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 |
1,754.00 |
1,762.75 |
8.75 |
0.5% |
1,753.75 |
High |
1,764.00 |
1,764.00 |
0.00 |
0.0% |
1,773.25 |
Low |
1,753.25 |
1,750.50 |
-2.75 |
-0.2% |
1,747.00 |
Close |
1,763.00 |
1,756.50 |
-6.50 |
-0.4% |
1,754.75 |
Range |
10.75 |
13.50 |
2.75 |
25.6% |
26.25 |
ATR |
16.64 |
16.42 |
-0.22 |
-1.3% |
0.00 |
Volume |
1,005,972 |
1,479,362 |
473,390 |
47.1% |
7,614,270 |
|
Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,797.50 |
1,790.50 |
1,764.00 |
|
R3 |
1,784.00 |
1,777.00 |
1,760.25 |
|
R2 |
1,770.50 |
1,770.50 |
1,759.00 |
|
R1 |
1,763.50 |
1,763.50 |
1,757.75 |
1,760.25 |
PP |
1,757.00 |
1,757.00 |
1,757.00 |
1,755.50 |
S1 |
1,750.00 |
1,750.00 |
1,755.25 |
1,746.75 |
S2 |
1,743.50 |
1,743.50 |
1,754.00 |
|
S3 |
1,730.00 |
1,736.50 |
1,752.75 |
|
S4 |
1,716.50 |
1,723.00 |
1,749.00 |
|
|
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% |
14.75 |
0.8% |
36% |
False |
False |
1,550,436 |
10 |
1,773.25 |
1,734.50 |
38.75 |
2.2% |
13.75 |
0.8% |
57% |
False |
False |
1,412,596 |
20 |
1,773.25 |
1,640.00 |
133.25 |
7.6% |
18.00 |
1.0% |
87% |
False |
False |
1,591,364 |
40 |
1,773.25 |
1,640.00 |
133.25 |
7.6% |
17.00 |
1.0% |
87% |
False |
False |
1,609,834 |
60 |
1,773.25 |
1,618.25 |
155.00 |
8.8% |
17.00 |
1.0% |
89% |
False |
False |
1,080,940 |
80 |
1,773.25 |
1,618.25 |
155.00 |
8.8% |
16.00 |
0.9% |
89% |
False |
False |
811,525 |
100 |
1,773.25 |
1,547.25 |
226.00 |
12.9% |
17.00 |
1.0% |
93% |
False |
False |
649,964 |
120 |
1,773.25 |
1,547.25 |
226.00 |
12.9% |
17.75 |
1.0% |
93% |
False |
False |
541,709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,821.50 |
2.618 |
1,799.25 |
1.618 |
1,785.75 |
1.000 |
1,777.50 |
0.618 |
1,772.25 |
HIGH |
1,764.00 |
0.618 |
1,758.75 |
0.500 |
1,757.25 |
0.382 |
1,755.75 |
LOW |
1,750.50 |
0.618 |
1,742.25 |
1.000 |
1,737.00 |
1.618 |
1,728.75 |
2.618 |
1,715.25 |
4.250 |
1,693.00 |
|
|
Fisher Pivots for day following 05-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,757.25 |
1,756.25 |
PP |
1,757.00 |
1,755.75 |
S1 |
1,756.75 |
1,755.50 |
|