| Trading Metrics calculated at close of trading on 01-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
5,388.0 |
5,423.0 |
35.0 |
0.6% |
5,411.0 |
| High |
5,436.0 |
5,424.0 |
-12.0 |
-0.2% |
5,448.0 |
| Low |
5,379.0 |
5,385.0 |
6.0 |
0.1% |
5,379.0 |
| Close |
5,416.0 |
5,390.0 |
-26.0 |
-0.5% |
5,390.0 |
| Range |
57.0 |
39.0 |
-18.0 |
-31.6% |
69.0 |
| ATR |
45.3 |
44.8 |
-0.4 |
-1.0% |
0.0 |
| Volume |
30,506 |
21,869 |
-8,637 |
-28.3% |
119,627 |
|
| Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,516.7 |
5,492.3 |
5,411.5 |
|
| R3 |
5,477.7 |
5,453.3 |
5,400.7 |
|
| R2 |
5,438.7 |
5,438.7 |
5,397.2 |
|
| R1 |
5,414.3 |
5,414.3 |
5,393.6 |
5,407.0 |
| PP |
5,399.7 |
5,399.7 |
5,399.7 |
5,396.0 |
| S1 |
5,375.3 |
5,375.3 |
5,386.4 |
5,368.0 |
| S2 |
5,360.7 |
5,360.7 |
5,382.9 |
|
| S3 |
5,321.7 |
5,336.3 |
5,379.3 |
|
| S4 |
5,282.7 |
5,297.3 |
5,368.6 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,612.7 |
5,570.3 |
5,428.0 |
|
| R3 |
5,543.7 |
5,501.3 |
5,409.0 |
|
| R2 |
5,474.7 |
5,474.7 |
5,402.7 |
|
| R1 |
5,432.3 |
5,432.3 |
5,396.3 |
5,419.0 |
| PP |
5,405.7 |
5,405.7 |
5,405.7 |
5,399.0 |
| S1 |
5,363.3 |
5,363.3 |
5,383.7 |
5,350.0 |
| S2 |
5,336.7 |
5,336.7 |
5,377.4 |
|
| S3 |
5,267.7 |
5,294.3 |
5,371.0 |
|
| S4 |
5,198.7 |
5,225.3 |
5,352.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,448.0 |
5,379.0 |
69.0 |
1.3% |
42.0 |
0.8% |
16% |
False |
False |
23,925 |
| 10 |
5,448.0 |
5,329.0 |
119.0 |
2.2% |
36.8 |
0.7% |
51% |
False |
False |
21,158 |
| 20 |
5,448.0 |
5,106.0 |
342.0 |
6.3% |
39.7 |
0.7% |
83% |
False |
False |
20,457 |
| 40 |
5,448.0 |
5,106.0 |
342.0 |
6.3% |
37.3 |
0.7% |
83% |
False |
False |
23,769 |
| 60 |
5,448.0 |
5,000.0 |
448.0 |
8.3% |
31.8 |
0.6% |
87% |
False |
False |
15,911 |
| 80 |
5,448.0 |
4,927.0 |
521.0 |
9.7% |
28.4 |
0.5% |
89% |
False |
False |
11,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,589.8 |
|
2.618 |
5,526.1 |
|
1.618 |
5,487.1 |
|
1.000 |
5,463.0 |
|
0.618 |
5,448.1 |
|
HIGH |
5,424.0 |
|
0.618 |
5,409.1 |
|
0.500 |
5,404.5 |
|
0.382 |
5,399.9 |
|
LOW |
5,385.0 |
|
0.618 |
5,360.9 |
|
1.000 |
5,346.0 |
|
1.618 |
5,321.9 |
|
2.618 |
5,282.9 |
|
4.250 |
5,219.3 |
|
|
| Fisher Pivots for day following 01-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,404.5 |
5,412.5 |
| PP |
5,399.7 |
5,405.0 |
| S1 |
5,394.8 |
5,397.5 |
|