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 |
1,098.7 |
1,091.6 |
-7.1 |
-0.6% |
1,115.3 |
High |
1,101.7 |
1,107.2 |
5.5 |
0.5% |
1,123.0 |
Low |
1,084.6 |
1,090.2 |
5.6 |
0.5% |
1,084.6 |
Close |
1,092.0 |
1,105.0 |
13.0 |
1.2% |
1,092.0 |
Range |
17.1 |
17.0 |
-0.1 |
-0.6% |
38.4 |
ATR |
14.1 |
14.3 |
0.2 |
1.5% |
0.0 |
Volume |
149,612 |
81,170 |
-68,442 |
-45.7% |
548,578 |
|
Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,151.8 |
1,145.5 |
1,114.3 |
|
R3 |
1,134.8 |
1,128.5 |
1,109.8 |
|
R2 |
1,117.8 |
1,117.8 |
1,108.0 |
|
R1 |
1,111.5 |
1,111.5 |
1,106.5 |
1,114.5 |
PP |
1,100.8 |
1,100.8 |
1,100.8 |
1,102.5 |
S1 |
1,094.5 |
1,094.5 |
1,103.5 |
1,097.5 |
S2 |
1,083.8 |
1,083.8 |
1,102.0 |
|
S3 |
1,066.8 |
1,077.5 |
1,100.3 |
|
S4 |
1,049.8 |
1,060.5 |
1,095.8 |
|
|
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% |
16.3 |
1.5% |
53% |
False |
False |
111,352 |
10 |
1,123.0 |
1,084.6 |
38.4 |
3.5% |
13.3 |
1.2% |
53% |
False |
False |
99,881 |
20 |
1,123.0 |
1,034.7 |
88.3 |
8.0% |
15.0 |
1.4% |
80% |
False |
False |
105,019 |
40 |
1,123.0 |
1,034.7 |
88.3 |
8.0% |
14.0 |
1.3% |
80% |
False |
False |
103,573 |
60 |
1,123.0 |
1,003.2 |
119.8 |
10.8% |
12.0 |
1.1% |
85% |
False |
False |
69,250 |
80 |
1,123.0 |
1,003.2 |
119.8 |
10.8% |
9.3 |
0.8% |
85% |
False |
False |
51,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,179.5 |
2.618 |
1,151.8 |
1.618 |
1,134.8 |
1.000 |
1,124.3 |
0.618 |
1,117.8 |
HIGH |
1,107.3 |
0.618 |
1,100.8 |
0.500 |
1,098.8 |
0.382 |
1,096.8 |
LOW |
1,090.3 |
0.618 |
1,079.8 |
1.000 |
1,073.3 |
1.618 |
1,062.8 |
2.618 |
1,045.8 |
4.250 |
1,018.0 |
|
|
Fisher Pivots for day following 04-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,103.0 |
1,102.0 |
PP |
1,100.8 |
1,099.0 |
S1 |
1,098.8 |
1,096.0 |
|