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 |
1,747.25 |
1,747.25 |
0.00 |
0.0% |
1,747.75 |
High |
1,754.25 |
1,757.50 |
3.25 |
0.2% |
1,766.50 |
Low |
1,741.00 |
1,747.25 |
6.25 |
0.4% |
1,741.00 |
Close |
1,748.25 |
1,756.50 |
8.25 |
0.5% |
1,748.25 |
Range |
13.25 |
10.25 |
-3.00 |
-22.6% |
25.50 |
ATR |
16.35 |
15.92 |
-0.44 |
-2.7% |
0.00 |
Volume |
16,315 |
2,313 |
-14,002 |
-85.8% |
37,812 |
|
Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,784.50 |
1,780.75 |
1,762.25 |
|
R3 |
1,774.25 |
1,770.50 |
1,759.25 |
|
R2 |
1,764.00 |
1,764.00 |
1,758.50 |
|
R1 |
1,760.25 |
1,760.25 |
1,757.50 |
1,762.00 |
PP |
1,753.75 |
1,753.75 |
1,753.75 |
1,754.75 |
S1 |
1,750.00 |
1,750.00 |
1,755.50 |
1,752.00 |
S2 |
1,743.50 |
1,743.50 |
1,754.50 |
|
S3 |
1,733.25 |
1,739.75 |
1,753.75 |
|
S4 |
1,723.00 |
1,729.50 |
1,750.75 |
|
|
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% |
14.50 |
0.8% |
61% |
False |
False |
7,465 |
10 |
1,766.50 |
1,728.75 |
37.75 |
2.1% |
13.50 |
0.8% |
74% |
False |
False |
5,814 |
20 |
1,766.50 |
1,633.50 |
133.00 |
7.6% |
17.75 |
1.0% |
92% |
False |
False |
5,654 |
40 |
1,766.50 |
1,633.50 |
133.00 |
7.6% |
16.00 |
0.9% |
92% |
False |
False |
4,205 |
60 |
1,766.50 |
1,613.00 |
153.50 |
8.7% |
15.75 |
0.9% |
93% |
False |
False |
2,824 |
80 |
1,766.50 |
1,613.00 |
153.50 |
8.7% |
14.25 |
0.8% |
93% |
False |
False |
2,131 |
100 |
1,766.50 |
1,542.25 |
224.25 |
12.8% |
14.75 |
0.8% |
96% |
False |
False |
1,732 |
120 |
1,766.50 |
1,542.25 |
224.25 |
12.8% |
14.50 |
0.8% |
96% |
False |
False |
1,450 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,801.00 |
2.618 |
1,784.25 |
1.618 |
1,774.00 |
1.000 |
1,767.75 |
0.618 |
1,763.75 |
HIGH |
1,757.50 |
0.618 |
1,753.50 |
0.500 |
1,752.50 |
0.382 |
1,751.25 |
LOW |
1,747.25 |
0.618 |
1,741.00 |
1.000 |
1,737.00 |
1.618 |
1,730.75 |
2.618 |
1,720.50 |
4.250 |
1,703.75 |
|
|
Fisher Pivots for day following 04-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,755.00 |
1,754.00 |
PP |
1,753.75 |
1,751.75 |
S1 |
1,752.50 |
1,749.25 |
|