Trading Metrics calculated at close of trading on 08-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,095.2 |
1,079.6 |
-15.6 |
-1.4% |
1,091.6 |
High |
1,104.5 |
1,100.2 |
-4.3 |
-0.4% |
1,109.7 |
Low |
1,076.8 |
1,074.6 |
-2.2 |
-0.2% |
1,074.6 |
Close |
1,078.1 |
1,096.9 |
18.8 |
1.7% |
1,096.9 |
Range |
27.7 |
25.6 |
-2.1 |
-7.6% |
35.1 |
ATR |
15.1 |
15.9 |
0.7 |
4.9% |
0.0 |
Volume |
156,100 |
129,567 |
-26,533 |
-17.0% |
545,110 |
|
Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,167.3 |
1,157.8 |
1,111.0 |
|
R3 |
1,141.8 |
1,132.3 |
1,104.0 |
|
R2 |
1,116.3 |
1,116.3 |
1,101.5 |
|
R1 |
1,106.5 |
1,106.5 |
1,099.3 |
1,111.3 |
PP |
1,090.5 |
1,090.5 |
1,090.5 |
1,093.0 |
S1 |
1,081.0 |
1,081.0 |
1,094.5 |
1,085.8 |
S2 |
1,065.0 |
1,065.0 |
1,092.3 |
|
S3 |
1,039.3 |
1,055.3 |
1,089.8 |
|
S4 |
1,013.8 |
1,029.8 |
1,082.8 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,199.0 |
1,183.0 |
1,116.3 |
|
R3 |
1,164.0 |
1,148.0 |
1,106.5 |
|
R2 |
1,128.8 |
1,128.8 |
1,103.3 |
|
R1 |
1,112.8 |
1,112.8 |
1,100.0 |
1,120.8 |
PP |
1,093.8 |
1,093.8 |
1,093.8 |
1,097.8 |
S1 |
1,077.8 |
1,077.8 |
1,093.8 |
1,085.8 |
S2 |
1,058.8 |
1,058.8 |
1,090.5 |
|
S3 |
1,023.5 |
1,042.8 |
1,087.3 |
|
S4 |
988.5 |
1,007.5 |
1,077.5 |
|
|
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 |
1,074.6 |
35.1 |
3.2% |
19.5 |
1.8% |
64% |
False |
True |
109,022 |
10 |
1,123.0 |
1,074.6 |
48.4 |
4.4% |
17.3 |
1.6% |
46% |
False |
True |
109,368 |
20 |
1,123.0 |
1,071.4 |
51.6 |
4.7% |
14.8 |
1.3% |
49% |
False |
False |
102,145 |
40 |
1,123.0 |
1,034.7 |
88.3 |
8.0% |
15.0 |
1.4% |
70% |
False |
False |
108,688 |
60 |
1,123.0 |
1,003.2 |
119.8 |
10.9% |
13.0 |
1.2% |
78% |
False |
False |
76,982 |
80 |
1,123.0 |
1,003.2 |
119.8 |
10.9% |
10.3 |
0.9% |
78% |
False |
False |
57,737 |
100 |
1,123.0 |
943.6 |
179.4 |
16.4% |
8.0 |
0.7% |
85% |
False |
False |
46,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,209.0 |
2.618 |
1,167.3 |
1.618 |
1,141.5 |
1.000 |
1,125.8 |
0.618 |
1,116.0 |
HIGH |
1,100.3 |
0.618 |
1,090.5 |
0.500 |
1,087.5 |
0.382 |
1,084.5 |
LOW |
1,074.5 |
0.618 |
1,058.8 |
1.000 |
1,049.0 |
1.618 |
1,033.3 |
2.618 |
1,007.5 |
4.250 |
965.8 |
|
|
Fisher Pivots for day following 08-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,093.8 |
1,095.3 |
PP |
1,090.5 |
1,093.8 |
S1 |
1,087.5 |
1,092.3 |
|