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 |
1,757.25 |
1,763.75 |
6.50 |
0.4% |
1,753.75 |
High |
1,770.00 |
1,774.50 |
4.50 |
0.3% |
1,773.25 |
Low |
1,755.75 |
1,742.25 |
-13.50 |
-0.8% |
1,747.00 |
Close |
1,765.50 |
1,745.25 |
-20.25 |
-1.1% |
1,754.75 |
Range |
14.25 |
32.25 |
18.00 |
126.3% |
26.25 |
ATR |
16.26 |
17.41 |
1.14 |
7.0% |
0.00 |
Volume |
1,322,195 |
2,463,701 |
1,141,506 |
86.3% |
7,614,270 |
|
Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,850.75 |
1,830.25 |
1,763.00 |
|
R3 |
1,818.50 |
1,798.00 |
1,754.00 |
|
R2 |
1,786.25 |
1,786.25 |
1,751.25 |
|
R1 |
1,765.75 |
1,765.75 |
1,748.25 |
1,760.00 |
PP |
1,754.00 |
1,754.00 |
1,754.00 |
1,751.00 |
S1 |
1,733.50 |
1,733.50 |
1,742.25 |
1,727.50 |
S2 |
1,721.75 |
1,721.75 |
1,739.25 |
|
S3 |
1,689.50 |
1,701.25 |
1,736.50 |
|
S4 |
1,657.25 |
1,669.00 |
1,727.50 |
|
|
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 |
1,774.50 |
1,742.25 |
32.25 |
1.8% |
17.00 |
1.0% |
9% |
True |
True |
1,574,721 |
10 |
1,774.50 |
1,742.25 |
32.25 |
1.8% |
15.75 |
0.9% |
9% |
True |
True |
1,513,895 |
20 |
1,774.50 |
1,673.00 |
101.50 |
5.8% |
17.25 |
1.0% |
71% |
True |
False |
1,541,995 |
40 |
1,774.50 |
1,640.00 |
134.50 |
7.7% |
17.50 |
1.0% |
78% |
True |
False |
1,681,774 |
60 |
1,774.50 |
1,618.25 |
156.25 |
9.0% |
17.50 |
1.0% |
81% |
True |
False |
1,143,856 |
80 |
1,774.50 |
1,618.25 |
156.25 |
9.0% |
16.25 |
0.9% |
81% |
True |
False |
858,792 |
100 |
1,774.50 |
1,547.25 |
227.25 |
13.0% |
17.25 |
1.0% |
87% |
True |
False |
687,801 |
120 |
1,774.50 |
1,547.25 |
227.25 |
13.0% |
18.00 |
1.0% |
87% |
True |
False |
573,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,911.50 |
2.618 |
1,859.00 |
1.618 |
1,826.75 |
1.000 |
1,806.75 |
0.618 |
1,794.50 |
HIGH |
1,774.50 |
0.618 |
1,762.25 |
0.500 |
1,758.50 |
0.382 |
1,754.50 |
LOW |
1,742.25 |
0.618 |
1,722.25 |
1.000 |
1,710.00 |
1.618 |
1,690.00 |
2.618 |
1,657.75 |
4.250 |
1,605.25 |
|
|
Fisher Pivots for day following 07-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,758.50 |
1,758.50 |
PP |
1,754.00 |
1,754.00 |
S1 |
1,749.50 |
1,749.50 |
|