 |
6,725.5 |
-34.5 |
-0.5% |
6,717.0 |
| High |
6,772.5 |
6,752.5 |
-20.0 |
-0.3% |
6,798.0 |
| Low |
6,685.0 |
6,716.5 |
31.5 |
0.5% |
6,680.5 |
| Close |
6,716.0 |
6,726.5 |
10.5 |
0.2% |
6,700.5 |
| Range |
87.5 |
36.0 |
-51.5 |
-58.9% |
117.5 |
| ATR |
67.6 |
65.4 |
-2.2 |
-3.3% |
0.0 |
| Volume |
75,426 |
148,781 |
73,355 |
97.3% |
477,734 |
|
| Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,840.0 |
6,819.0 |
6,746.5 |
|
| R3 |
6,804.0 |
6,783.0 |
6,736.5 |
|
| R2 |
6,768.0 |
6,768.0 |
6,733.0 |
|
| R1 |
6,747.0 |
6,747.0 |
6,730.0 |
6,757.5 |
| PP |
6,732.0 |
6,732.0 |
6,732.0 |
6,737.0 |
| S1 |
6,711.0 |
6,711.0 |
6,723.0 |
6,721.5 |
| S2 |
6,696.0 |
6,696.0 |
6,720.0 |
|
| S3 |
6,660.0 |
6,675.0 |
6,716.5 |
|
| S4 |
6,624.0 |
6,639.0 |
6,706.5 |
|
|
| 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 |
6,772.5 |
6,685.0 |
87.5 |
1.3% |
52.5 |
0.8% |
47% |
False |
False |
98,872 |
| 10 |
6,798.0 |
6,657.0 |
141.0 |
2.1% |
53.0 |
0.8% |
49% |
False |
False |
94,026 |
| 20 |
6,798.0 |
6,312.5 |
485.5 |
7.2% |
64.5 |
1.0% |
85% |
False |
False |
90,523 |
| 40 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
63.5 |
0.9% |
86% |
False |
False |
99,034 |
| 60 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
64.0 |
1.0% |
86% |
False |
False |
67,070 |
| 80 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
61.5 |
0.9% |
86% |
False |
False |
50,358 |
| 100 |
6,798.0 |
5,951.5 |
846.5 |
12.6% |
60.5 |
0.9% |
92% |
False |
False |
40,301 |
| 120 |
6,798.0 |
5,951.5 |
846.5 |
12.6% |
52.0 |
0.8% |
92% |
False |
False |
33,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,905.5 |
|
2.618 |
6,846.5 |
|
1.618 |
6,810.5 |
|
1.000 |
6,788.5 |
|
0.618 |
6,774.5 |
|
HIGH |
6,752.5 |
|
0.618 |
6,738.5 |
|
0.500 |
6,734.5 |
|
0.382 |
6,730.5 |
|
LOW |
6,716.5 |
|
0.618 |
6,694.5 |
|
1.000 |
6,680.5 |
|
1.618 |
6,658.5 |
|
2.618 |
6,622.5 |
|
4.250 |
6,563.5 |
|
|
| Fisher Pivots for day following 06-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,734.5 |
6,729.0 |
| PP |
6,732.0 |
6,728.0 |
| S1 |
6,729.0 |
6,727.0 |
|