Trading Metrics calculated at close of trading on 07-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
6,725.5 |
6,722.0 |
-3.5 |
-0.1% |
6,717.0 |
High |
6,752.5 |
6,763.5 |
11.0 |
0.2% |
6,798.0 |
Low |
6,716.5 |
6,626.5 |
-90.0 |
-1.3% |
6,680.5 |
Close |
6,726.5 |
6,677.5 |
-49.0 |
-0.7% |
6,700.5 |
Range |
36.0 |
137.0 |
101.0 |
280.6% |
117.5 |
ATR |
65.4 |
70.5 |
5.1 |
7.8% |
0.0 |
Volume |
148,781 |
122,965 |
-25,816 |
-17.4% |
477,734 |
|
Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,100.0 |
7,026.0 |
6,753.0 |
|
R3 |
6,963.0 |
6,889.0 |
6,715.0 |
|
R2 |
6,826.0 |
6,826.0 |
6,702.5 |
|
R1 |
6,752.0 |
6,752.0 |
6,690.0 |
6,720.5 |
PP |
6,689.0 |
6,689.0 |
6,689.0 |
6,673.5 |
S1 |
6,615.0 |
6,615.0 |
6,665.0 |
6,583.5 |
S2 |
6,552.0 |
6,552.0 |
6,652.5 |
|
S3 |
6,415.0 |
6,478.0 |
6,640.0 |
|
S4 |
6,278.0 |
6,341.0 |
6,602.0 |
|
|
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 |
6,772.5 |
6,626.5 |
146.0 |
2.2% |
70.0 |
1.0% |
35% |
False |
True |
104,970 |
10 |
6,798.0 |
6,626.5 |
171.5 |
2.6% |
62.0 |
0.9% |
30% |
False |
True |
99,117 |
20 |
6,798.0 |
6,405.0 |
393.0 |
5.9% |
65.5 |
1.0% |
69% |
False |
False |
92,497 |
40 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
66.0 |
1.0% |
76% |
False |
False |
101,312 |
60 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
66.0 |
1.0% |
76% |
False |
False |
69,115 |
80 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
62.5 |
0.9% |
76% |
False |
False |
51,895 |
100 |
6,798.0 |
5,951.5 |
846.5 |
12.7% |
61.5 |
0.9% |
86% |
False |
False |
41,530 |
120 |
6,798.0 |
5,951.5 |
846.5 |
12.7% |
53.0 |
0.8% |
86% |
False |
False |
34,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,346.0 |
2.618 |
7,122.0 |
1.618 |
6,985.0 |
1.000 |
6,900.5 |
0.618 |
6,848.0 |
HIGH |
6,763.5 |
0.618 |
6,711.0 |
0.500 |
6,695.0 |
0.382 |
6,679.0 |
LOW |
6,626.5 |
0.618 |
6,542.0 |
1.000 |
6,489.5 |
1.618 |
6,405.0 |
2.618 |
6,268.0 |
4.250 |
6,044.0 |
|
|
Fisher Pivots for day following 07-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
6,695.0 |
6,699.5 |
PP |
6,689.0 |
6,692.0 |
S1 |
6,683.5 |
6,685.0 |
|