Trading Metrics calculated at close of trading on 12-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,288.3 |
1,281.4 |
-6.9 |
-0.5% |
1,313.0 |
High |
1,288.8 |
1,285.4 |
-3.4 |
-0.3% |
1,326.0 |
Low |
1,278.1 |
1,260.5 |
-17.6 |
-1.4% |
1,280.5 |
Close |
1,281.1 |
1,271.2 |
-9.9 |
-0.8% |
1,284.6 |
Range |
10.7 |
24.9 |
14.2 |
132.7% |
45.5 |
ATR |
23.7 |
23.8 |
0.1 |
0.4% |
0.0 |
Volume |
98,952 |
146,536 |
47,584 |
48.1% |
646,102 |
|
Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,347.1 |
1,334.0 |
1,284.9 |
|
R3 |
1,322.2 |
1,309.1 |
1,278.0 |
|
R2 |
1,297.3 |
1,297.3 |
1,275.8 |
|
R1 |
1,284.2 |
1,284.2 |
1,273.5 |
1,278.3 |
PP |
1,272.4 |
1,272.4 |
1,272.4 |
1,269.4 |
S1 |
1,259.3 |
1,259.3 |
1,268.9 |
1,253.4 |
S2 |
1,247.5 |
1,247.5 |
1,266.6 |
|
S3 |
1,222.6 |
1,234.4 |
1,264.4 |
|
S4 |
1,197.7 |
1,209.5 |
1,257.5 |
|
|
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 |
1,260.5 |
65.5 |
5.2% |
22.3 |
1.8% |
16% |
False |
True |
142,680 |
10 |
1,359.6 |
1,260.5 |
99.1 |
7.8% |
21.0 |
1.6% |
11% |
False |
True |
133,712 |
20 |
1,361.8 |
1,260.5 |
101.3 |
8.0% |
21.9 |
1.7% |
11% |
False |
True |
133,039 |
40 |
1,375.4 |
1,251.0 |
124.4 |
9.8% |
26.3 |
2.1% |
16% |
False |
False |
144,326 |
60 |
1,434.0 |
1,251.0 |
183.0 |
14.4% |
26.5 |
2.1% |
11% |
False |
False |
145,271 |
80 |
1,434.0 |
1,251.0 |
183.0 |
14.4% |
26.4 |
2.1% |
11% |
False |
False |
140,698 |
100 |
1,434.0 |
1,182.6 |
251.4 |
19.8% |
27.1 |
2.1% |
35% |
False |
False |
116,538 |
120 |
1,434.0 |
1,182.6 |
251.4 |
19.8% |
26.9 |
2.1% |
35% |
False |
False |
97,955 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,391.2 |
2.618 |
1,350.6 |
1.618 |
1,325.7 |
1.000 |
1,310.3 |
0.618 |
1,300.8 |
HIGH |
1,285.4 |
0.618 |
1,275.9 |
0.500 |
1,273.0 |
0.382 |
1,270.0 |
LOW |
1,260.5 |
0.618 |
1,245.1 |
1.000 |
1,235.6 |
1.618 |
1,220.2 |
2.618 |
1,195.3 |
4.250 |
1,154.7 |
|
|
Fisher Pivots for day following 12-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,273.0 |
1,287.0 |
PP |
1,272.4 |
1,281.7 |
S1 |
1,271.8 |
1,276.5 |
|