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 |
14,410 |
14,335 |
-75 |
-0.5% |
14,430 |
High |
14,460 |
14,445 |
-15 |
-0.1% |
14,680 |
Low |
14,410 |
14,335 |
-75 |
-0.5% |
14,410 |
Close |
14,435 |
14,445 |
10 |
0.1% |
14,435 |
Range |
50 |
110 |
60 |
120.0% |
270 |
ATR |
178 |
173 |
-5 |
-2.7% |
0 |
Volume |
3 |
2 |
-1 |
-33.3% |
21 |
|
Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,738 |
14,702 |
14,506 |
|
R3 |
14,628 |
14,592 |
14,475 |
|
R2 |
14,518 |
14,518 |
14,465 |
|
R1 |
14,482 |
14,482 |
14,455 |
14,500 |
PP |
14,408 |
14,408 |
14,408 |
14,418 |
S1 |
14,372 |
14,372 |
14,435 |
14,390 |
S2 |
14,298 |
14,298 |
14,425 |
|
S3 |
14,188 |
14,262 |
14,415 |
|
S4 |
14,078 |
14,152 |
14,385 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,318 |
15,147 |
14,584 |
|
R3 |
15,048 |
14,877 |
14,509 |
|
R2 |
14,778 |
14,778 |
14,485 |
|
R1 |
14,607 |
14,607 |
14,460 |
14,693 |
PP |
14,508 |
14,508 |
14,508 |
14,551 |
S1 |
14,337 |
14,337 |
14,410 |
14,423 |
S2 |
14,238 |
14,238 |
14,386 |
|
S3 |
13,968 |
14,067 |
14,361 |
|
S4 |
13,698 |
13,797 |
14,287 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,680 |
14,335 |
345 |
2.4% |
77 |
0.5% |
32% |
False |
True |
1 |
10 |
14,910 |
14,230 |
680 |
4.7% |
96 |
0.7% |
32% |
False |
False |
6 |
20 |
14,910 |
13,905 |
1,005 |
7.0% |
96 |
0.7% |
54% |
False |
False |
6 |
40 |
15,000 |
13,905 |
1,095 |
7.6% |
77 |
0.5% |
49% |
False |
False |
4 |
60 |
15,000 |
13,330 |
1,670 |
11.6% |
53 |
0.4% |
67% |
False |
False |
3 |
80 |
15,190 |
13,330 |
1,860 |
12.9% |
44 |
0.3% |
60% |
False |
False |
2 |
100 |
15,190 |
12,780 |
2,410 |
16.7% |
36 |
0.2% |
69% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,913 |
2.618 |
14,733 |
1.618 |
14,623 |
1.000 |
14,555 |
0.618 |
14,513 |
HIGH |
14,445 |
0.618 |
14,403 |
0.500 |
14,390 |
0.382 |
14,377 |
LOW |
14,335 |
0.618 |
14,267 |
1.000 |
14,225 |
1.618 |
14,157 |
2.618 |
14,047 |
4.250 |
13,868 |
|
|
Fisher Pivots for day following 04-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
14,427 |
14,455 |
PP |
14,408 |
14,452 |
S1 |
14,390 |
14,448 |
|