Trading Metrics calculated at close of trading on 06-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,317.7 |
1,314.8 |
-2.9 |
-0.2% |
1,352.0 |
High |
1,320.8 |
1,322.4 |
1.6 |
0.1% |
1,361.1 |
Low |
1,308.6 |
1,313.1 |
4.5 |
0.3% |
1,308.1 |
Close |
1,309.7 |
1,319.4 |
9.7 |
0.7% |
1,314.5 |
Range |
12.2 |
9.3 |
-2.9 |
-23.8% |
53.0 |
ATR |
20.8 |
20.2 |
-0.6 |
-2.8% |
0.0 |
Volume |
1,236 |
1,718 |
482 |
39.0% |
4,700 |
|
Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,346.2 |
1,342.1 |
1,324.5 |
|
R3 |
1,336.9 |
1,332.8 |
1,322.0 |
|
R2 |
1,327.6 |
1,327.6 |
1,321.1 |
|
R1 |
1,323.5 |
1,323.5 |
1,320.3 |
1,325.6 |
PP |
1,318.3 |
1,318.3 |
1,318.3 |
1,319.3 |
S1 |
1,314.2 |
1,314.2 |
1,318.5 |
1,316.3 |
S2 |
1,309.0 |
1,309.0 |
1,317.7 |
|
S3 |
1,299.7 |
1,304.9 |
1,316.8 |
|
S4 |
1,290.4 |
1,295.6 |
1,314.3 |
|
|
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 |
1,342.0 |
1,308.1 |
33.9 |
2.6% |
14.3 |
1.1% |
33% |
False |
False |
1,318 |
10 |
1,361.1 |
1,308.1 |
53.0 |
4.0% |
15.5 |
1.2% |
21% |
False |
False |
1,057 |
20 |
1,361.1 |
1,255.0 |
106.1 |
8.0% |
19.2 |
1.5% |
61% |
False |
False |
1,355 |
40 |
1,375.3 |
1,255.0 |
120.3 |
9.1% |
22.6 |
1.7% |
54% |
False |
False |
1,082 |
60 |
1,430.2 |
1,255.0 |
175.2 |
13.3% |
21.5 |
1.6% |
37% |
False |
False |
927 |
80 |
1,430.2 |
1,255.0 |
175.2 |
13.3% |
20.2 |
1.5% |
37% |
False |
False |
913 |
100 |
1,430.2 |
1,194.4 |
235.8 |
17.9% |
19.8 |
1.5% |
53% |
False |
False |
1,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,361.9 |
2.618 |
1,346.7 |
1.618 |
1,337.4 |
1.000 |
1,331.7 |
0.618 |
1,328.1 |
HIGH |
1,322.4 |
0.618 |
1,318.8 |
0.500 |
1,317.8 |
0.382 |
1,316.7 |
LOW |
1,313.1 |
0.618 |
1,307.4 |
1.000 |
1,303.8 |
1.618 |
1,298.1 |
2.618 |
1,288.8 |
4.250 |
1,273.6 |
|
|
Fisher Pivots for day following 06-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,318.9 |
1,318.1 |
PP |
1,318.3 |
1,316.8 |
S1 |
1,317.8 |
1,315.6 |
|