Trading Metrics calculated at close of trading on 05-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,747.25 |
1,754.75 |
7.50 |
0.4% |
1,747.75 |
High |
1,757.50 |
1,757.00 |
-0.50 |
0.0% |
1,766.50 |
Low |
1,747.25 |
1,743.75 |
-3.50 |
-0.2% |
1,741.00 |
Close |
1,756.50 |
1,750.00 |
-6.50 |
-0.4% |
1,748.25 |
Range |
10.25 |
13.25 |
3.00 |
29.3% |
25.50 |
ATR |
15.92 |
15.73 |
-0.19 |
-1.2% |
0.00 |
Volume |
2,313 |
1,219 |
-1,094 |
-47.3% |
37,812 |
|
Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,790.00 |
1,783.25 |
1,757.25 |
|
R3 |
1,776.75 |
1,770.00 |
1,753.75 |
|
R2 |
1,763.50 |
1,763.50 |
1,752.50 |
|
R1 |
1,756.75 |
1,756.75 |
1,751.25 |
1,753.50 |
PP |
1,750.25 |
1,750.25 |
1,750.25 |
1,748.50 |
S1 |
1,743.50 |
1,743.50 |
1,748.75 |
1,740.25 |
S2 |
1,737.00 |
1,737.00 |
1,747.50 |
|
S3 |
1,723.75 |
1,730.25 |
1,746.25 |
|
S4 |
1,710.50 |
1,717.00 |
1,742.75 |
|
|
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% |
14.25 |
0.8% |
35% |
False |
False |
7,021 |
10 |
1,766.50 |
1,728.75 |
37.75 |
2.2% |
13.25 |
0.8% |
56% |
False |
False |
5,575 |
20 |
1,766.50 |
1,633.50 |
133.00 |
7.6% |
17.00 |
1.0% |
88% |
False |
False |
5,403 |
40 |
1,766.50 |
1,633.50 |
133.00 |
7.6% |
16.00 |
0.9% |
88% |
False |
False |
4,233 |
60 |
1,766.50 |
1,613.00 |
153.50 |
8.8% |
15.75 |
0.9% |
89% |
False |
False |
2,844 |
80 |
1,766.50 |
1,613.00 |
153.50 |
8.8% |
14.25 |
0.8% |
89% |
False |
False |
2,147 |
100 |
1,766.50 |
1,542.25 |
224.25 |
12.8% |
14.75 |
0.8% |
93% |
False |
False |
1,743 |
120 |
1,766.50 |
1,542.25 |
224.25 |
12.8% |
14.50 |
0.8% |
93% |
False |
False |
1,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,813.25 |
2.618 |
1,791.75 |
1.618 |
1,778.50 |
1.000 |
1,770.25 |
0.618 |
1,765.25 |
HIGH |
1,757.00 |
0.618 |
1,752.00 |
0.500 |
1,750.50 |
0.382 |
1,748.75 |
LOW |
1,743.75 |
0.618 |
1,735.50 |
1.000 |
1,730.50 |
1.618 |
1,722.25 |
2.618 |
1,709.00 |
4.250 |
1,687.50 |
|
|
Fisher Pivots for day following 05-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,750.50 |
1,749.75 |
PP |
1,750.25 |
1,749.50 |
S1 |
1,750.00 |
1,749.25 |
|