Trading Metrics calculated at close of trading on 01-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
3,380.00 |
3,377.25 |
-2.75 |
-0.1% |
3,374.25 |
High |
3,394.00 |
3,388.50 |
-5.50 |
-0.2% |
3,401.75 |
Low |
3,360.75 |
3,357.50 |
-3.25 |
-0.1% |
3,357.50 |
Close |
3,369.00 |
3,368.00 |
-1.00 |
0.0% |
3,368.00 |
Range |
33.25 |
31.00 |
-2.25 |
-6.8% |
44.25 |
ATR |
38.49 |
37.96 |
-0.54 |
-1.4% |
0.00 |
Volume |
252,511 |
230,311 |
-22,200 |
-8.8% |
1,175,972 |
|
Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,464.25 |
3,447.25 |
3,385.00 |
|
R3 |
3,433.25 |
3,416.25 |
3,376.50 |
|
R2 |
3,402.25 |
3,402.25 |
3,373.75 |
|
R1 |
3,385.25 |
3,385.25 |
3,370.75 |
3,378.25 |
PP |
3,371.25 |
3,371.25 |
3,371.25 |
3,368.00 |
S1 |
3,354.25 |
3,354.25 |
3,365.25 |
3,347.25 |
S2 |
3,340.25 |
3,340.25 |
3,362.25 |
|
S3 |
3,309.25 |
3,323.25 |
3,359.50 |
|
S4 |
3,278.25 |
3,292.25 |
3,351.00 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,508.50 |
3,482.50 |
3,392.25 |
|
R3 |
3,464.25 |
3,438.25 |
3,380.25 |
|
R2 |
3,420.00 |
3,420.00 |
3,376.00 |
|
R1 |
3,394.00 |
3,394.00 |
3,372.00 |
3,385.00 |
PP |
3,375.75 |
3,375.75 |
3,375.75 |
3,371.25 |
S1 |
3,349.75 |
3,349.75 |
3,364.00 |
3,340.50 |
S2 |
3,331.50 |
3,331.50 |
3,360.00 |
|
S3 |
3,287.25 |
3,305.50 |
3,355.75 |
|
S4 |
3,243.00 |
3,261.25 |
3,343.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,401.75 |
3,357.50 |
44.25 |
1.3% |
31.25 |
0.9% |
24% |
False |
True |
235,194 |
10 |
3,401.75 |
3,322.25 |
79.50 |
2.4% |
32.50 |
1.0% |
58% |
False |
False |
234,086 |
20 |
3,401.75 |
3,110.75 |
291.00 |
8.6% |
42.00 |
1.2% |
88% |
False |
False |
262,436 |
40 |
3,401.75 |
3,110.75 |
291.00 |
8.6% |
38.00 |
1.1% |
88% |
False |
False |
230,446 |
60 |
3,401.75 |
3,049.25 |
352.50 |
10.5% |
36.50 |
1.1% |
90% |
False |
False |
153,814 |
80 |
3,401.75 |
3,016.75 |
385.00 |
11.4% |
31.50 |
0.9% |
91% |
False |
False |
115,387 |
100 |
3,401.75 |
2,813.00 |
588.75 |
17.5% |
29.25 |
0.9% |
94% |
False |
False |
92,312 |
120 |
3,401.75 |
2,813.00 |
588.75 |
17.5% |
25.75 |
0.8% |
94% |
False |
False |
76,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,520.25 |
2.618 |
3,469.75 |
1.618 |
3,438.75 |
1.000 |
3,419.50 |
0.618 |
3,407.75 |
HIGH |
3,388.50 |
0.618 |
3,376.75 |
0.500 |
3,373.00 |
0.382 |
3,369.25 |
LOW |
3,357.50 |
0.618 |
3,338.25 |
1.000 |
3,326.50 |
1.618 |
3,307.25 |
2.618 |
3,276.25 |
4.250 |
3,225.75 |
|
|
Fisher Pivots for day following 01-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3,373.00 |
3,379.50 |
PP |
3,371.25 |
3,375.75 |
S1 |
3,369.75 |
3,372.00 |
|