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 |
15,524 |
15,540 |
16 |
0.1% |
15,493 |
High |
15,589 |
15,610 |
21 |
0.1% |
15,676 |
Low |
15,481 |
15,523 |
42 |
0.3% |
15,468 |
Close |
15,542 |
15,575 |
33 |
0.2% |
15,542 |
Range |
108 |
87 |
-21 |
-19.4% |
208 |
ATR |
143 |
139 |
-4 |
-2.8% |
0 |
Volume |
127,925 |
94,882 |
-33,043 |
-25.8% |
631,742 |
|
Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,830 |
15,790 |
15,623 |
|
R3 |
15,743 |
15,703 |
15,599 |
|
R2 |
15,656 |
15,656 |
15,591 |
|
R1 |
15,616 |
15,616 |
15,583 |
15,636 |
PP |
15,569 |
15,569 |
15,569 |
15,580 |
S1 |
15,529 |
15,529 |
15,567 |
15,549 |
S2 |
15,482 |
15,482 |
15,559 |
|
S3 |
15,395 |
15,442 |
15,551 |
|
S4 |
15,308 |
15,355 |
15,527 |
|
|
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 |
15,477 |
199 |
1.3% |
124 |
0.8% |
49% |
False |
False |
126,299 |
10 |
15,676 |
15,303 |
373 |
2.4% |
121 |
0.8% |
73% |
False |
False |
124,634 |
20 |
15,676 |
14,648 |
1,028 |
6.6% |
153 |
1.0% |
90% |
False |
False |
144,684 |
40 |
15,676 |
14,648 |
1,028 |
6.6% |
145 |
0.9% |
90% |
False |
False |
133,704 |
60 |
15,676 |
14,648 |
1,028 |
6.6% |
142 |
0.9% |
90% |
False |
False |
89,270 |
80 |
15,676 |
14,648 |
1,028 |
6.6% |
128 |
0.8% |
90% |
False |
False |
66,956 |
100 |
15,676 |
14,410 |
1,266 |
8.1% |
124 |
0.8% |
92% |
False |
False |
53,570 |
120 |
15,676 |
14,410 |
1,266 |
8.1% |
113 |
0.7% |
92% |
False |
False |
44,643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,980 |
2.618 |
15,838 |
1.618 |
15,751 |
1.000 |
15,697 |
0.618 |
15,664 |
HIGH |
15,610 |
0.618 |
15,577 |
0.500 |
15,567 |
0.382 |
15,556 |
LOW |
15,523 |
0.618 |
15,469 |
1.000 |
15,436 |
1.618 |
15,382 |
2.618 |
15,295 |
4.250 |
15,153 |
|
|
Fisher Pivots for day following 04-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,572 |
15,565 |
PP |
15,569 |
15,554 |
S1 |
15,567 |
15,544 |
|