| 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 |
15,621.20 |
15,631.22 |
10.02 |
0.1% |
15,569.19 |
| High |
15,658.90 |
15,651.89 |
-7.01 |
0.0% |
15,721.00 |
| Low |
15,588.48 |
15,522.18 |
-66.30 |
-0.4% |
15,533.48 |
| Close |
15,639.12 |
15,618.22 |
-20.90 |
-0.1% |
15,615.55 |
| Range |
70.42 |
129.71 |
59.29 |
84.2% |
187.52 |
| ATR |
119.65 |
120.36 |
0.72 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,986.56 |
15,932.10 |
15,689.56 |
|
| R3 |
15,856.85 |
15,802.39 |
15,653.89 |
|
| R2 |
15,727.14 |
15,727.14 |
15,642.00 |
|
| R1 |
15,672.68 |
15,672.68 |
15,630.11 |
15,635.06 |
| PP |
15,597.43 |
15,597.43 |
15,597.43 |
15,578.62 |
| S1 |
15,542.97 |
15,542.97 |
15,606.33 |
15,505.35 |
| S2 |
15,467.72 |
15,467.72 |
15,594.44 |
|
| S3 |
15,338.01 |
15,413.26 |
15,582.55 |
|
| S4 |
15,208.30 |
15,283.55 |
15,546.88 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,185.90 |
16,088.25 |
15,718.69 |
|
| R3 |
15,998.38 |
15,900.73 |
15,667.12 |
|
| R2 |
15,810.86 |
15,810.86 |
15,649.93 |
|
| R1 |
15,713.21 |
15,713.21 |
15,632.74 |
15,762.04 |
| PP |
15,623.34 |
15,623.34 |
15,623.34 |
15,647.76 |
| S1 |
15,525.69 |
15,525.69 |
15,598.36 |
15,574.52 |
| S2 |
15,435.82 |
15,435.82 |
15,581.17 |
|
| S3 |
15,248.30 |
15,338.17 |
15,563.98 |
|
| S4 |
15,060.78 |
15,150.65 |
15,512.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,721.00 |
15,522.18 |
198.82 |
1.3% |
111.99 |
0.7% |
48% |
False |
True |
|
| 10 |
15,721.00 |
15,366.19 |
354.81 |
2.3% |
100.80 |
0.6% |
71% |
False |
False |
|
| 20 |
15,721.00 |
14,719.43 |
1,001.57 |
6.4% |
126.24 |
0.8% |
90% |
False |
False |
|
| 40 |
15,721.00 |
14,719.43 |
1,001.57 |
6.4% |
126.78 |
0.8% |
90% |
False |
False |
|
| 60 |
15,721.00 |
14,719.43 |
1,001.57 |
6.4% |
128.01 |
0.8% |
90% |
False |
False |
|
| 80 |
15,721.00 |
14,719.43 |
1,001.57 |
6.4% |
121.85 |
0.8% |
90% |
False |
False |
|
| 100 |
15,721.00 |
14,551.27 |
1,169.73 |
7.5% |
130.17 |
0.8% |
91% |
False |
False |
|
| 120 |
15,721.00 |
14,551.27 |
1,169.73 |
7.5% |
137.89 |
0.9% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,203.16 |
|
2.618 |
15,991.47 |
|
1.618 |
15,861.76 |
|
1.000 |
15,781.60 |
|
0.618 |
15,732.05 |
|
HIGH |
15,651.89 |
|
0.618 |
15,602.34 |
|
0.500 |
15,587.04 |
|
0.382 |
15,571.73 |
|
LOW |
15,522.18 |
|
0.618 |
15,442.02 |
|
1.000 |
15,392.47 |
|
1.618 |
15,312.31 |
|
2.618 |
15,182.60 |
|
4.250 |
14,970.91 |
|
|
| Fisher Pivots for day following 05-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,607.83 |
15,608.99 |
| PP |
15,597.43 |
15,599.77 |
| S1 |
15,587.04 |
15,590.54 |
|