| Trading Metrics calculated at close of trading on 06-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
14,335 |
14,200 |
-135 |
-0.9% |
14,250 |
| High |
14,355 |
14,445 |
90 |
0.6% |
14,615 |
| Low |
14,150 |
14,150 |
0 |
0.0% |
14,155 |
| Close |
14,195 |
14,425 |
230 |
1.6% |
14,345 |
| Range |
205 |
295 |
90 |
43.9% |
460 |
| ATR |
261 |
263 |
2 |
0.9% |
0 |
| Volume |
7,222 |
9,182 |
1,960 |
27.1% |
39,528 |
|
| Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,225 |
15,120 |
14,587 |
|
| R3 |
14,930 |
14,825 |
14,506 |
|
| R2 |
14,635 |
14,635 |
14,479 |
|
| R1 |
14,530 |
14,530 |
14,452 |
14,583 |
| PP |
14,340 |
14,340 |
14,340 |
14,366 |
| S1 |
14,235 |
14,235 |
14,398 |
14,288 |
| S2 |
14,045 |
14,045 |
14,371 |
|
| S3 |
13,750 |
13,940 |
14,344 |
|
| S4 |
13,455 |
13,645 |
14,263 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,752 |
15,508 |
14,598 |
|
| R3 |
15,292 |
15,048 |
14,472 |
|
| R2 |
14,832 |
14,832 |
14,429 |
|
| R1 |
14,588 |
14,588 |
14,387 |
14,710 |
| PP |
14,372 |
14,372 |
14,372 |
14,433 |
| S1 |
14,128 |
14,128 |
14,303 |
14,250 |
| S2 |
13,912 |
13,912 |
14,261 |
|
| S3 |
13,452 |
13,668 |
14,219 |
|
| S4 |
12,992 |
13,208 |
14,092 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,555 |
14,150 |
405 |
2.8% |
223 |
1.5% |
68% |
False |
True |
7,198 |
| 10 |
14,615 |
14,125 |
490 |
3.4% |
234 |
1.6% |
61% |
False |
False |
7,883 |
| 20 |
14,885 |
14,120 |
765 |
5.3% |
254 |
1.8% |
40% |
False |
False |
9,541 |
| 40 |
14,965 |
13,785 |
1,180 |
8.2% |
276 |
1.9% |
54% |
False |
False |
11,503 |
| 60 |
14,965 |
13,240 |
1,725 |
12.0% |
275 |
1.9% |
69% |
False |
False |
9,069 |
| 80 |
15,125 |
13,240 |
1,885 |
13.1% |
251 |
1.7% |
63% |
False |
False |
6,804 |
| 100 |
15,125 |
12,905 |
2,220 |
15.4% |
214 |
1.5% |
68% |
False |
False |
5,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,699 |
|
2.618 |
15,217 |
|
1.618 |
14,922 |
|
1.000 |
14,740 |
|
0.618 |
14,627 |
|
HIGH |
14,445 |
|
0.618 |
14,332 |
|
0.500 |
14,298 |
|
0.382 |
14,263 |
|
LOW |
14,150 |
|
0.618 |
13,968 |
|
1.000 |
13,855 |
|
1.618 |
13,673 |
|
2.618 |
13,378 |
|
4.250 |
12,896 |
|
|
| Fisher Pivots for day following 06-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,383 |
14,383 |
| PP |
14,340 |
14,340 |
| S1 |
14,298 |
14,298 |
|