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 |
14,350 |
14,490 |
140 |
1.0% |
14,430 |
High |
14,350 |
14,515 |
165 |
1.1% |
14,680 |
Low |
14,285 |
14,490 |
205 |
1.4% |
14,410 |
Close |
14,285 |
14,515 |
230 |
1.6% |
14,435 |
Range |
65 |
25 |
-40 |
-61.5% |
270 |
ATR |
172 |
176 |
4 |
2.4% |
0 |
Volume |
1 |
3 |
2 |
200.0% |
21 |
|
Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,582 |
14,573 |
14,529 |
|
R3 |
14,557 |
14,548 |
14,522 |
|
R2 |
14,532 |
14,532 |
14,520 |
|
R1 |
14,523 |
14,523 |
14,517 |
14,528 |
PP |
14,507 |
14,507 |
14,507 |
14,509 |
S1 |
14,498 |
14,498 |
14,513 |
14,503 |
S2 |
14,482 |
14,482 |
14,511 |
|
S3 |
14,457 |
14,473 |
14,508 |
|
S4 |
14,432 |
14,448 |
14,501 |
|
|
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 |
14,575 |
14,285 |
290 |
2.0% |
65 |
0.4% |
79% |
False |
False |
2 |
10 |
14,680 |
14,230 |
450 |
3.1% |
84 |
0.6% |
63% |
False |
False |
5 |
20 |
14,910 |
14,230 |
680 |
4.7% |
85 |
0.6% |
42% |
False |
False |
6 |
40 |
15,000 |
13,905 |
1,095 |
7.5% |
80 |
0.5% |
56% |
False |
False |
4 |
60 |
15,000 |
13,330 |
1,670 |
11.5% |
55 |
0.4% |
71% |
False |
False |
3 |
80 |
15,190 |
13,330 |
1,860 |
12.8% |
46 |
0.3% |
64% |
False |
False |
2 |
100 |
15,190 |
13,085 |
2,105 |
14.5% |
36 |
0.3% |
68% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,621 |
2.618 |
14,581 |
1.618 |
14,556 |
1.000 |
14,540 |
0.618 |
14,531 |
HIGH |
14,515 |
0.618 |
14,506 |
0.500 |
14,503 |
0.382 |
14,500 |
LOW |
14,490 |
0.618 |
14,475 |
1.000 |
14,465 |
1.618 |
14,450 |
2.618 |
14,425 |
4.250 |
14,384 |
|
|
Fisher Pivots for day following 06-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
14,511 |
14,477 |
PP |
14,507 |
14,438 |
S1 |
14,503 |
14,400 |
|