Trading Metrics calculated at close of trading on 04-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
3,377.25 |
3,368.00 |
-9.25 |
-0.3% |
3,374.25 |
High |
3,388.50 |
3,387.25 |
-1.25 |
0.0% |
3,401.75 |
Low |
3,357.50 |
3,366.75 |
9.25 |
0.3% |
3,357.50 |
Close |
3,368.00 |
3,377.50 |
9.50 |
0.3% |
3,368.00 |
Range |
31.00 |
20.50 |
-10.50 |
-33.9% |
44.25 |
ATR |
37.96 |
36.71 |
-1.25 |
-3.3% |
0.00 |
Volume |
230,311 |
142,512 |
-87,799 |
-38.1% |
1,175,972 |
|
Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,438.75 |
3,428.50 |
3,388.75 |
|
R3 |
3,418.25 |
3,408.00 |
3,383.25 |
|
R2 |
3,397.75 |
3,397.75 |
3,381.25 |
|
R1 |
3,387.50 |
3,387.50 |
3,379.50 |
3,392.50 |
PP |
3,377.25 |
3,377.25 |
3,377.25 |
3,379.75 |
S1 |
3,367.00 |
3,367.00 |
3,375.50 |
3,372.00 |
S2 |
3,356.75 |
3,356.75 |
3,373.75 |
|
S3 |
3,336.25 |
3,346.50 |
3,371.75 |
|
S4 |
3,315.75 |
3,326.00 |
3,366.25 |
|
|
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% |
29.25 |
0.9% |
45% |
False |
False |
224,315 |
10 |
3,401.75 |
3,322.25 |
79.50 |
2.4% |
32.50 |
1.0% |
69% |
False |
False |
230,827 |
20 |
3,401.75 |
3,110.75 |
291.00 |
8.6% |
41.50 |
1.2% |
92% |
False |
False |
257,602 |
40 |
3,401.75 |
3,110.75 |
291.00 |
8.6% |
37.25 |
1.1% |
92% |
False |
False |
233,889 |
60 |
3,401.75 |
3,049.25 |
352.50 |
10.4% |
36.50 |
1.1% |
93% |
False |
False |
156,182 |
80 |
3,401.75 |
3,016.75 |
385.00 |
11.4% |
31.50 |
0.9% |
94% |
False |
False |
117,169 |
100 |
3,401.75 |
2,813.00 |
588.75 |
17.4% |
29.00 |
0.9% |
96% |
False |
False |
93,737 |
120 |
3,401.75 |
2,813.00 |
588.75 |
17.4% |
25.75 |
0.8% |
96% |
False |
False |
78,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,474.50 |
2.618 |
3,441.00 |
1.618 |
3,420.50 |
1.000 |
3,407.75 |
0.618 |
3,400.00 |
HIGH |
3,387.25 |
0.618 |
3,379.50 |
0.500 |
3,377.00 |
0.382 |
3,374.50 |
LOW |
3,366.75 |
0.618 |
3,354.00 |
1.000 |
3,346.25 |
1.618 |
3,333.50 |
2.618 |
3,313.00 |
4.250 |
3,279.50 |
|
|
Fisher Pivots for day following 04-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3,377.25 |
3,377.00 |
PP |
3,377.25 |
3,376.25 |
S1 |
3,377.00 |
3,375.75 |
|