Trading Metrics calculated at close of trading on 08-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,756.50 |
1,738.50 |
-18.00 |
-1.0% |
1,747.25 |
High |
1,767.75 |
1,761.00 |
-6.75 |
-0.4% |
1,767.75 |
Low |
1,735.75 |
1,729.50 |
-6.25 |
-0.4% |
1,729.50 |
Close |
1,738.75 |
1,759.50 |
20.75 |
1.2% |
1,759.50 |
Range |
32.00 |
31.50 |
-0.50 |
-1.6% |
38.25 |
ATR |
16.77 |
17.83 |
1.05 |
6.3% |
0.00 |
Volume |
2,564 |
5,185 |
2,621 |
102.2% |
18,982 |
|
Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,844.50 |
1,833.50 |
1,776.75 |
|
R3 |
1,813.00 |
1,802.00 |
1,768.25 |
|
R2 |
1,781.50 |
1,781.50 |
1,765.25 |
|
R1 |
1,770.50 |
1,770.50 |
1,762.50 |
1,776.00 |
PP |
1,750.00 |
1,750.00 |
1,750.00 |
1,752.75 |
S1 |
1,739.00 |
1,739.00 |
1,756.50 |
1,744.50 |
S2 |
1,718.50 |
1,718.50 |
1,753.75 |
|
S3 |
1,687.00 |
1,707.50 |
1,750.75 |
|
S4 |
1,655.50 |
1,676.00 |
1,742.25 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,867.00 |
1,851.50 |
1,780.50 |
|
R3 |
1,828.75 |
1,813.25 |
1,770.00 |
|
R2 |
1,790.50 |
1,790.50 |
1,766.50 |
|
R1 |
1,775.00 |
1,775.00 |
1,763.00 |
1,782.75 |
PP |
1,752.25 |
1,752.25 |
1,752.25 |
1,756.00 |
S1 |
1,736.75 |
1,736.75 |
1,756.00 |
1,744.50 |
S2 |
1,714.00 |
1,714.00 |
1,752.50 |
|
S3 |
1,675.75 |
1,698.50 |
1,749.00 |
|
S4 |
1,637.50 |
1,660.25 |
1,738.50 |
|
|
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 |
1,729.50 |
38.25 |
2.2% |
20.25 |
1.1% |
78% |
False |
True |
3,796 |
10 |
1,767.75 |
1,729.50 |
38.25 |
2.2% |
17.25 |
1.0% |
78% |
False |
True |
5,679 |
20 |
1,767.75 |
1,674.25 |
93.50 |
5.3% |
17.00 |
1.0% |
91% |
False |
False |
5,104 |
40 |
1,767.75 |
1,633.50 |
134.25 |
7.6% |
17.50 |
1.0% |
94% |
False |
False |
4,601 |
60 |
1,767.75 |
1,613.00 |
154.75 |
8.8% |
16.25 |
0.9% |
95% |
False |
False |
3,098 |
80 |
1,767.75 |
1,613.00 |
154.75 |
8.8% |
14.75 |
0.8% |
95% |
False |
False |
2,336 |
100 |
1,767.75 |
1,542.25 |
225.50 |
12.8% |
15.00 |
0.9% |
96% |
False |
False |
1,888 |
120 |
1,767.75 |
1,542.25 |
225.50 |
12.8% |
15.00 |
0.9% |
96% |
False |
False |
1,588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,895.00 |
2.618 |
1,843.50 |
1.618 |
1,812.00 |
1.000 |
1,792.50 |
0.618 |
1,780.50 |
HIGH |
1,761.00 |
0.618 |
1,749.00 |
0.500 |
1,745.25 |
0.382 |
1,741.50 |
LOW |
1,729.50 |
0.618 |
1,710.00 |
1.000 |
1,698.00 |
1.618 |
1,678.50 |
2.618 |
1,647.00 |
4.250 |
1,595.50 |
|
|
Fisher Pivots for day following 08-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,754.75 |
1,756.00 |
PP |
1,750.00 |
1,752.25 |
S1 |
1,745.25 |
1,748.50 |
|