Trading Metrics calculated at close of trading on 07-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,750.00 |
1,756.50 |
6.50 |
0.4% |
1,747.75 |
High |
1,763.50 |
1,767.75 |
4.25 |
0.2% |
1,766.50 |
Low |
1,749.50 |
1,735.75 |
-13.75 |
-0.8% |
1,741.00 |
Close |
1,759.00 |
1,738.75 |
-20.25 |
-1.2% |
1,748.25 |
Range |
14.00 |
32.00 |
18.00 |
128.6% |
25.50 |
ATR |
15.60 |
16.77 |
1.17 |
7.5% |
0.00 |
Volume |
7,701 |
2,564 |
-5,137 |
-66.7% |
37,812 |
|
Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,843.50 |
1,823.00 |
1,756.25 |
|
R3 |
1,811.50 |
1,791.00 |
1,747.50 |
|
R2 |
1,779.50 |
1,779.50 |
1,744.50 |
|
R1 |
1,759.00 |
1,759.00 |
1,741.75 |
1,753.25 |
PP |
1,747.50 |
1,747.50 |
1,747.50 |
1,744.50 |
S1 |
1,727.00 |
1,727.00 |
1,735.75 |
1,721.25 |
S2 |
1,715.50 |
1,715.50 |
1,733.00 |
|
S3 |
1,683.50 |
1,695.00 |
1,730.00 |
|
S4 |
1,651.50 |
1,663.00 |
1,721.25 |
|
|
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 |
1,767.75 |
1,735.75 |
32.00 |
1.8% |
16.50 |
1.0% |
9% |
True |
True |
6,022 |
10 |
1,767.75 |
1,735.75 |
32.00 |
1.8% |
15.25 |
0.9% |
9% |
True |
True |
5,508 |
20 |
1,767.75 |
1,666.75 |
101.00 |
5.8% |
16.75 |
1.0% |
71% |
True |
False |
5,234 |
40 |
1,767.75 |
1,633.50 |
134.25 |
7.7% |
16.75 |
1.0% |
78% |
True |
False |
4,473 |
60 |
1,767.75 |
1,613.00 |
154.75 |
8.9% |
16.25 |
0.9% |
81% |
True |
False |
3,012 |
80 |
1,767.75 |
1,613.00 |
154.75 |
8.9% |
14.75 |
0.8% |
81% |
True |
False |
2,274 |
100 |
1,767.75 |
1,542.25 |
225.50 |
13.0% |
15.00 |
0.9% |
87% |
True |
False |
1,836 |
120 |
1,767.75 |
1,542.25 |
225.50 |
13.0% |
14.75 |
0.8% |
87% |
True |
False |
1,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,903.75 |
2.618 |
1,851.50 |
1.618 |
1,819.50 |
1.000 |
1,799.75 |
0.618 |
1,787.50 |
HIGH |
1,767.75 |
0.618 |
1,755.50 |
0.500 |
1,751.75 |
0.382 |
1,748.00 |
LOW |
1,735.75 |
0.618 |
1,716.00 |
1.000 |
1,703.75 |
1.618 |
1,684.00 |
2.618 |
1,652.00 |
4.250 |
1,599.75 |
|
|
Fisher Pivots for day following 07-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,751.75 |
1,751.75 |
PP |
1,747.50 |
1,747.50 |
S1 |
1,743.00 |
1,743.00 |
|