Trading Metrics calculated at close of trading on 08-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,318.9 |
1,310.7 |
-8.2 |
-0.6% |
1,314.4 |
High |
1,325.2 |
1,313.3 |
-11.9 |
-0.9% |
1,325.2 |
Low |
1,299.7 |
1,283.0 |
-16.7 |
-1.3% |
1,283.0 |
Close |
1,310.3 |
1,286.6 |
-23.7 |
-1.8% |
1,286.6 |
Range |
25.5 |
30.3 |
4.8 |
18.8% |
42.2 |
ATR |
20.6 |
21.3 |
0.7 |
3.4% |
0.0 |
Volume |
1,772 |
3,725 |
1,953 |
110.2% |
10,118 |
|
Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,385.2 |
1,366.2 |
1,303.3 |
|
R3 |
1,354.9 |
1,335.9 |
1,294.9 |
|
R2 |
1,324.6 |
1,324.6 |
1,292.2 |
|
R1 |
1,305.6 |
1,305.6 |
1,289.4 |
1,300.0 |
PP |
1,294.3 |
1,294.3 |
1,294.3 |
1,291.5 |
S1 |
1,275.3 |
1,275.3 |
1,283.8 |
1,269.7 |
S2 |
1,264.0 |
1,264.0 |
1,281.0 |
|
S3 |
1,233.7 |
1,245.0 |
1,278.3 |
|
S4 |
1,203.4 |
1,214.7 |
1,269.9 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,424.9 |
1,397.9 |
1,309.8 |
|
R3 |
1,382.7 |
1,355.7 |
1,298.2 |
|
R2 |
1,340.5 |
1,340.5 |
1,294.3 |
|
R1 |
1,313.5 |
1,313.5 |
1,290.5 |
1,305.9 |
PP |
1,298.3 |
1,298.3 |
1,298.3 |
1,294.5 |
S1 |
1,271.3 |
1,271.3 |
1,282.7 |
1,263.7 |
S2 |
1,256.1 |
1,256.1 |
1,278.9 |
|
S3 |
1,213.9 |
1,229.1 |
1,275.0 |
|
S4 |
1,171.7 |
1,186.9 |
1,263.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,325.2 |
1,283.0 |
42.2 |
3.3% |
17.2 |
1.3% |
9% |
False |
True |
2,023 |
10 |
1,361.1 |
1,283.0 |
78.1 |
6.1% |
17.7 |
1.4% |
5% |
False |
True |
1,481 |
20 |
1,361.1 |
1,255.0 |
106.1 |
8.2% |
19.4 |
1.5% |
30% |
False |
False |
1,419 |
40 |
1,375.3 |
1,255.0 |
120.3 |
9.4% |
22.5 |
1.7% |
26% |
False |
False |
1,185 |
60 |
1,430.2 |
1,255.0 |
175.2 |
13.6% |
21.4 |
1.7% |
18% |
False |
False |
1,008 |
80 |
1,430.2 |
1,255.0 |
175.2 |
13.6% |
20.6 |
1.6% |
18% |
False |
False |
966 |
100 |
1,430.2 |
1,194.4 |
235.8 |
18.3% |
20.0 |
1.6% |
39% |
False |
False |
1,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,442.1 |
2.618 |
1,392.6 |
1.618 |
1,362.3 |
1.000 |
1,343.6 |
0.618 |
1,332.0 |
HIGH |
1,313.3 |
0.618 |
1,301.7 |
0.500 |
1,298.2 |
0.382 |
1,294.6 |
LOW |
1,283.0 |
0.618 |
1,264.3 |
1.000 |
1,252.7 |
1.618 |
1,234.0 |
2.618 |
1,203.7 |
4.250 |
1,154.2 |
|
|
Fisher Pivots for day following 08-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,298.2 |
1,304.1 |
PP |
1,294.3 |
1,298.3 |
S1 |
1,290.5 |
1,292.4 |
|