Trading Metrics calculated at close of trading on 08-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,318.3 |
1,309.3 |
-9.0 |
-0.7% |
1,315.5 |
High |
1,326.8 |
1,314.1 |
-12.7 |
-1.0% |
1,326.8 |
Low |
1,296.8 |
1,281.7 |
-15.1 |
-1.2% |
1,281.7 |
Close |
1,309.5 |
1,285.7 |
-23.8 |
-1.8% |
1,285.7 |
Range |
30.0 |
32.4 |
2.4 |
8.0% |
45.1 |
ATR |
22.7 |
23.4 |
0.7 |
3.1% |
0.0 |
Volume |
26,656 |
16,837 |
-9,819 |
-36.8% |
65,379 |
|
Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,391.0 |
1,370.8 |
1,303.5 |
|
R3 |
1,358.6 |
1,338.4 |
1,294.6 |
|
R2 |
1,326.2 |
1,326.2 |
1,291.6 |
|
R1 |
1,306.0 |
1,306.0 |
1,288.7 |
1,299.9 |
PP |
1,293.8 |
1,293.8 |
1,293.8 |
1,290.8 |
S1 |
1,273.6 |
1,273.6 |
1,282.7 |
1,267.5 |
S2 |
1,261.4 |
1,261.4 |
1,279.8 |
|
S3 |
1,229.0 |
1,241.2 |
1,276.8 |
|
S4 |
1,196.6 |
1,208.8 |
1,267.9 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,433.4 |
1,404.6 |
1,310.5 |
|
R3 |
1,388.3 |
1,359.5 |
1,298.1 |
|
R2 |
1,343.2 |
1,343.2 |
1,294.0 |
|
R1 |
1,314.4 |
1,314.4 |
1,289.8 |
1,306.3 |
PP |
1,298.1 |
1,298.1 |
1,298.1 |
1,294.0 |
S1 |
1,269.3 |
1,269.3 |
1,281.6 |
1,261.2 |
S2 |
1,253.0 |
1,253.0 |
1,277.4 |
|
S3 |
1,207.9 |
1,224.2 |
1,273.3 |
|
S4 |
1,162.8 |
1,179.1 |
1,260.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,326.8 |
1,281.7 |
45.1 |
3.5% |
19.7 |
1.5% |
9% |
False |
True |
13,075 |
10 |
1,362.3 |
1,281.7 |
80.6 |
6.3% |
20.1 |
1.6% |
5% |
False |
True |
10,716 |
20 |
1,362.3 |
1,254.0 |
108.3 |
8.4% |
21.6 |
1.7% |
29% |
False |
False |
7,532 |
40 |
1,375.8 |
1,254.0 |
121.8 |
9.5% |
25.3 |
2.0% |
26% |
False |
False |
4,982 |
60 |
1,433.7 |
1,254.0 |
179.7 |
14.0% |
24.5 |
1.9% |
18% |
False |
False |
3,937 |
80 |
1,433.7 |
1,254.0 |
179.7 |
14.0% |
23.9 |
1.9% |
18% |
False |
False |
3,391 |
100 |
1,433.7 |
1,187.9 |
245.8 |
19.1% |
24.2 |
1.9% |
40% |
False |
False |
3,047 |
120 |
1,433.7 |
1,187.9 |
245.8 |
19.1% |
23.3 |
1.8% |
40% |
False |
False |
2,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,451.8 |
2.618 |
1,398.9 |
1.618 |
1,366.5 |
1.000 |
1,346.5 |
0.618 |
1,334.1 |
HIGH |
1,314.1 |
0.618 |
1,301.7 |
0.500 |
1,297.9 |
0.382 |
1,294.1 |
LOW |
1,281.7 |
0.618 |
1,261.7 |
1.000 |
1,249.3 |
1.618 |
1,229.3 |
2.618 |
1,196.9 |
4.250 |
1,144.0 |
|
|
Fisher Pivots for day following 08-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,297.9 |
1,304.3 |
PP |
1,293.8 |
1,298.1 |
S1 |
1,289.8 |
1,291.9 |
|