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 |
1,755.50 |
1,754.00 |
-1.50 |
-0.1% |
1,753.75 |
High |
1,761.25 |
1,764.00 |
2.75 |
0.2% |
1,773.25 |
Low |
1,747.00 |
1,753.25 |
6.25 |
0.4% |
1,747.00 |
Close |
1,754.75 |
1,763.00 |
8.25 |
0.5% |
1,754.75 |
Range |
14.25 |
10.75 |
-3.50 |
-24.6% |
26.25 |
ATR |
17.10 |
16.64 |
-0.45 |
-2.7% |
0.00 |
Volume |
1,602,379 |
1,005,972 |
-596,407 |
-37.2% |
7,614,270 |
|
Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,792.25 |
1,788.50 |
1,769.00 |
|
R3 |
1,781.50 |
1,777.75 |
1,766.00 |
|
R2 |
1,770.75 |
1,770.75 |
1,765.00 |
|
R1 |
1,767.00 |
1,767.00 |
1,764.00 |
1,769.00 |
PP |
1,760.00 |
1,760.00 |
1,760.00 |
1,761.00 |
S1 |
1,756.25 |
1,756.25 |
1,762.00 |
1,758.00 |
S2 |
1,749.25 |
1,749.25 |
1,761.00 |
|
S3 |
1,738.50 |
1,745.50 |
1,760.00 |
|
S4 |
1,727.75 |
1,734.75 |
1,757.00 |
|
|
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% |
61% |
False |
False |
1,492,463 |
10 |
1,773.25 |
1,734.50 |
38.75 |
2.2% |
14.25 |
0.8% |
74% |
False |
False |
1,449,146 |
20 |
1,773.25 |
1,640.00 |
133.25 |
7.6% |
18.50 |
1.0% |
92% |
False |
False |
1,635,004 |
40 |
1,773.25 |
1,640.00 |
133.25 |
7.6% |
17.00 |
1.0% |
92% |
False |
False |
1,576,587 |
60 |
1,773.25 |
1,618.25 |
155.00 |
8.8% |
17.00 |
1.0% |
93% |
False |
False |
1,056,339 |
80 |
1,773.25 |
1,618.25 |
155.00 |
8.8% |
16.00 |
0.9% |
93% |
False |
False |
793,059 |
100 |
1,773.25 |
1,547.25 |
226.00 |
12.8% |
17.00 |
1.0% |
95% |
False |
False |
635,177 |
120 |
1,773.25 |
1,547.25 |
226.00 |
12.8% |
17.75 |
1.0% |
95% |
False |
False |
529,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,809.75 |
2.618 |
1,792.25 |
1.618 |
1,781.50 |
1.000 |
1,774.75 |
0.618 |
1,770.75 |
HIGH |
1,764.00 |
0.618 |
1,760.00 |
0.500 |
1,758.50 |
0.382 |
1,757.25 |
LOW |
1,753.25 |
0.618 |
1,746.50 |
1.000 |
1,742.50 |
1.618 |
1,735.75 |
2.618 |
1,725.00 |
4.250 |
1,707.50 |
|
|
Fisher Pivots for day following 04-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,761.50 |
1,760.50 |
PP |
1,760.00 |
1,758.00 |
S1 |
1,758.50 |
1,755.50 |
|