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 |
1,762.75 |
1,757.25 |
-5.50 |
-0.3% |
1,753.75 |
High |
1,764.00 |
1,770.00 |
6.00 |
0.3% |
1,773.25 |
Low |
1,750.50 |
1,755.75 |
5.25 |
0.3% |
1,747.00 |
Close |
1,756.50 |
1,765.50 |
9.00 |
0.5% |
1,754.75 |
Range |
13.50 |
14.25 |
0.75 |
5.6% |
26.25 |
ATR |
16.42 |
16.26 |
-0.15 |
-0.9% |
0.00 |
Volume |
1,479,362 |
1,322,195 |
-157,167 |
-10.6% |
7,614,270 |
|
Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,806.50 |
1,800.25 |
1,773.25 |
|
R3 |
1,792.25 |
1,786.00 |
1,769.50 |
|
R2 |
1,778.00 |
1,778.00 |
1,768.00 |
|
R1 |
1,771.75 |
1,771.75 |
1,766.75 |
1,775.00 |
PP |
1,763.75 |
1,763.75 |
1,763.75 |
1,765.25 |
S1 |
1,757.50 |
1,757.50 |
1,764.25 |
1,760.50 |
S2 |
1,749.50 |
1,749.50 |
1,763.00 |
|
S3 |
1,735.25 |
1,743.25 |
1,761.50 |
|
S4 |
1,721.00 |
1,729.00 |
1,757.75 |
|
|
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 |
1,770.00 |
1,747.00 |
23.00 |
1.3% |
13.25 |
0.8% |
80% |
True |
False |
1,459,125 |
10 |
1,773.25 |
1,740.00 |
33.25 |
1.9% |
13.75 |
0.8% |
77% |
False |
False |
1,392,813 |
20 |
1,773.25 |
1,648.00 |
125.25 |
7.1% |
17.75 |
1.0% |
94% |
False |
False |
1,533,175 |
40 |
1,773.25 |
1,640.00 |
133.25 |
7.5% |
17.00 |
1.0% |
94% |
False |
False |
1,635,091 |
60 |
1,773.25 |
1,618.25 |
155.00 |
8.8% |
17.00 |
1.0% |
95% |
False |
False |
1,102,865 |
80 |
1,773.25 |
1,618.25 |
155.00 |
8.8% |
16.00 |
0.9% |
95% |
False |
False |
828,035 |
100 |
1,773.25 |
1,547.25 |
226.00 |
12.8% |
17.00 |
1.0% |
97% |
False |
False |
663,172 |
120 |
1,773.25 |
1,547.25 |
226.00 |
12.8% |
17.75 |
1.0% |
97% |
False |
False |
552,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,830.50 |
2.618 |
1,807.25 |
1.618 |
1,793.00 |
1.000 |
1,784.25 |
0.618 |
1,778.75 |
HIGH |
1,770.00 |
0.618 |
1,764.50 |
0.500 |
1,763.00 |
0.382 |
1,761.25 |
LOW |
1,755.75 |
0.618 |
1,747.00 |
1.000 |
1,741.50 |
1.618 |
1,732.75 |
2.618 |
1,718.50 |
4.250 |
1,695.25 |
|
|
Fisher Pivots for day following 06-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,764.50 |
1,763.75 |
PP |
1,763.75 |
1,762.00 |
S1 |
1,763.00 |
1,760.25 |
|