| 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 |
14,575 |
14,410 |
-165 |
-1.1% |
14,430 |
| High |
14,575 |
14,460 |
-115 |
-0.8% |
14,680 |
| Low |
14,500 |
14,410 |
-90 |
-0.6% |
14,410 |
| Close |
14,555 |
14,435 |
-120 |
-0.8% |
14,435 |
| Range |
75 |
50 |
-25 |
-33.3% |
270 |
| ATR |
180 |
178 |
-3 |
-1.4% |
0 |
| Volume |
2 |
3 |
1 |
50.0% |
21 |
|
| Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,585 |
14,560 |
14,463 |
|
| R3 |
14,535 |
14,510 |
14,449 |
|
| R2 |
14,485 |
14,485 |
14,444 |
|
| R1 |
14,460 |
14,460 |
14,440 |
14,473 |
| PP |
14,435 |
14,435 |
14,435 |
14,441 |
| S1 |
14,410 |
14,410 |
14,431 |
14,423 |
| S2 |
14,385 |
14,385 |
14,426 |
|
| S3 |
14,335 |
14,360 |
14,421 |
|
| S4 |
14,285 |
14,310 |
14,408 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,318 |
15,147 |
14,584 |
|
| R3 |
15,048 |
14,877 |
14,509 |
|
| R2 |
14,778 |
14,778 |
14,485 |
|
| R1 |
14,607 |
14,607 |
14,460 |
14,693 |
| PP |
14,508 |
14,508 |
14,508 |
14,551 |
| S1 |
14,337 |
14,337 |
14,410 |
14,423 |
| S2 |
14,238 |
14,238 |
14,386 |
|
| S3 |
13,968 |
14,067 |
14,361 |
|
| S4 |
13,698 |
13,797 |
14,287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,680 |
14,410 |
270 |
1.9% |
56 |
0.4% |
9% |
False |
True |
4 |
| 10 |
14,910 |
14,230 |
680 |
4.7% |
89 |
0.6% |
30% |
False |
False |
5 |
| 20 |
14,910 |
13,905 |
1,005 |
7.0% |
97 |
0.7% |
53% |
False |
False |
6 |
| 40 |
15,000 |
13,905 |
1,095 |
7.6% |
75 |
0.5% |
48% |
False |
False |
4 |
| 60 |
15,000 |
13,330 |
1,670 |
11.6% |
51 |
0.4% |
66% |
False |
False |
3 |
| 80 |
15,190 |
13,330 |
1,860 |
12.9% |
43 |
0.3% |
59% |
False |
False |
2 |
| 100 |
15,190 |
12,780 |
2,410 |
16.7% |
34 |
0.2% |
69% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,673 |
|
2.618 |
14,591 |
|
1.618 |
14,541 |
|
1.000 |
14,510 |
|
0.618 |
14,491 |
|
HIGH |
14,460 |
|
0.618 |
14,441 |
|
0.500 |
14,435 |
|
0.382 |
14,429 |
|
LOW |
14,410 |
|
0.618 |
14,379 |
|
1.000 |
14,360 |
|
1.618 |
14,329 |
|
2.618 |
14,279 |
|
4.250 |
14,198 |
|
|
| Fisher Pivots for day following 01-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,435 |
14,545 |
| PP |
14,435 |
14,508 |
| S1 |
14,435 |
14,472 |
|