Trading Metrics calculated at close of trading on 07-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,312.5 |
1,318.3 |
5.8 |
0.4% |
1,355.0 |
High |
1,322.4 |
1,326.8 |
4.4 |
0.3% |
1,362.3 |
Low |
1,309.9 |
1,296.8 |
-13.1 |
-1.0% |
1,306.6 |
Close |
1,318.7 |
1,309.5 |
-9.2 |
-0.7% |
1,314.0 |
Range |
12.5 |
30.0 |
17.5 |
140.0% |
55.7 |
ATR |
22.1 |
22.7 |
0.6 |
2.5% |
0.0 |
Volume |
10,520 |
26,656 |
16,136 |
153.4% |
41,786 |
|
Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,401.0 |
1,385.3 |
1,326.0 |
|
R3 |
1,371.0 |
1,355.3 |
1,317.8 |
|
R2 |
1,341.0 |
1,341.0 |
1,315.0 |
|
R1 |
1,325.3 |
1,325.3 |
1,312.3 |
1,318.2 |
PP |
1,311.0 |
1,311.0 |
1,311.0 |
1,307.5 |
S1 |
1,295.3 |
1,295.3 |
1,306.8 |
1,288.2 |
S2 |
1,281.0 |
1,281.0 |
1,304.0 |
|
S3 |
1,251.0 |
1,265.3 |
1,301.3 |
|
S4 |
1,221.0 |
1,235.3 |
1,293.0 |
|
|
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 |
1,327.4 |
1,296.8 |
30.6 |
2.3% |
17.3 |
1.3% |
42% |
False |
True |
11,153 |
10 |
1,362.3 |
1,296.8 |
65.5 |
5.0% |
18.5 |
1.4% |
19% |
False |
True |
9,628 |
20 |
1,362.3 |
1,254.0 |
108.3 |
8.3% |
21.7 |
1.7% |
51% |
False |
False |
6,961 |
40 |
1,375.8 |
1,254.0 |
121.8 |
9.3% |
25.1 |
1.9% |
46% |
False |
False |
4,621 |
60 |
1,433.7 |
1,254.0 |
179.7 |
13.7% |
24.8 |
1.9% |
31% |
False |
False |
3,669 |
80 |
1,433.7 |
1,254.0 |
179.7 |
13.7% |
23.6 |
1.8% |
31% |
False |
False |
3,211 |
100 |
1,433.7 |
1,187.9 |
245.8 |
18.8% |
24.1 |
1.8% |
49% |
False |
False |
2,880 |
120 |
1,433.7 |
1,187.9 |
245.8 |
18.8% |
23.3 |
1.8% |
49% |
False |
False |
2,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,454.3 |
2.618 |
1,405.3 |
1.618 |
1,375.3 |
1.000 |
1,356.8 |
0.618 |
1,345.3 |
HIGH |
1,326.8 |
0.618 |
1,315.3 |
0.500 |
1,311.8 |
0.382 |
1,308.3 |
LOW |
1,296.8 |
0.618 |
1,278.3 |
1.000 |
1,266.8 |
1.618 |
1,248.3 |
2.618 |
1,218.3 |
4.250 |
1,169.3 |
|
|
Fisher Pivots for day following 07-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,311.8 |
1,311.8 |
PP |
1,311.0 |
1,311.0 |
S1 |
1,310.3 |
1,310.3 |
|