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 |
3,368.00 |
3,378.00 |
10.00 |
0.3% |
3,374.25 |
High |
3,387.25 |
3,390.50 |
3.25 |
0.1% |
3,401.75 |
Low |
3,366.75 |
3,355.75 |
-11.00 |
-0.3% |
3,357.50 |
Close |
3,377.50 |
3,379.75 |
2.25 |
0.1% |
3,368.00 |
Range |
20.50 |
34.75 |
14.25 |
69.5% |
44.25 |
ATR |
36.71 |
36.57 |
-0.14 |
-0.4% |
0.00 |
Volume |
142,512 |
224,570 |
82,058 |
57.6% |
1,175,972 |
|
Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,479.50 |
3,464.50 |
3,398.75 |
|
R3 |
3,444.75 |
3,429.75 |
3,389.25 |
|
R2 |
3,410.00 |
3,410.00 |
3,386.00 |
|
R1 |
3,395.00 |
3,395.00 |
3,383.00 |
3,402.50 |
PP |
3,375.25 |
3,375.25 |
3,375.25 |
3,379.00 |
S1 |
3,360.25 |
3,360.25 |
3,376.50 |
3,367.75 |
S2 |
3,340.50 |
3,340.50 |
3,373.50 |
|
S3 |
3,305.75 |
3,325.50 |
3,370.25 |
|
S4 |
3,271.00 |
3,290.75 |
3,360.75 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,508.50 |
3,482.50 |
3,392.25 |
|
R3 |
3,464.25 |
3,438.25 |
3,380.25 |
|
R2 |
3,420.00 |
3,420.00 |
3,376.00 |
|
R1 |
3,394.00 |
3,394.00 |
3,372.00 |
3,385.00 |
PP |
3,375.75 |
3,375.75 |
3,375.75 |
3,371.25 |
S1 |
3,349.75 |
3,349.75 |
3,364.00 |
3,340.50 |
S2 |
3,331.50 |
3,331.50 |
3,360.00 |
|
S3 |
3,287.25 |
3,305.50 |
3,355.75 |
|
S4 |
3,243.00 |
3,261.25 |
3,343.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,401.75 |
3,355.75 |
46.00 |
1.4% |
31.50 |
0.9% |
52% |
False |
True |
227,494 |
10 |
3,401.75 |
3,322.25 |
79.50 |
2.4% |
32.25 |
1.0% |
72% |
False |
False |
220,189 |
20 |
3,401.75 |
3,110.75 |
291.00 |
8.6% |
39.75 |
1.2% |
92% |
False |
False |
247,931 |
40 |
3,401.75 |
3,110.75 |
291.00 |
8.6% |
37.50 |
1.1% |
92% |
False |
False |
239,277 |
60 |
3,401.75 |
3,049.25 |
352.50 |
10.4% |
36.75 |
1.1% |
94% |
False |
False |
159,924 |
80 |
3,401.75 |
3,016.75 |
385.00 |
11.4% |
32.00 |
0.9% |
94% |
False |
False |
119,975 |
100 |
3,401.75 |
2,813.00 |
588.75 |
17.4% |
29.00 |
0.9% |
96% |
False |
False |
95,983 |
120 |
3,401.75 |
2,813.00 |
588.75 |
17.4% |
26.00 |
0.8% |
96% |
False |
False |
79,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,538.25 |
2.618 |
3,481.50 |
1.618 |
3,446.75 |
1.000 |
3,425.25 |
0.618 |
3,412.00 |
HIGH |
3,390.50 |
0.618 |
3,377.25 |
0.500 |
3,373.00 |
0.382 |
3,369.00 |
LOW |
3,355.75 |
0.618 |
3,334.25 |
1.000 |
3,321.00 |
1.618 |
3,299.50 |
2.618 |
3,264.75 |
4.250 |
3,208.00 |
|
|
Fisher Pivots for day following 05-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3,377.50 |
3,377.50 |
PP |
3,375.25 |
3,375.25 |
S1 |
3,373.00 |
3,373.00 |
|