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 |
1,104.6 |
1,102.7 |
-1.9 |
-0.2% |
1,115.3 |
High |
1,105.6 |
1,109.7 |
4.1 |
0.4% |
1,123.0 |
Low |
1,094.0 |
1,094.5 |
0.5 |
0.0% |
1,084.6 |
Close |
1,101.0 |
1,096.7 |
-4.3 |
-0.4% |
1,092.0 |
Range |
11.6 |
15.2 |
3.6 |
31.0% |
38.4 |
ATR |
14.1 |
14.2 |
0.1 |
0.6% |
0.0 |
Volume |
88,309 |
89,964 |
1,655 |
1.9% |
548,578 |
|
Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,146.0 |
1,136.5 |
1,105.0 |
|
R3 |
1,130.8 |
1,121.3 |
1,101.0 |
|
R2 |
1,115.5 |
1,115.5 |
1,099.5 |
|
R1 |
1,106.0 |
1,106.0 |
1,098.0 |
1,103.3 |
PP |
1,100.3 |
1,100.3 |
1,100.3 |
1,098.8 |
S1 |
1,091.0 |
1,091.0 |
1,095.3 |
1,088.0 |
S2 |
1,085.0 |
1,085.0 |
1,094.0 |
|
S3 |
1,070.0 |
1,075.8 |
1,092.5 |
|
S4 |
1,054.8 |
1,060.5 |
1,088.3 |
|
|
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 |
1,109.7 |
1,084.6 |
25.1 |
2.3% |
14.8 |
1.3% |
48% |
True |
False |
103,758 |
10 |
1,123.0 |
1,084.6 |
38.4 |
3.5% |
13.8 |
1.3% |
32% |
False |
False |
96,475 |
20 |
1,123.0 |
1,042.9 |
80.1 |
7.3% |
14.5 |
1.3% |
67% |
False |
False |
99,027 |
40 |
1,123.0 |
1,034.7 |
88.3 |
8.1% |
14.3 |
1.3% |
70% |
False |
False |
107,173 |
60 |
1,123.0 |
1,003.2 |
119.8 |
10.9% |
12.3 |
1.1% |
78% |
False |
False |
72,221 |
80 |
1,123.0 |
1,003.2 |
119.8 |
10.9% |
9.5 |
0.9% |
78% |
False |
False |
54,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,174.3 |
2.618 |
1,149.5 |
1.618 |
1,134.3 |
1.000 |
1,125.0 |
0.618 |
1,119.0 |
HIGH |
1,109.8 |
0.618 |
1,104.0 |
0.500 |
1,102.0 |
0.382 |
1,100.3 |
LOW |
1,094.5 |
0.618 |
1,085.0 |
1.000 |
1,079.3 |
1.618 |
1,070.0 |
2.618 |
1,054.8 |
4.250 |
1,030.0 |
|
|
Fisher Pivots for day following 06-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,102.0 |
1,100.0 |
PP |
1,100.3 |
1,098.8 |
S1 |
1,098.5 |
1,097.8 |
|