Trading Metrics calculated at close of trading on 01-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,750.50 |
1,747.25 |
-3.25 |
-0.2% |
1,747.75 |
High |
1,757.25 |
1,754.25 |
-3.00 |
-0.2% |
1,766.50 |
Low |
1,743.75 |
1,741.00 |
-2.75 |
-0.2% |
1,741.00 |
Close |
1,744.50 |
1,748.25 |
3.75 |
0.2% |
1,748.25 |
Range |
13.50 |
13.25 |
-0.25 |
-1.9% |
25.50 |
ATR |
16.59 |
16.35 |
-0.24 |
-1.4% |
0.00 |
Volume |
8,256 |
16,315 |
8,059 |
97.6% |
37,812 |
|
Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,787.50 |
1,781.25 |
1,755.50 |
|
R3 |
1,774.25 |
1,768.00 |
1,752.00 |
|
R2 |
1,761.00 |
1,761.00 |
1,750.75 |
|
R1 |
1,754.75 |
1,754.75 |
1,749.50 |
1,758.00 |
PP |
1,747.75 |
1,747.75 |
1,747.75 |
1,749.50 |
S1 |
1,741.50 |
1,741.50 |
1,747.00 |
1,744.50 |
S2 |
1,734.50 |
1,734.50 |
1,745.75 |
|
S3 |
1,721.25 |
1,728.25 |
1,744.50 |
|
S4 |
1,708.00 |
1,715.00 |
1,741.00 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,828.50 |
1,813.75 |
1,762.25 |
|
R3 |
1,803.00 |
1,788.25 |
1,755.25 |
|
R2 |
1,777.50 |
1,777.50 |
1,753.00 |
|
R1 |
1,762.75 |
1,762.75 |
1,750.50 |
1,770.00 |
PP |
1,752.00 |
1,752.00 |
1,752.00 |
1,755.50 |
S1 |
1,737.25 |
1,737.25 |
1,746.00 |
1,744.50 |
S2 |
1,726.50 |
1,726.50 |
1,743.50 |
|
S3 |
1,701.00 |
1,711.75 |
1,741.25 |
|
S4 |
1,675.50 |
1,686.25 |
1,734.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,766.50 |
1,741.00 |
25.50 |
1.5% |
14.25 |
0.8% |
28% |
False |
True |
7,562 |
10 |
1,766.50 |
1,728.50 |
38.00 |
2.2% |
13.25 |
0.8% |
52% |
False |
False |
6,169 |
20 |
1,766.50 |
1,633.50 |
133.00 |
7.6% |
17.75 |
1.0% |
86% |
False |
False |
5,854 |
40 |
1,766.50 |
1,633.50 |
133.00 |
7.6% |
16.25 |
0.9% |
86% |
False |
False |
4,151 |
60 |
1,766.50 |
1,613.00 |
153.50 |
8.8% |
15.75 |
0.9% |
88% |
False |
False |
2,788 |
80 |
1,766.50 |
1,613.00 |
153.50 |
8.8% |
14.00 |
0.8% |
88% |
False |
False |
2,103 |
100 |
1,766.50 |
1,542.25 |
224.25 |
12.8% |
15.00 |
0.9% |
92% |
False |
False |
1,709 |
120 |
1,766.50 |
1,542.25 |
224.25 |
12.8% |
14.50 |
0.8% |
92% |
False |
False |
1,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,810.50 |
2.618 |
1,789.00 |
1.618 |
1,775.75 |
1.000 |
1,767.50 |
0.618 |
1,762.50 |
HIGH |
1,754.25 |
0.618 |
1,749.25 |
0.500 |
1,747.50 |
0.382 |
1,746.00 |
LOW |
1,741.00 |
0.618 |
1,732.75 |
1.000 |
1,727.75 |
1.618 |
1,719.50 |
2.618 |
1,706.25 |
4.250 |
1,684.75 |
|
|
Fisher Pivots for day following 01-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,748.00 |
1,753.75 |
PP |
1,747.75 |
1,752.00 |
S1 |
1,747.50 |
1,750.00 |
|