Trading Metrics calculated at close of trading on 06-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,574 |
15,553 |
-21 |
-0.1% |
15,493 |
High |
15,589 |
15,698 |
109 |
0.7% |
15,676 |
Low |
15,456 |
15,546 |
90 |
0.6% |
15,468 |
Close |
15,550 |
15,683 |
133 |
0.9% |
15,542 |
Range |
133 |
152 |
19 |
14.3% |
208 |
ATR |
139 |
140 |
1 |
0.7% |
0 |
Volume |
140,629 |
133,805 |
-6,824 |
-4.9% |
631,742 |
|
Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,098 |
16,043 |
15,767 |
|
R3 |
15,946 |
15,891 |
15,725 |
|
R2 |
15,794 |
15,794 |
15,711 |
|
R1 |
15,739 |
15,739 |
15,697 |
15,767 |
PP |
15,642 |
15,642 |
15,642 |
15,656 |
S1 |
15,587 |
15,587 |
15,669 |
15,615 |
S2 |
15,490 |
15,490 |
15,655 |
|
S3 |
15,338 |
15,435 |
15,641 |
|
S4 |
15,186 |
15,283 |
15,600 |
|
|
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 |
15,698 |
15,456 |
242 |
1.5% |
119 |
0.8% |
94% |
True |
False |
128,157 |
10 |
15,698 |
15,347 |
351 |
2.2% |
124 |
0.8% |
96% |
True |
False |
122,080 |
20 |
15,698 |
14,720 |
978 |
6.2% |
151 |
1.0% |
98% |
True |
False |
135,640 |
40 |
15,698 |
14,648 |
1,050 |
6.7% |
143 |
0.9% |
99% |
True |
False |
140,038 |
60 |
15,698 |
14,648 |
1,050 |
6.7% |
142 |
0.9% |
99% |
True |
False |
93,842 |
80 |
15,698 |
14,648 |
1,050 |
6.7% |
130 |
0.8% |
99% |
True |
False |
70,386 |
100 |
15,698 |
14,410 |
1,288 |
8.2% |
125 |
0.8% |
99% |
True |
False |
56,314 |
120 |
15,698 |
14,410 |
1,288 |
8.2% |
115 |
0.7% |
99% |
True |
False |
46,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,344 |
2.618 |
16,096 |
1.618 |
15,944 |
1.000 |
15,850 |
0.618 |
15,792 |
HIGH |
15,698 |
0.618 |
15,640 |
0.500 |
15,622 |
0.382 |
15,604 |
LOW |
15,546 |
0.618 |
15,452 |
1.000 |
15,394 |
1.618 |
15,300 |
2.618 |
15,148 |
4.250 |
14,900 |
|
|
Fisher Pivots for day following 06-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,663 |
15,648 |
PP |
15,642 |
15,612 |
S1 |
15,622 |
15,577 |
|