Trading Metrics calculated at close of trading on 13-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,281.4 |
1,265.3 |
-16.1 |
-1.3% |
1,313.0 |
High |
1,285.4 |
1,283.7 |
-1.7 |
-0.1% |
1,326.0 |
Low |
1,260.5 |
1,265.0 |
4.5 |
0.4% |
1,280.5 |
Close |
1,271.2 |
1,268.4 |
-2.8 |
-0.2% |
1,284.6 |
Range |
24.9 |
18.7 |
-6.2 |
-24.9% |
45.5 |
ATR |
23.8 |
23.4 |
-0.4 |
-1.5% |
0.0 |
Volume |
146,536 |
133,472 |
-13,064 |
-8.9% |
646,102 |
|
Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,328.5 |
1,317.1 |
1,278.7 |
|
R3 |
1,309.8 |
1,298.4 |
1,273.5 |
|
R2 |
1,291.1 |
1,291.1 |
1,271.8 |
|
R1 |
1,279.7 |
1,279.7 |
1,270.1 |
1,285.4 |
PP |
1,272.4 |
1,272.4 |
1,272.4 |
1,275.2 |
S1 |
1,261.0 |
1,261.0 |
1,266.7 |
1,266.7 |
S2 |
1,253.7 |
1,253.7 |
1,265.0 |
|
S3 |
1,235.0 |
1,242.3 |
1,263.3 |
|
S4 |
1,216.3 |
1,223.6 |
1,258.1 |
|
|
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% |
23.4 |
1.8% |
12% |
False |
False |
149,952 |
10 |
1,343.0 |
1,260.5 |
82.5 |
6.5% |
20.3 |
1.6% |
10% |
False |
False |
131,400 |
20 |
1,361.8 |
1,260.5 |
101.3 |
8.0% |
21.8 |
1.7% |
8% |
False |
False |
131,430 |
40 |
1,375.4 |
1,251.0 |
124.4 |
9.8% |
24.9 |
2.0% |
14% |
False |
False |
141,568 |
60 |
1,434.0 |
1,251.0 |
183.0 |
14.4% |
26.4 |
2.1% |
10% |
False |
False |
145,204 |
80 |
1,434.0 |
1,251.0 |
183.0 |
14.4% |
26.3 |
2.1% |
10% |
False |
False |
141,842 |
100 |
1,434.0 |
1,182.6 |
251.4 |
19.8% |
27.0 |
2.1% |
34% |
False |
False |
117,783 |
120 |
1,434.0 |
1,182.6 |
251.4 |
19.8% |
27.0 |
2.1% |
34% |
False |
False |
99,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,363.2 |
2.618 |
1,332.7 |
1.618 |
1,314.0 |
1.000 |
1,302.4 |
0.618 |
1,295.3 |
HIGH |
1,283.7 |
0.618 |
1,276.6 |
0.500 |
1,274.4 |
0.382 |
1,272.1 |
LOW |
1,265.0 |
0.618 |
1,253.4 |
1.000 |
1,246.3 |
1.618 |
1,234.7 |
2.618 |
1,216.0 |
4.250 |
1,185.5 |
|
|
Fisher Pivots for day following 13-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,274.4 |
1,274.7 |
PP |
1,272.4 |
1,272.6 |
S1 |
1,270.4 |
1,270.5 |
|