| Trading Metrics calculated at close of trading on 07-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
14,490 |
14,175 |
-315 |
-2.2% |
14,430 |
| High |
14,515 |
14,175 |
-340 |
-2.3% |
14,680 |
| Low |
14,490 |
14,070 |
-420 |
-2.9% |
14,410 |
| Close |
14,515 |
14,125 |
-390 |
-2.7% |
14,435 |
| Range |
25 |
105 |
80 |
320.0% |
270 |
| ATR |
176 |
195 |
19 |
10.9% |
0 |
| Volume |
3 |
1 |
-2 |
-66.7% |
21 |
|
| Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,438 |
14,387 |
14,183 |
|
| R3 |
14,333 |
14,282 |
14,154 |
|
| R2 |
14,228 |
14,228 |
14,144 |
|
| R1 |
14,177 |
14,177 |
14,135 |
14,150 |
| PP |
14,123 |
14,123 |
14,123 |
14,110 |
| S1 |
14,072 |
14,072 |
14,116 |
14,045 |
| S2 |
14,018 |
14,018 |
14,106 |
|
| S3 |
13,913 |
13,967 |
14,096 |
|
| S4 |
13,808 |
13,862 |
14,067 |
|
|
| 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 |
14,515 |
14,070 |
445 |
3.2% |
71 |
0.5% |
12% |
False |
True |
2 |
| 10 |
14,680 |
14,070 |
610 |
4.3% |
83 |
0.6% |
9% |
False |
True |
3 |
| 20 |
14,910 |
14,070 |
840 |
5.9% |
76 |
0.5% |
7% |
False |
True |
4 |
| 40 |
15,000 |
13,905 |
1,095 |
7.8% |
82 |
0.6% |
20% |
False |
False |
4 |
| 60 |
15,000 |
13,330 |
1,670 |
11.8% |
56 |
0.4% |
48% |
False |
False |
3 |
| 80 |
15,190 |
13,330 |
1,860 |
13.2% |
47 |
0.3% |
43% |
False |
False |
2 |
| 100 |
15,190 |
13,085 |
2,105 |
14.9% |
38 |
0.3% |
49% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,621 |
|
2.618 |
14,450 |
|
1.618 |
14,345 |
|
1.000 |
14,280 |
|
0.618 |
14,240 |
|
HIGH |
14,175 |
|
0.618 |
14,135 |
|
0.500 |
14,123 |
|
0.382 |
14,110 |
|
LOW |
14,070 |
|
0.618 |
14,005 |
|
1.000 |
13,965 |
|
1.618 |
13,900 |
|
2.618 |
13,795 |
|
4.250 |
13,624 |
|
|
| Fisher Pivots for day following 07-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,124 |
14,293 |
| PP |
14,123 |
14,237 |
| S1 |
14,123 |
14,181 |
|