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 |
1,342.0 |
1,324.3 |
-17.7 |
-1.3% |
1,355.0 |
High |
1,342.5 |
1,327.4 |
-15.1 |
-1.1% |
1,362.3 |
Low |
1,319.7 |
1,306.6 |
-13.1 |
-1.0% |
1,306.6 |
Close |
1,324.5 |
1,314.0 |
-10.5 |
-0.8% |
1,314.0 |
Range |
22.8 |
20.8 |
-2.0 |
-8.8% |
55.7 |
ATR |
24.9 |
24.6 |
-0.3 |
-1.2% |
0.0 |
Volume |
4,461 |
7,223 |
2,762 |
61.9% |
41,786 |
|
Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,378.4 |
1,367.0 |
1,325.4 |
|
R3 |
1,357.6 |
1,346.2 |
1,319.7 |
|
R2 |
1,336.8 |
1,336.8 |
1,317.8 |
|
R1 |
1,325.4 |
1,325.4 |
1,315.9 |
1,320.7 |
PP |
1,316.0 |
1,316.0 |
1,316.0 |
1,313.7 |
S1 |
1,304.6 |
1,304.6 |
1,312.1 |
1,299.9 |
S2 |
1,295.2 |
1,295.2 |
1,310.2 |
|
S3 |
1,274.4 |
1,283.8 |
1,308.3 |
|
S4 |
1,253.6 |
1,263.0 |
1,302.6 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,494.7 |
1,460.1 |
1,344.6 |
|
R3 |
1,439.0 |
1,404.4 |
1,329.3 |
|
R2 |
1,383.3 |
1,383.3 |
1,324.2 |
|
R1 |
1,348.7 |
1,348.7 |
1,319.1 |
1,338.2 |
PP |
1,327.6 |
1,327.6 |
1,327.6 |
1,322.4 |
S1 |
1,293.0 |
1,293.0 |
1,308.9 |
1,282.5 |
S2 |
1,271.9 |
1,271.9 |
1,303.8 |
|
S3 |
1,216.2 |
1,237.3 |
1,298.7 |
|
S4 |
1,160.5 |
1,181.6 |
1,283.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,362.3 |
1,306.6 |
55.7 |
4.2% |
20.5 |
1.6% |
13% |
False |
True |
8,357 |
10 |
1,362.3 |
1,306.6 |
55.7 |
4.2% |
19.6 |
1.5% |
13% |
False |
True |
6,572 |
20 |
1,362.3 |
1,254.0 |
108.3 |
8.2% |
22.9 |
1.7% |
55% |
False |
False |
5,020 |
40 |
1,391.5 |
1,254.0 |
137.5 |
10.5% |
25.6 |
1.9% |
44% |
False |
False |
3,611 |
60 |
1,433.7 |
1,254.0 |
179.7 |
13.7% |
24.9 |
1.9% |
33% |
False |
False |
2,946 |
80 |
1,433.7 |
1,254.0 |
179.7 |
13.7% |
23.7 |
1.8% |
33% |
False |
False |
2,689 |
100 |
1,433.7 |
1,187.9 |
245.8 |
18.7% |
24.0 |
1.8% |
51% |
False |
False |
2,421 |
120 |
1,433.7 |
1,187.9 |
245.8 |
18.7% |
23.9 |
1.8% |
51% |
False |
False |
2,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,415.8 |
2.618 |
1,381.9 |
1.618 |
1,361.1 |
1.000 |
1,348.2 |
0.618 |
1,340.3 |
HIGH |
1,327.4 |
0.618 |
1,319.5 |
0.500 |
1,317.0 |
0.382 |
1,314.5 |
LOW |
1,306.6 |
0.618 |
1,293.7 |
1.000 |
1,285.8 |
1.618 |
1,272.9 |
2.618 |
1,252.1 |
4.250 |
1,218.2 |
|
|
Fisher Pivots for day following 01-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,317.0 |
1,333.5 |
PP |
1,316.0 |
1,327.0 |
S1 |
1,315.0 |
1,320.5 |
|