Trading Metrics calculated at close of trading on 06-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,314.4 |
1,312.5 |
-1.9 |
-0.1% |
1,355.0 |
High |
1,320.8 |
1,322.4 |
1.6 |
0.1% |
1,362.3 |
Low |
1,306.9 |
1,309.9 |
3.0 |
0.2% |
1,306.6 |
Close |
1,309.0 |
1,318.7 |
9.7 |
0.7% |
1,314.0 |
Range |
13.9 |
12.5 |
-1.4 |
-10.1% |
55.7 |
ATR |
22.8 |
22.1 |
-0.7 |
-2.9% |
0.0 |
Volume |
7,173 |
10,520 |
3,347 |
46.7% |
41,786 |
|
Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,354.5 |
1,349.1 |
1,325.6 |
|
R3 |
1,342.0 |
1,336.6 |
1,322.1 |
|
R2 |
1,329.5 |
1,329.5 |
1,321.0 |
|
R1 |
1,324.1 |
1,324.1 |
1,319.8 |
1,326.8 |
PP |
1,317.0 |
1,317.0 |
1,317.0 |
1,318.4 |
S1 |
1,311.6 |
1,311.6 |
1,317.6 |
1,314.3 |
S2 |
1,304.5 |
1,304.5 |
1,316.4 |
|
S3 |
1,292.0 |
1,299.1 |
1,315.3 |
|
S4 |
1,279.5 |
1,286.6 |
1,311.8 |
|
|
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 |
1,342.5 |
1,306.6 |
35.9 |
2.7% |
15.9 |
1.2% |
34% |
False |
False |
6,714 |
10 |
1,362.3 |
1,306.6 |
55.7 |
4.2% |
17.6 |
1.3% |
22% |
False |
False |
7,437 |
20 |
1,362.3 |
1,254.0 |
108.3 |
8.2% |
21.7 |
1.6% |
60% |
False |
False |
5,825 |
40 |
1,375.8 |
1,254.0 |
121.8 |
9.2% |
25.4 |
1.9% |
53% |
False |
False |
4,003 |
60 |
1,433.7 |
1,254.0 |
179.7 |
13.6% |
24.6 |
1.9% |
36% |
False |
False |
3,241 |
80 |
1,433.7 |
1,254.0 |
179.7 |
13.6% |
23.6 |
1.8% |
36% |
False |
False |
2,900 |
100 |
1,433.7 |
1,187.9 |
245.8 |
18.6% |
24.0 |
1.8% |
53% |
False |
False |
2,615 |
120 |
1,433.7 |
1,187.9 |
245.8 |
18.6% |
23.5 |
1.8% |
53% |
False |
False |
2,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,375.5 |
2.618 |
1,355.1 |
1.618 |
1,342.6 |
1.000 |
1,334.9 |
0.618 |
1,330.1 |
HIGH |
1,322.4 |
0.618 |
1,317.6 |
0.500 |
1,316.2 |
0.382 |
1,314.7 |
LOW |
1,309.9 |
0.618 |
1,302.2 |
1.000 |
1,297.4 |
1.618 |
1,289.7 |
2.618 |
1,277.2 |
4.250 |
1,256.8 |
|
|
Fisher Pivots for day following 06-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,317.9 |
1,317.4 |
PP |
1,317.0 |
1,316.2 |
S1 |
1,316.2 |
1,314.9 |
|