| 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 |
1,102.6 |
1,098.7 |
-3.9 |
-0.4% |
1,115.3 |
| High |
1,107.3 |
1,101.7 |
-5.6 |
-0.5% |
1,123.0 |
| Low |
1,094.3 |
1,084.6 |
-9.7 |
-0.9% |
1,084.6 |
| Close |
1,097.8 |
1,092.0 |
-5.8 |
-0.5% |
1,092.0 |
| Range |
13.0 |
17.1 |
4.1 |
31.5% |
38.4 |
| ATR |
13.9 |
14.1 |
0.2 |
1.7% |
0.0 |
| Volume |
109,738 |
149,612 |
39,874 |
36.3% |
548,578 |
|
| Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,144.0 |
1,135.3 |
1,101.5 |
|
| R3 |
1,127.0 |
1,118.0 |
1,096.8 |
|
| R2 |
1,109.8 |
1,109.8 |
1,095.3 |
|
| R1 |
1,101.0 |
1,101.0 |
1,093.5 |
1,096.8 |
| PP |
1,092.8 |
1,092.8 |
1,092.8 |
1,090.8 |
| S1 |
1,083.8 |
1,083.8 |
1,090.5 |
1,079.8 |
| S2 |
1,075.8 |
1,075.8 |
1,088.8 |
|
| S3 |
1,058.5 |
1,066.8 |
1,087.3 |
|
| S4 |
1,041.5 |
1,049.8 |
1,082.5 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,215.0 |
1,192.0 |
1,113.0 |
|
| R3 |
1,176.8 |
1,153.5 |
1,102.5 |
|
| R2 |
1,138.3 |
1,138.3 |
1,099.0 |
|
| R1 |
1,115.3 |
1,115.3 |
1,095.5 |
1,107.5 |
| PP |
1,099.8 |
1,099.8 |
1,099.8 |
1,096.0 |
| S1 |
1,076.8 |
1,076.8 |
1,088.5 |
1,069.0 |
| S2 |
1,061.5 |
1,061.5 |
1,085.0 |
|
| S3 |
1,023.0 |
1,038.3 |
1,081.5 |
|
| S4 |
984.8 |
1,000.0 |
1,071.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,123.0 |
1,084.6 |
38.4 |
3.5% |
15.0 |
1.4% |
19% |
False |
True |
109,715 |
| 10 |
1,123.0 |
1,084.6 |
38.4 |
3.5% |
12.3 |
1.1% |
19% |
False |
True |
100,014 |
| 20 |
1,123.0 |
1,034.7 |
88.3 |
8.1% |
14.8 |
1.3% |
65% |
False |
False |
106,083 |
| 40 |
1,123.0 |
1,026.9 |
96.1 |
8.8% |
13.8 |
1.3% |
68% |
False |
False |
101,669 |
| 60 |
1,123.0 |
1,003.2 |
119.8 |
11.0% |
11.8 |
1.1% |
74% |
False |
False |
67,897 |
| 80 |
1,123.0 |
1,003.2 |
119.8 |
11.0% |
9.0 |
0.8% |
74% |
False |
False |
50,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,174.5 |
|
2.618 |
1,146.5 |
|
1.618 |
1,129.3 |
|
1.000 |
1,118.8 |
|
0.618 |
1,112.3 |
|
HIGH |
1,101.8 |
|
0.618 |
1,095.3 |
|
0.500 |
1,093.3 |
|
0.382 |
1,091.3 |
|
LOW |
1,084.5 |
|
0.618 |
1,074.0 |
|
1.000 |
1,067.5 |
|
1.618 |
1,057.0 |
|
2.618 |
1,039.8 |
|
4.250 |
1,012.0 |
|
|
| Fisher Pivots for day following 01-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,093.3 |
1,103.8 |
| PP |
1,092.8 |
1,099.8 |
| S1 |
1,092.5 |
1,096.0 |
|