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 |
1,102.7 |
1,095.2 |
-7.5 |
-0.7% |
1,115.3 |
High |
1,109.7 |
1,104.5 |
-5.2 |
-0.5% |
1,123.0 |
Low |
1,094.5 |
1,076.8 |
-17.7 |
-1.6% |
1,084.6 |
Close |
1,096.7 |
1,078.1 |
-18.6 |
-1.7% |
1,092.0 |
Range |
15.2 |
27.7 |
12.5 |
82.2% |
38.4 |
ATR |
14.2 |
15.1 |
1.0 |
6.8% |
0.0 |
Volume |
89,964 |
156,100 |
66,136 |
73.5% |
548,578 |
|
Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,169.5 |
1,151.5 |
1,093.3 |
|
R3 |
1,141.8 |
1,123.8 |
1,085.8 |
|
R2 |
1,114.3 |
1,114.3 |
1,083.3 |
|
R1 |
1,096.3 |
1,096.3 |
1,080.8 |
1,091.3 |
PP |
1,086.5 |
1,086.5 |
1,086.5 |
1,084.0 |
S1 |
1,068.5 |
1,068.5 |
1,075.5 |
1,063.5 |
S2 |
1,058.8 |
1,058.8 |
1,073.0 |
|
S3 |
1,031.0 |
1,040.8 |
1,070.5 |
|
S4 |
1,003.3 |
1,013.0 |
1,062.8 |
|
|
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 |
1,109.7 |
1,076.8 |
32.9 |
3.1% |
17.8 |
1.6% |
4% |
False |
True |
113,031 |
10 |
1,123.0 |
1,076.8 |
46.2 |
4.3% |
15.5 |
1.4% |
3% |
False |
True |
104,065 |
20 |
1,123.0 |
1,063.2 |
59.8 |
5.5% |
14.5 |
1.3% |
25% |
False |
False |
100,464 |
40 |
1,123.0 |
1,034.7 |
88.3 |
8.2% |
14.5 |
1.4% |
49% |
False |
False |
108,566 |
60 |
1,123.0 |
1,003.2 |
119.8 |
11.1% |
12.8 |
1.2% |
63% |
False |
False |
74,823 |
80 |
1,123.0 |
1,003.2 |
119.8 |
11.1% |
9.8 |
0.9% |
63% |
False |
False |
56,118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,222.3 |
2.618 |
1,177.0 |
1.618 |
1,149.3 |
1.000 |
1,132.3 |
0.618 |
1,121.5 |
HIGH |
1,104.5 |
0.618 |
1,094.0 |
0.500 |
1,090.8 |
0.382 |
1,087.5 |
LOW |
1,076.8 |
0.618 |
1,059.8 |
1.000 |
1,049.0 |
1.618 |
1,032.0 |
2.618 |
1,004.3 |
4.250 |
959.0 |
|
|
Fisher Pivots for day following 07-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,090.8 |
1,093.3 |
PP |
1,086.5 |
1,088.3 |
S1 |
1,082.3 |
1,083.3 |
|