Trading Metrics calculated at close of trading on 11-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,307.8 |
1,288.3 |
-19.5 |
-1.5% |
1,313.0 |
High |
1,313.4 |
1,288.8 |
-24.6 |
-1.9% |
1,326.0 |
Low |
1,280.5 |
1,278.1 |
-2.4 |
-0.2% |
1,280.5 |
Close |
1,284.6 |
1,281.1 |
-3.5 |
-0.3% |
1,284.6 |
Range |
32.9 |
10.7 |
-22.2 |
-67.5% |
45.5 |
ATR |
24.7 |
23.7 |
-1.0 |
-4.0% |
0.0 |
Volume |
182,695 |
98,952 |
-83,743 |
-45.8% |
646,102 |
|
Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,314.8 |
1,308.6 |
1,287.0 |
|
R3 |
1,304.1 |
1,297.9 |
1,284.0 |
|
R2 |
1,293.4 |
1,293.4 |
1,283.1 |
|
R1 |
1,287.2 |
1,287.2 |
1,282.1 |
1,285.0 |
PP |
1,282.7 |
1,282.7 |
1,282.7 |
1,281.5 |
S1 |
1,276.5 |
1,276.5 |
1,280.1 |
1,274.3 |
S2 |
1,272.0 |
1,272.0 |
1,279.1 |
|
S3 |
1,261.3 |
1,265.8 |
1,278.2 |
|
S4 |
1,250.6 |
1,255.1 |
1,275.2 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,433.5 |
1,404.6 |
1,309.6 |
|
R3 |
1,388.0 |
1,359.1 |
1,297.1 |
|
R2 |
1,342.5 |
1,342.5 |
1,292.9 |
|
R1 |
1,313.6 |
1,313.6 |
1,288.8 |
1,305.3 |
PP |
1,297.0 |
1,297.0 |
1,297.0 |
1,292.9 |
S1 |
1,268.1 |
1,268.1 |
1,280.4 |
1,259.8 |
S2 |
1,251.5 |
1,251.5 |
1,276.3 |
|
S3 |
1,206.0 |
1,222.6 |
1,272.1 |
|
S4 |
1,160.5 |
1,177.1 |
1,259.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,326.0 |
1,278.1 |
47.9 |
3.7% |
20.4 |
1.6% |
6% |
False |
True |
133,303 |
10 |
1,360.4 |
1,278.1 |
82.3 |
6.4% |
20.5 |
1.6% |
4% |
False |
True |
131,776 |
20 |
1,361.8 |
1,251.0 |
110.8 |
8.6% |
22.5 |
1.8% |
27% |
False |
False |
135,914 |
40 |
1,375.4 |
1,251.0 |
124.4 |
9.7% |
26.2 |
2.0% |
24% |
False |
False |
144,087 |
60 |
1,434.0 |
1,251.0 |
183.0 |
14.3% |
26.5 |
2.1% |
16% |
False |
False |
144,886 |
80 |
1,434.0 |
1,251.0 |
183.0 |
14.3% |
26.6 |
2.1% |
16% |
False |
False |
139,337 |
100 |
1,434.0 |
1,182.6 |
251.4 |
19.6% |
27.2 |
2.1% |
39% |
False |
False |
115,180 |
120 |
1,434.0 |
1,182.6 |
251.4 |
19.6% |
27.0 |
2.1% |
39% |
False |
False |
96,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,334.3 |
2.618 |
1,316.8 |
1.618 |
1,306.1 |
1.000 |
1,299.5 |
0.618 |
1,295.4 |
HIGH |
1,288.8 |
0.618 |
1,284.7 |
0.500 |
1,283.5 |
0.382 |
1,282.2 |
LOW |
1,278.1 |
0.618 |
1,271.5 |
1.000 |
1,267.4 |
1.618 |
1,260.8 |
2.618 |
1,250.1 |
4.250 |
1,232.6 |
|
|
Fisher Pivots for day following 11-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,283.5 |
1,302.1 |
PP |
1,282.7 |
1,295.1 |
S1 |
1,281.9 |
1,288.1 |
|