Trading Metrics calculated at close of trading on 04-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,324.0 |
1,314.4 |
-9.6 |
-0.7% |
1,352.0 |
High |
1,328.0 |
1,322.5 |
-5.5 |
-0.4% |
1,361.1 |
Low |
1,308.1 |
1,313.6 |
5.5 |
0.4% |
1,308.1 |
Close |
1,314.5 |
1,316.2 |
1.7 |
0.1% |
1,314.5 |
Range |
19.9 |
8.9 |
-11.0 |
-55.3% |
53.0 |
ATR |
22.4 |
21.4 |
-1.0 |
-4.3% |
0.0 |
Volume |
1,182 |
1,667 |
485 |
41.0% |
4,700 |
|
Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,344.1 |
1,339.1 |
1,321.1 |
|
R3 |
1,335.2 |
1,330.2 |
1,318.6 |
|
R2 |
1,326.3 |
1,326.3 |
1,317.8 |
|
R1 |
1,321.3 |
1,321.3 |
1,317.0 |
1,323.8 |
PP |
1,317.4 |
1,317.4 |
1,317.4 |
1,318.7 |
S1 |
1,312.4 |
1,312.4 |
1,315.4 |
1,314.9 |
S2 |
1,308.5 |
1,308.5 |
1,314.6 |
|
S3 |
1,299.6 |
1,303.5 |
1,313.8 |
|
S4 |
1,290.7 |
1,294.6 |
1,311.3 |
|
|
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 |
1,360.6 |
1,308.1 |
52.5 |
4.0% |
17.5 |
1.3% |
15% |
False |
False |
1,052 |
10 |
1,361.1 |
1,308.1 |
53.0 |
4.0% |
17.5 |
1.3% |
15% |
False |
False |
1,204 |
20 |
1,361.1 |
1,255.0 |
106.1 |
8.1% |
20.0 |
1.5% |
58% |
False |
False |
1,463 |
40 |
1,385.4 |
1,255.0 |
130.4 |
9.9% |
22.9 |
1.7% |
47% |
False |
False |
1,031 |
60 |
1,430.2 |
1,255.0 |
175.2 |
13.3% |
21.8 |
1.7% |
35% |
False |
False |
896 |
80 |
1,430.2 |
1,255.0 |
175.2 |
13.3% |
20.0 |
1.5% |
35% |
False |
False |
899 |
100 |
1,430.2 |
1,194.4 |
235.8 |
17.9% |
19.6 |
1.5% |
52% |
False |
False |
986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,360.3 |
2.618 |
1,345.8 |
1.618 |
1,336.9 |
1.000 |
1,331.4 |
0.618 |
1,328.0 |
HIGH |
1,322.5 |
0.618 |
1,319.1 |
0.500 |
1,318.1 |
0.382 |
1,317.0 |
LOW |
1,313.6 |
0.618 |
1,308.1 |
1.000 |
1,304.7 |
1.618 |
1,299.2 |
2.618 |
1,290.3 |
4.250 |
1,275.8 |
|
|
Fisher Pivots for day following 04-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,318.1 |
1,325.1 |
PP |
1,317.4 |
1,322.1 |
S1 |
1,316.8 |
1,319.2 |
|