Trading Metrics calculated at close of trading on 07-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,314.8 |
1,318.9 |
4.1 |
0.3% |
1,352.0 |
High |
1,322.4 |
1,325.2 |
2.8 |
0.2% |
1,361.1 |
Low |
1,313.1 |
1,299.7 |
-13.4 |
-1.0% |
1,308.1 |
Close |
1,319.4 |
1,310.3 |
-9.1 |
-0.7% |
1,314.5 |
Range |
9.3 |
25.5 |
16.2 |
174.2% |
53.0 |
ATR |
20.2 |
20.6 |
0.4 |
1.9% |
0.0 |
Volume |
1,718 |
1,772 |
54 |
3.1% |
4,700 |
|
Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,388.2 |
1,374.8 |
1,324.3 |
|
R3 |
1,362.7 |
1,349.3 |
1,317.3 |
|
R2 |
1,337.2 |
1,337.2 |
1,315.0 |
|
R1 |
1,323.8 |
1,323.8 |
1,312.6 |
1,317.8 |
PP |
1,311.7 |
1,311.7 |
1,311.7 |
1,308.7 |
S1 |
1,298.3 |
1,298.3 |
1,308.0 |
1,292.3 |
S2 |
1,286.2 |
1,286.2 |
1,305.6 |
|
S3 |
1,260.7 |
1,272.8 |
1,303.3 |
|
S4 |
1,235.2 |
1,247.3 |
1,296.3 |
|
|
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 |
1,328.0 |
1,299.7 |
28.3 |
2.2% |
15.2 |
1.2% |
37% |
False |
True |
1,515 |
10 |
1,361.1 |
1,299.7 |
61.4 |
4.7% |
16.5 |
1.3% |
17% |
False |
True |
1,150 |
20 |
1,361.1 |
1,255.0 |
106.1 |
8.1% |
19.4 |
1.5% |
52% |
False |
False |
1,350 |
40 |
1,375.3 |
1,255.0 |
120.3 |
9.2% |
22.3 |
1.7% |
46% |
False |
False |
1,121 |
60 |
1,430.2 |
1,255.0 |
175.2 |
13.4% |
21.7 |
1.7% |
32% |
False |
False |
951 |
80 |
1,430.2 |
1,255.0 |
175.2 |
13.4% |
20.3 |
1.5% |
32% |
False |
False |
926 |
100 |
1,430.2 |
1,194.4 |
235.8 |
18.0% |
20.0 |
1.5% |
49% |
False |
False |
1,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,433.6 |
2.618 |
1,392.0 |
1.618 |
1,366.5 |
1.000 |
1,350.7 |
0.618 |
1,341.0 |
HIGH |
1,325.2 |
0.618 |
1,315.5 |
0.500 |
1,312.5 |
0.382 |
1,309.4 |
LOW |
1,299.7 |
0.618 |
1,283.9 |
1.000 |
1,274.2 |
1.618 |
1,258.4 |
2.618 |
1,232.9 |
4.250 |
1,191.3 |
|
|
Fisher Pivots for day following 07-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,312.5 |
1,312.5 |
PP |
1,311.7 |
1,311.7 |
S1 |
1,311.0 |
1,311.0 |
|