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 |
1,757.75 |
1,755.50 |
-2.25 |
-0.1% |
1,753.75 |
High |
1,764.00 |
1,761.25 |
-2.75 |
-0.2% |
1,773.25 |
Low |
1,750.25 |
1,747.00 |
-3.25 |
-0.2% |
1,747.00 |
Close |
1,751.00 |
1,754.75 |
3.75 |
0.2% |
1,754.75 |
Range |
13.75 |
14.25 |
0.50 |
3.6% |
26.25 |
ATR |
17.32 |
17.10 |
-0.22 |
-1.3% |
0.00 |
Volume |
1,885,721 |
1,602,379 |
-283,342 |
-15.0% |
7,614,270 |
|
Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,797.00 |
1,790.25 |
1,762.50 |
|
R3 |
1,782.75 |
1,776.00 |
1,758.75 |
|
R2 |
1,768.50 |
1,768.50 |
1,757.25 |
|
R1 |
1,761.75 |
1,761.75 |
1,756.00 |
1,758.00 |
PP |
1,754.25 |
1,754.25 |
1,754.25 |
1,752.50 |
S1 |
1,747.50 |
1,747.50 |
1,753.50 |
1,743.75 |
S2 |
1,740.00 |
1,740.00 |
1,752.25 |
|
S3 |
1,725.75 |
1,733.25 |
1,750.75 |
|
S4 |
1,711.50 |
1,719.00 |
1,747.00 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,837.00 |
1,822.25 |
1,769.25 |
|
R3 |
1,810.75 |
1,796.00 |
1,762.00 |
|
R2 |
1,784.50 |
1,784.50 |
1,759.50 |
|
R1 |
1,769.75 |
1,769.75 |
1,757.25 |
1,777.00 |
PP |
1,758.25 |
1,758.25 |
1,758.25 |
1,762.00 |
S1 |
1,743.50 |
1,743.50 |
1,752.25 |
1,751.00 |
S2 |
1,732.00 |
1,732.00 |
1,750.00 |
|
S3 |
1,705.75 |
1,717.25 |
1,747.50 |
|
S4 |
1,679.50 |
1,691.00 |
1,740.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,773.25 |
1,747.00 |
26.25 |
1.5% |
15.00 |
0.8% |
30% |
False |
True |
1,522,854 |
10 |
1,773.25 |
1,734.50 |
38.75 |
2.2% |
14.00 |
0.8% |
52% |
False |
False |
1,462,441 |
20 |
1,773.25 |
1,640.00 |
133.25 |
7.6% |
18.50 |
1.1% |
86% |
False |
False |
1,664,696 |
40 |
1,773.25 |
1,640.00 |
133.25 |
7.6% |
17.00 |
1.0% |
86% |
False |
False |
1,553,390 |
60 |
1,773.25 |
1,618.25 |
155.00 |
8.8% |
17.00 |
1.0% |
88% |
False |
False |
1,039,607 |
80 |
1,773.25 |
1,618.25 |
155.00 |
8.8% |
16.00 |
0.9% |
88% |
False |
False |
780,510 |
100 |
1,773.25 |
1,547.25 |
226.00 |
12.9% |
17.50 |
1.0% |
92% |
False |
False |
625,122 |
120 |
1,773.25 |
1,547.25 |
226.00 |
12.9% |
17.75 |
1.0% |
92% |
False |
False |
521,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,821.75 |
2.618 |
1,798.50 |
1.618 |
1,784.25 |
1.000 |
1,775.50 |
0.618 |
1,770.00 |
HIGH |
1,761.25 |
0.618 |
1,755.75 |
0.500 |
1,754.00 |
0.382 |
1,752.50 |
LOW |
1,747.00 |
0.618 |
1,738.25 |
1.000 |
1,732.75 |
1.618 |
1,724.00 |
2.618 |
1,709.75 |
4.250 |
1,686.50 |
|
|
Fisher Pivots for day following 01-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,754.50 |
1,760.00 |
PP |
1,754.25 |
1,758.25 |
S1 |
1,754.00 |
1,756.50 |
|