Trading Metrics calculated at close of trading on 01-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,342.0 |
1,324.0 |
-18.0 |
-1.3% |
1,352.0 |
High |
1,342.0 |
1,328.0 |
-14.0 |
-1.0% |
1,361.1 |
Low |
1,321.0 |
1,308.1 |
-12.9 |
-1.0% |
1,308.1 |
Close |
1,325.0 |
1,314.5 |
-10.5 |
-0.8% |
1,314.5 |
Range |
21.0 |
19.9 |
-1.1 |
-5.2% |
53.0 |
ATR |
22.6 |
22.4 |
-0.2 |
-0.8% |
0.0 |
Volume |
787 |
1,182 |
395 |
50.2% |
4,700 |
|
Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.6 |
1,365.4 |
1,325.4 |
|
R3 |
1,356.7 |
1,345.5 |
1,320.0 |
|
R2 |
1,336.8 |
1,336.8 |
1,318.1 |
|
R1 |
1,325.6 |
1,325.6 |
1,316.3 |
1,321.3 |
PP |
1,316.9 |
1,316.9 |
1,316.9 |
1,314.7 |
S1 |
1,305.7 |
1,305.7 |
1,312.7 |
1,301.4 |
S2 |
1,297.0 |
1,297.0 |
1,310.9 |
|
S3 |
1,277.1 |
1,285.8 |
1,309.0 |
|
S4 |
1,257.2 |
1,265.9 |
1,303.6 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,486.9 |
1,453.7 |
1,343.7 |
|
R3 |
1,433.9 |
1,400.7 |
1,329.1 |
|
R2 |
1,380.9 |
1,380.9 |
1,324.2 |
|
R1 |
1,347.7 |
1,347.7 |
1,319.4 |
1,337.8 |
PP |
1,327.9 |
1,327.9 |
1,327.9 |
1,323.0 |
S1 |
1,294.7 |
1,294.7 |
1,309.6 |
1,284.8 |
S2 |
1,274.9 |
1,274.9 |
1,304.8 |
|
S3 |
1,221.9 |
1,241.7 |
1,299.9 |
|
S4 |
1,168.9 |
1,188.7 |
1,285.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,361.1 |
1,308.1 |
53.0 |
4.0% |
18.1 |
1.4% |
12% |
False |
True |
940 |
10 |
1,361.1 |
1,308.1 |
53.0 |
4.0% |
17.5 |
1.3% |
12% |
False |
True |
1,133 |
20 |
1,361.1 |
1,255.0 |
106.1 |
8.1% |
20.4 |
1.6% |
56% |
False |
False |
1,429 |
40 |
1,391.1 |
1,255.0 |
136.1 |
10.4% |
22.7 |
1.7% |
44% |
False |
False |
1,004 |
60 |
1,430.2 |
1,255.0 |
175.2 |
13.3% |
21.8 |
1.7% |
34% |
False |
False |
916 |
80 |
1,430.2 |
1,255.0 |
175.2 |
13.3% |
20.1 |
1.5% |
34% |
False |
False |
893 |
100 |
1,430.2 |
1,194.4 |
235.8 |
17.9% |
19.7 |
1.5% |
51% |
False |
False |
976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,412.6 |
2.618 |
1,380.1 |
1.618 |
1,360.2 |
1.000 |
1,347.9 |
0.618 |
1,340.3 |
HIGH |
1,328.0 |
0.618 |
1,320.4 |
0.500 |
1,318.1 |
0.382 |
1,315.7 |
LOW |
1,308.1 |
0.618 |
1,295.8 |
1.000 |
1,288.2 |
1.618 |
1,275.9 |
2.618 |
1,256.0 |
4.250 |
1,223.5 |
|
|
Fisher Pivots for day following 01-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,318.1 |
1,334.4 |
PP |
1,316.9 |
1,327.7 |
S1 |
1,315.7 |
1,321.1 |
|