Trading Metrics calculated at close of trading on 07-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,553 |
15,678 |
125 |
0.8% |
15,493 |
High |
15,698 |
15,779 |
81 |
0.5% |
15,676 |
Low |
15,546 |
15,539 |
-7 |
0.0% |
15,468 |
Close |
15,683 |
15,567 |
-116 |
-0.7% |
15,542 |
Range |
152 |
240 |
88 |
57.9% |
208 |
ATR |
140 |
147 |
7 |
5.1% |
0 |
Volume |
133,805 |
209,613 |
75,808 |
56.7% |
631,742 |
|
Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,348 |
16,198 |
15,699 |
|
R3 |
16,108 |
15,958 |
15,633 |
|
R2 |
15,868 |
15,868 |
15,611 |
|
R1 |
15,718 |
15,718 |
15,589 |
15,673 |
PP |
15,628 |
15,628 |
15,628 |
15,606 |
S1 |
15,478 |
15,478 |
15,545 |
15,433 |
S2 |
15,388 |
15,388 |
15,523 |
|
S3 |
15,148 |
15,238 |
15,501 |
|
S4 |
14,908 |
14,998 |
15,435 |
|
|
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 |
15,779 |
15,456 |
323 |
2.1% |
144 |
0.9% |
34% |
True |
False |
141,370 |
10 |
15,779 |
15,416 |
363 |
2.3% |
135 |
0.9% |
42% |
True |
False |
131,039 |
20 |
15,779 |
14,949 |
830 |
5.3% |
146 |
0.9% |
74% |
True |
False |
136,573 |
40 |
15,779 |
14,648 |
1,131 |
7.3% |
148 |
0.9% |
81% |
True |
False |
144,403 |
60 |
15,779 |
14,648 |
1,131 |
7.3% |
144 |
0.9% |
81% |
True |
False |
97,336 |
80 |
15,779 |
14,648 |
1,131 |
7.3% |
132 |
0.8% |
81% |
True |
False |
73,006 |
100 |
15,779 |
14,410 |
1,369 |
8.8% |
127 |
0.8% |
85% |
True |
False |
58,410 |
120 |
15,779 |
14,410 |
1,369 |
8.8% |
117 |
0.8% |
85% |
True |
False |
48,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,799 |
2.618 |
16,407 |
1.618 |
16,167 |
1.000 |
16,019 |
0.618 |
15,927 |
HIGH |
15,779 |
0.618 |
15,687 |
0.500 |
15,659 |
0.382 |
15,631 |
LOW |
15,539 |
0.618 |
15,391 |
1.000 |
15,299 |
1.618 |
15,151 |
2.618 |
14,911 |
4.250 |
14,519 |
|
|
Fisher Pivots for day following 07-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,659 |
15,618 |
PP |
15,628 |
15,601 |
S1 |
15,598 |
15,584 |
|