Trading Metrics calculated at close of trading on 08-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,763.75 |
1,744.75 |
-19.00 |
-1.1% |
1,754.00 |
High |
1,774.50 |
1,768.00 |
-6.50 |
-0.4% |
1,774.50 |
Low |
1,742.25 |
1,736.50 |
-5.75 |
-0.3% |
1,736.50 |
Close |
1,745.25 |
1,766.00 |
20.75 |
1.2% |
1,766.00 |
Range |
32.25 |
31.50 |
-0.75 |
-2.3% |
38.00 |
ATR |
17.41 |
18.41 |
1.01 |
5.8% |
0.00 |
Volume |
2,463,701 |
2,071,703 |
-391,998 |
-15.9% |
8,342,933 |
|
Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,851.25 |
1,840.25 |
1,783.25 |
|
R3 |
1,819.75 |
1,808.75 |
1,774.75 |
|
R2 |
1,788.25 |
1,788.25 |
1,771.75 |
|
R1 |
1,777.25 |
1,777.25 |
1,769.00 |
1,782.75 |
PP |
1,756.75 |
1,756.75 |
1,756.75 |
1,759.50 |
S1 |
1,745.75 |
1,745.75 |
1,763.00 |
1,751.25 |
S2 |
1,725.25 |
1,725.25 |
1,760.25 |
|
S3 |
1,693.75 |
1,714.25 |
1,757.25 |
|
S4 |
1,662.25 |
1,682.75 |
1,748.75 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,873.00 |
1,857.50 |
1,787.00 |
|
R3 |
1,835.00 |
1,819.50 |
1,776.50 |
|
R2 |
1,797.00 |
1,797.00 |
1,773.00 |
|
R1 |
1,781.50 |
1,781.50 |
1,769.50 |
1,789.25 |
PP |
1,759.00 |
1,759.00 |
1,759.00 |
1,763.00 |
S1 |
1,743.50 |
1,743.50 |
1,762.50 |
1,751.25 |
S2 |
1,721.00 |
1,721.00 |
1,759.00 |
|
S3 |
1,683.00 |
1,705.50 |
1,755.50 |
|
S4 |
1,645.00 |
1,667.50 |
1,745.00 |
|
|
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 |
1,736.50 |
38.00 |
2.2% |
20.50 |
1.2% |
78% |
False |
True |
1,668,586 |
10 |
1,774.50 |
1,736.50 |
38.00 |
2.2% |
17.75 |
1.0% |
78% |
False |
True |
1,595,720 |
20 |
1,774.50 |
1,680.75 |
93.75 |
5.3% |
17.50 |
1.0% |
91% |
False |
False |
1,567,667 |
40 |
1,774.50 |
1,640.00 |
134.50 |
7.6% |
18.00 |
1.0% |
94% |
False |
False |
1,704,507 |
60 |
1,774.50 |
1,618.25 |
156.25 |
8.8% |
17.50 |
1.0% |
95% |
False |
False |
1,178,315 |
80 |
1,774.50 |
1,618.25 |
156.25 |
8.8% |
16.50 |
0.9% |
95% |
False |
False |
884,589 |
100 |
1,774.50 |
1,547.25 |
227.25 |
12.9% |
17.25 |
1.0% |
96% |
False |
False |
708,505 |
120 |
1,774.50 |
1,547.25 |
227.25 |
12.9% |
18.00 |
1.0% |
96% |
False |
False |
590,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,902.00 |
2.618 |
1,850.50 |
1.618 |
1,819.00 |
1.000 |
1,799.50 |
0.618 |
1,787.50 |
HIGH |
1,768.00 |
0.618 |
1,756.00 |
0.500 |
1,752.25 |
0.382 |
1,748.50 |
LOW |
1,736.50 |
0.618 |
1,717.00 |
1.000 |
1,705.00 |
1.618 |
1,685.50 |
2.618 |
1,654.00 |
4.250 |
1,602.50 |
|
|
Fisher Pivots for day following 08-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,761.50 |
1,762.50 |
PP |
1,756.75 |
1,759.00 |
S1 |
1,752.25 |
1,755.50 |
|