Trading Metrics calculated at close of trading on 05-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,540 |
15,574 |
34 |
0.2% |
15,493 |
High |
15,610 |
15,589 |
-21 |
-0.1% |
15,676 |
Low |
15,523 |
15,456 |
-67 |
-0.4% |
15,468 |
Close |
15,575 |
15,550 |
-25 |
-0.2% |
15,542 |
Range |
87 |
133 |
46 |
52.9% |
208 |
ATR |
139 |
139 |
0 |
-0.3% |
0 |
Volume |
94,882 |
140,629 |
45,747 |
48.2% |
631,742 |
|
Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,931 |
15,873 |
15,623 |
|
R3 |
15,798 |
15,740 |
15,587 |
|
R2 |
15,665 |
15,665 |
15,575 |
|
R1 |
15,607 |
15,607 |
15,562 |
15,570 |
PP |
15,532 |
15,532 |
15,532 |
15,513 |
S1 |
15,474 |
15,474 |
15,538 |
15,437 |
S2 |
15,399 |
15,399 |
15,526 |
|
S3 |
15,266 |
15,341 |
15,514 |
|
S4 |
15,133 |
15,208 |
15,477 |
|
|
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 |
15,456 |
220 |
1.4% |
122 |
0.8% |
43% |
False |
True |
134,051 |
10 |
15,676 |
15,303 |
373 |
2.4% |
119 |
0.8% |
66% |
False |
False |
122,265 |
20 |
15,676 |
14,648 |
1,028 |
6.6% |
150 |
1.0% |
88% |
False |
False |
140,792 |
40 |
15,676 |
14,648 |
1,028 |
6.6% |
144 |
0.9% |
88% |
False |
False |
136,873 |
60 |
15,676 |
14,648 |
1,028 |
6.6% |
142 |
0.9% |
88% |
False |
False |
91,614 |
80 |
15,676 |
14,648 |
1,028 |
6.6% |
129 |
0.8% |
88% |
False |
False |
68,714 |
100 |
15,676 |
14,410 |
1,266 |
8.1% |
125 |
0.8% |
90% |
False |
False |
54,976 |
120 |
15,676 |
14,410 |
1,266 |
8.1% |
114 |
0.7% |
90% |
False |
False |
45,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,154 |
2.618 |
15,937 |
1.618 |
15,804 |
1.000 |
15,722 |
0.618 |
15,671 |
HIGH |
15,589 |
0.618 |
15,538 |
0.500 |
15,523 |
0.382 |
15,507 |
LOW |
15,456 |
0.618 |
15,374 |
1.000 |
15,323 |
1.618 |
15,241 |
2.618 |
15,108 |
4.250 |
14,891 |
|
|
Fisher Pivots for day following 05-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,541 |
15,544 |
PP |
15,532 |
15,539 |
S1 |
15,523 |
15,533 |
|