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 |
1,324.3 |
1,315.5 |
-8.8 |
-0.7% |
1,355.0 |
High |
1,327.4 |
1,322.9 |
-4.5 |
-0.3% |
1,362.3 |
Low |
1,306.6 |
1,313.4 |
6.8 |
0.5% |
1,306.6 |
Close |
1,314.0 |
1,315.6 |
1.6 |
0.1% |
1,314.0 |
Range |
20.8 |
9.5 |
-11.3 |
-54.3% |
55.7 |
ATR |
24.6 |
23.5 |
-1.1 |
-4.4% |
0.0 |
Volume |
7,223 |
4,193 |
-3,030 |
-41.9% |
41,786 |
|
Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,345.8 |
1,340.2 |
1,320.8 |
|
R3 |
1,336.3 |
1,330.7 |
1,318.2 |
|
R2 |
1,326.8 |
1,326.8 |
1,317.3 |
|
R1 |
1,321.2 |
1,321.2 |
1,316.5 |
1,324.0 |
PP |
1,317.3 |
1,317.3 |
1,317.3 |
1,318.7 |
S1 |
1,311.7 |
1,311.7 |
1,314.7 |
1,314.5 |
S2 |
1,307.8 |
1,307.8 |
1,313.9 |
|
S3 |
1,298.3 |
1,302.2 |
1,313.0 |
|
S4 |
1,288.8 |
1,292.7 |
1,310.4 |
|
|
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 |
1,360.9 |
1,306.6 |
54.3 |
4.1% |
19.6 |
1.5% |
17% |
False |
False |
7,477 |
10 |
1,362.3 |
1,306.6 |
55.7 |
4.2% |
19.7 |
1.5% |
16% |
False |
False |
6,696 |
20 |
1,362.3 |
1,254.0 |
108.3 |
8.2% |
22.4 |
1.7% |
57% |
False |
False |
5,154 |
40 |
1,384.1 |
1,254.0 |
130.1 |
9.9% |
25.6 |
1.9% |
47% |
False |
False |
3,682 |
60 |
1,433.7 |
1,254.0 |
179.7 |
13.7% |
24.9 |
1.9% |
34% |
False |
False |
2,980 |
80 |
1,433.7 |
1,254.0 |
179.7 |
13.7% |
23.6 |
1.8% |
34% |
False |
False |
2,710 |
100 |
1,433.7 |
1,187.9 |
245.8 |
18.7% |
23.9 |
1.8% |
52% |
False |
False |
2,459 |
120 |
1,433.7 |
1,187.9 |
245.8 |
18.7% |
23.7 |
1.8% |
52% |
False |
False |
2,121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,363.3 |
2.618 |
1,347.8 |
1.618 |
1,338.3 |
1.000 |
1,332.4 |
0.618 |
1,328.8 |
HIGH |
1,322.9 |
0.618 |
1,319.3 |
0.500 |
1,318.2 |
0.382 |
1,317.0 |
LOW |
1,313.4 |
0.618 |
1,307.5 |
1.000 |
1,303.9 |
1.618 |
1,298.0 |
2.618 |
1,288.5 |
4.250 |
1,273.0 |
|
|
Fisher Pivots for day following 04-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,318.2 |
1,324.6 |
PP |
1,317.3 |
1,321.6 |
S1 |
1,316.5 |
1,318.6 |
|