| Trading Metrics calculated at close of trading on 05-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1,314.4 |
1,317.7 |
3.3 |
0.3% |
1,352.0 |
| High |
1,322.5 |
1,320.8 |
-1.7 |
-0.1% |
1,361.1 |
| Low |
1,313.6 |
1,308.6 |
-5.0 |
-0.4% |
1,308.1 |
| Close |
1,316.2 |
1,309.7 |
-6.5 |
-0.5% |
1,314.5 |
| Range |
8.9 |
12.2 |
3.3 |
37.1% |
53.0 |
| ATR |
21.4 |
20.8 |
-0.7 |
-3.1% |
0.0 |
| Volume |
1,667 |
1,236 |
-431 |
-25.9% |
4,700 |
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,349.6 |
1,341.9 |
1,316.4 |
|
| R3 |
1,337.4 |
1,329.7 |
1,313.1 |
|
| R2 |
1,325.2 |
1,325.2 |
1,311.9 |
|
| R1 |
1,317.5 |
1,317.5 |
1,310.8 |
1,315.3 |
| PP |
1,313.0 |
1,313.0 |
1,313.0 |
1,311.9 |
| S1 |
1,305.3 |
1,305.3 |
1,308.6 |
1,303.1 |
| S2 |
1,300.8 |
1,300.8 |
1,307.5 |
|
| S3 |
1,288.6 |
1,293.1 |
1,306.3 |
|
| S4 |
1,276.4 |
1,280.9 |
1,303.0 |
|
|
| 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% |
17.3 |
1.3% |
3% |
False |
False |
1,059 |
| 10 |
1,361.1 |
1,308.1 |
53.0 |
4.0% |
15.4 |
1.2% |
3% |
False |
False |
1,302 |
| 20 |
1,361.1 |
1,255.0 |
106.1 |
8.1% |
20.0 |
1.5% |
52% |
False |
False |
1,467 |
| 40 |
1,375.3 |
1,255.0 |
120.3 |
9.2% |
22.5 |
1.7% |
45% |
False |
False |
1,052 |
| 60 |
1,430.2 |
1,255.0 |
175.2 |
13.4% |
21.6 |
1.7% |
31% |
False |
False |
904 |
| 80 |
1,430.2 |
1,255.0 |
175.2 |
13.4% |
20.1 |
1.5% |
31% |
False |
False |
901 |
| 100 |
1,430.2 |
1,194.4 |
235.8 |
18.0% |
19.7 |
1.5% |
49% |
False |
False |
993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,372.7 |
|
2.618 |
1,352.7 |
|
1.618 |
1,340.5 |
|
1.000 |
1,333.0 |
|
0.618 |
1,328.3 |
|
HIGH |
1,320.8 |
|
0.618 |
1,316.1 |
|
0.500 |
1,314.7 |
|
0.382 |
1,313.3 |
|
LOW |
1,308.6 |
|
0.618 |
1,301.1 |
|
1.000 |
1,296.4 |
|
1.618 |
1,288.9 |
|
2.618 |
1,276.7 |
|
4.250 |
1,256.8 |
|
|
| Fisher Pivots for day following 05-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,314.7 |
1,318.1 |
| PP |
1,313.0 |
1,315.3 |
| S1 |
1,311.4 |
1,312.5 |
|