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 |
1,754.75 |
1,750.00 |
-4.75 |
-0.3% |
1,747.75 |
High |
1,757.00 |
1,763.50 |
6.50 |
0.4% |
1,766.50 |
Low |
1,743.75 |
1,749.50 |
5.75 |
0.3% |
1,741.00 |
Close |
1,750.00 |
1,759.00 |
9.00 |
0.5% |
1,748.25 |
Range |
13.25 |
14.00 |
0.75 |
5.7% |
25.50 |
ATR |
15.73 |
15.60 |
-0.12 |
-0.8% |
0.00 |
Volume |
1,219 |
7,701 |
6,482 |
531.7% |
37,812 |
|
Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,799.25 |
1,793.25 |
1,766.75 |
|
R3 |
1,785.25 |
1,779.25 |
1,762.75 |
|
R2 |
1,771.25 |
1,771.25 |
1,761.50 |
|
R1 |
1,765.25 |
1,765.25 |
1,760.25 |
1,768.25 |
PP |
1,757.25 |
1,757.25 |
1,757.25 |
1,759.00 |
S1 |
1,751.25 |
1,751.25 |
1,757.75 |
1,754.25 |
S2 |
1,743.25 |
1,743.25 |
1,756.50 |
|
S3 |
1,729.25 |
1,737.25 |
1,755.25 |
|
S4 |
1,715.25 |
1,723.25 |
1,751.25 |
|
|
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 |
1,763.50 |
1,741.00 |
22.50 |
1.3% |
12.75 |
0.7% |
80% |
True |
False |
7,160 |
10 |
1,766.50 |
1,733.50 |
33.00 |
1.9% |
13.25 |
0.8% |
77% |
False |
False |
5,619 |
20 |
1,766.50 |
1,644.25 |
122.25 |
6.9% |
17.00 |
1.0% |
94% |
False |
False |
5,558 |
40 |
1,766.50 |
1,633.50 |
133.00 |
7.6% |
16.25 |
0.9% |
94% |
False |
False |
4,421 |
60 |
1,766.50 |
1,613.00 |
153.50 |
8.7% |
15.75 |
0.9% |
95% |
False |
False |
2,972 |
80 |
1,766.50 |
1,613.00 |
153.50 |
8.7% |
14.25 |
0.8% |
95% |
False |
False |
2,243 |
100 |
1,766.50 |
1,542.25 |
224.25 |
12.7% |
14.75 |
0.8% |
97% |
False |
False |
1,814 |
120 |
1,766.50 |
1,542.25 |
224.25 |
12.7% |
14.50 |
0.8% |
97% |
False |
False |
1,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,823.00 |
2.618 |
1,800.25 |
1.618 |
1,786.25 |
1.000 |
1,777.50 |
0.618 |
1,772.25 |
HIGH |
1,763.50 |
0.618 |
1,758.25 |
0.500 |
1,756.50 |
0.382 |
1,754.75 |
LOW |
1,749.50 |
0.618 |
1,740.75 |
1.000 |
1,735.50 |
1.618 |
1,726.75 |
2.618 |
1,712.75 |
4.250 |
1,690.00 |
|
|
Fisher Pivots for day following 06-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,758.25 |
1,757.25 |
PP |
1,757.25 |
1,755.50 |
S1 |
1,756.50 |
1,753.50 |
|