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 |
15,541 |
15,524 |
-17 |
-0.1% |
15,493 |
High |
15,592 |
15,589 |
-3 |
0.0% |
15,676 |
Low |
15,477 |
15,481 |
4 |
0.0% |
15,468 |
Close |
15,477 |
15,542 |
65 |
0.4% |
15,542 |
Range |
115 |
108 |
-7 |
-6.1% |
208 |
ATR |
146 |
143 |
-2 |
-1.6% |
0 |
Volume |
143,545 |
127,925 |
-15,620 |
-10.9% |
631,742 |
|
Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,861 |
15,810 |
15,602 |
|
R3 |
15,753 |
15,702 |
15,572 |
|
R2 |
15,645 |
15,645 |
15,562 |
|
R1 |
15,594 |
15,594 |
15,552 |
15,620 |
PP |
15,537 |
15,537 |
15,537 |
15,550 |
S1 |
15,486 |
15,486 |
15,532 |
15,512 |
S2 |
15,429 |
15,429 |
15,522 |
|
S3 |
15,321 |
15,378 |
15,512 |
|
S4 |
15,213 |
15,270 |
15,483 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,186 |
16,072 |
15,657 |
|
R3 |
15,978 |
15,864 |
15,599 |
|
R2 |
15,770 |
15,770 |
15,580 |
|
R1 |
15,656 |
15,656 |
15,561 |
15,713 |
PP |
15,562 |
15,562 |
15,562 |
15,591 |
S1 |
15,448 |
15,448 |
15,523 |
15,505 |
S2 |
15,354 |
15,354 |
15,504 |
|
S3 |
15,146 |
15,240 |
15,485 |
|
S4 |
14,938 |
15,032 |
15,428 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,676 |
15,468 |
208 |
1.3% |
128 |
0.8% |
36% |
False |
False |
126,348 |
10 |
15,676 |
15,297 |
379 |
2.4% |
119 |
0.8% |
65% |
False |
False |
123,797 |
20 |
15,676 |
14,648 |
1,028 |
6.6% |
155 |
1.0% |
87% |
False |
False |
147,068 |
40 |
15,676 |
14,648 |
1,028 |
6.6% |
147 |
0.9% |
87% |
False |
False |
131,377 |
60 |
15,676 |
14,648 |
1,028 |
6.6% |
143 |
0.9% |
87% |
False |
False |
87,689 |
80 |
15,676 |
14,648 |
1,028 |
6.6% |
128 |
0.8% |
87% |
False |
False |
65,771 |
100 |
15,676 |
14,410 |
1,266 |
8.1% |
125 |
0.8% |
89% |
False |
False |
52,621 |
120 |
15,676 |
14,410 |
1,266 |
8.1% |
112 |
0.7% |
89% |
False |
False |
43,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,048 |
2.618 |
15,872 |
1.618 |
15,764 |
1.000 |
15,697 |
0.618 |
15,656 |
HIGH |
15,589 |
0.618 |
15,548 |
0.500 |
15,535 |
0.382 |
15,522 |
LOW |
15,481 |
0.618 |
15,414 |
1.000 |
15,373 |
1.618 |
15,306 |
2.618 |
15,198 |
4.250 |
15,022 |
|
|
Fisher Pivots for day following 01-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,540 |
15,577 |
PP |
15,537 |
15,565 |
S1 |
15,535 |
15,554 |
|