Trading Metrics calculated at close of trading on 05-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,315.5 |
1,314.4 |
-1.1 |
-0.1% |
1,355.0 |
High |
1,322.9 |
1,320.8 |
-2.1 |
-0.2% |
1,362.3 |
Low |
1,313.4 |
1,306.9 |
-6.5 |
-0.5% |
1,306.6 |
Close |
1,315.6 |
1,309.0 |
-6.6 |
-0.5% |
1,314.0 |
Range |
9.5 |
13.9 |
4.4 |
46.3% |
55.7 |
ATR |
23.5 |
22.8 |
-0.7 |
-2.9% |
0.0 |
Volume |
4,193 |
7,173 |
2,980 |
71.1% |
41,786 |
|
Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.9 |
1,345.4 |
1,316.6 |
|
R3 |
1,340.0 |
1,331.5 |
1,312.8 |
|
R2 |
1,326.1 |
1,326.1 |
1,311.5 |
|
R1 |
1,317.6 |
1,317.6 |
1,310.3 |
1,314.9 |
PP |
1,312.2 |
1,312.2 |
1,312.2 |
1,310.9 |
S1 |
1,303.7 |
1,303.7 |
1,307.7 |
1,301.0 |
S2 |
1,298.3 |
1,298.3 |
1,306.5 |
|
S3 |
1,284.4 |
1,289.8 |
1,305.2 |
|
S4 |
1,270.5 |
1,275.9 |
1,301.4 |
|
|
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 |
1,360.3 |
1,306.6 |
53.7 |
4.1% |
18.4 |
1.4% |
4% |
False |
False |
6,041 |
10 |
1,362.3 |
1,306.6 |
55.7 |
4.3% |
17.6 |
1.3% |
4% |
False |
False |
6,555 |
20 |
1,362.3 |
1,254.0 |
108.3 |
8.3% |
22.4 |
1.7% |
51% |
False |
False |
5,446 |
40 |
1,375.8 |
1,254.0 |
121.8 |
9.3% |
25.3 |
1.9% |
45% |
False |
False |
3,819 |
60 |
1,433.7 |
1,254.0 |
179.7 |
13.7% |
24.7 |
1.9% |
31% |
False |
False |
3,087 |
80 |
1,433.7 |
1,254.0 |
179.7 |
13.7% |
23.6 |
1.8% |
31% |
False |
False |
2,783 |
100 |
1,433.7 |
1,187.9 |
245.8 |
18.8% |
23.9 |
1.8% |
49% |
False |
False |
2,517 |
120 |
1,433.7 |
1,187.9 |
245.8 |
18.8% |
23.6 |
1.8% |
49% |
False |
False |
2,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,379.9 |
2.618 |
1,357.2 |
1.618 |
1,343.3 |
1.000 |
1,334.7 |
0.618 |
1,329.4 |
HIGH |
1,320.8 |
0.618 |
1,315.5 |
0.500 |
1,313.9 |
0.382 |
1,312.2 |
LOW |
1,306.9 |
0.618 |
1,298.3 |
1.000 |
1,293.0 |
1.618 |
1,284.4 |
2.618 |
1,270.5 |
4.250 |
1,247.8 |
|
|
Fisher Pivots for day following 05-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,313.9 |
1,317.0 |
PP |
1,312.2 |
1,314.3 |
S1 |
1,310.6 |
1,311.7 |
|