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 |
15,751.31 |
15,591.54 |
-159.77 |
-1.0% |
15,621.20 |
High |
15,797.68 |
15,764.29 |
-33.39 |
-0.2% |
15,797.68 |
Low |
15,586.33 |
15,579.35 |
-6.98 |
0.0% |
15,522.18 |
Close |
15,593.98 |
15,761.78 |
167.80 |
1.1% |
15,761.78 |
Range |
211.35 |
184.94 |
-26.41 |
-12.5% |
275.50 |
ATR |
127.64 |
131.73 |
4.09 |
3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,256.63 |
16,194.14 |
15,863.50 |
|
R3 |
16,071.69 |
16,009.20 |
15,812.64 |
|
R2 |
15,886.75 |
15,886.75 |
15,795.69 |
|
R1 |
15,824.26 |
15,824.26 |
15,778.73 |
15,855.51 |
PP |
15,701.81 |
15,701.81 |
15,701.81 |
15,717.43 |
S1 |
15,639.32 |
15,639.32 |
15,744.83 |
15,670.57 |
S2 |
15,516.87 |
15,516.87 |
15,727.87 |
|
S3 |
15,331.93 |
15,454.38 |
15,710.92 |
|
S4 |
15,146.99 |
15,269.44 |
15,660.06 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,520.38 |
16,416.58 |
15,913.31 |
|
R3 |
16,244.88 |
16,141.08 |
15,837.54 |
|
R2 |
15,969.38 |
15,969.38 |
15,812.29 |
|
R1 |
15,865.58 |
15,865.58 |
15,787.03 |
15,917.48 |
PP |
15,693.88 |
15,693.88 |
15,693.88 |
15,719.83 |
S1 |
15,590.08 |
15,590.08 |
15,736.53 |
15,641.98 |
S2 |
15,418.38 |
15,418.38 |
15,711.27 |
|
S3 |
15,142.88 |
15,314.58 |
15,686.02 |
|
S4 |
14,867.38 |
15,039.08 |
15,610.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,797.68 |
15,522.18 |
275.50 |
1.7% |
143.60 |
0.9% |
87% |
False |
False |
|
10 |
15,797.68 |
15,522.18 |
275.50 |
1.7% |
125.43 |
0.8% |
87% |
False |
False |
|
20 |
15,797.68 |
15,136.38 |
661.30 |
4.2% |
122.63 |
0.8% |
95% |
False |
False |
|
40 |
15,797.68 |
14,719.43 |
1,078.25 |
6.8% |
133.17 |
0.8% |
97% |
False |
False |
|
60 |
15,797.68 |
14,719.43 |
1,078.25 |
6.8% |
127.69 |
0.8% |
97% |
False |
False |
|
80 |
15,797.68 |
14,719.43 |
1,078.25 |
6.8% |
124.95 |
0.8% |
97% |
False |
False |
|
100 |
15,797.68 |
14,551.27 |
1,246.41 |
7.9% |
129.88 |
0.8% |
97% |
False |
False |
|
120 |
15,797.68 |
14,551.27 |
1,246.41 |
7.9% |
139.63 |
0.9% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,550.29 |
2.618 |
16,248.46 |
1.618 |
16,063.52 |
1.000 |
15,949.23 |
0.618 |
15,878.58 |
HIGH |
15,764.29 |
0.618 |
15,693.64 |
0.500 |
15,671.82 |
0.382 |
15,650.00 |
LOW |
15,579.35 |
0.618 |
15,465.06 |
1.000 |
15,394.41 |
1.618 |
15,280.12 |
2.618 |
15,095.18 |
4.250 |
14,793.36 |
|
|
Fisher Pivots for day following 08-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,731.79 |
15,737.36 |
PP |
15,701.81 |
15,712.94 |
S1 |
15,671.82 |
15,688.52 |
|