| 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 |
14,335 |
14,350 |
15 |
0.1% |
14,430 |
| High |
14,445 |
14,350 |
-95 |
-0.7% |
14,680 |
| Low |
14,335 |
14,285 |
-50 |
-0.3% |
14,410 |
| Close |
14,445 |
14,285 |
-160 |
-1.1% |
14,435 |
| Range |
110 |
65 |
-45 |
-40.9% |
270 |
| ATR |
173 |
172 |
-1 |
-0.5% |
0 |
| Volume |
2 |
1 |
-1 |
-50.0% |
21 |
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,502 |
14,458 |
14,321 |
|
| R3 |
14,437 |
14,393 |
14,303 |
|
| R2 |
14,372 |
14,372 |
14,297 |
|
| R1 |
14,328 |
14,328 |
14,291 |
14,318 |
| PP |
14,307 |
14,307 |
14,307 |
14,301 |
| S1 |
14,263 |
14,263 |
14,279 |
14,253 |
| S2 |
14,242 |
14,242 |
14,273 |
|
| S3 |
14,177 |
14,198 |
14,267 |
|
| S4 |
14,112 |
14,133 |
14,249 |
|
|
| 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 |
14,285 |
395 |
2.8% |
78 |
0.5% |
0% |
False |
True |
1 |
| 10 |
14,680 |
14,230 |
450 |
3.2% |
101 |
0.7% |
12% |
False |
False |
5 |
| 20 |
14,910 |
14,175 |
735 |
5.1% |
87 |
0.6% |
15% |
False |
False |
6 |
| 40 |
15,000 |
13,905 |
1,095 |
7.7% |
79 |
0.6% |
35% |
False |
False |
4 |
| 60 |
15,000 |
13,330 |
1,670 |
11.7% |
54 |
0.4% |
57% |
False |
False |
3 |
| 80 |
15,190 |
13,330 |
1,860 |
13.0% |
45 |
0.3% |
51% |
False |
False |
2 |
| 100 |
15,190 |
13,085 |
2,105 |
14.7% |
36 |
0.3% |
57% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,626 |
|
2.618 |
14,520 |
|
1.618 |
14,455 |
|
1.000 |
14,415 |
|
0.618 |
14,390 |
|
HIGH |
14,350 |
|
0.618 |
14,325 |
|
0.500 |
14,318 |
|
0.382 |
14,310 |
|
LOW |
14,285 |
|
0.618 |
14,245 |
|
1.000 |
14,220 |
|
1.618 |
14,180 |
|
2.618 |
14,115 |
|
4.250 |
14,009 |
|
|
| Fisher Pivots for day following 05-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,318 |
14,373 |
| PP |
14,307 |
14,343 |
| S1 |
14,296 |
14,314 |
|