Trading Metrics calculated at close of trading on 14-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,265.3 |
1,281.4 |
16.1 |
1.3% |
1,313.0 |
High |
1,283.7 |
1,293.8 |
10.1 |
0.8% |
1,326.0 |
Low |
1,265.0 |
1,277.3 |
12.3 |
1.0% |
1,280.5 |
Close |
1,268.4 |
1,286.3 |
17.9 |
1.4% |
1,284.6 |
Range |
18.7 |
16.5 |
-2.2 |
-11.8% |
45.5 |
ATR |
23.4 |
23.5 |
0.1 |
0.6% |
0.0 |
Volume |
133,472 |
159,304 |
25,832 |
19.4% |
646,102 |
|
Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,335.3 |
1,327.3 |
1,295.4 |
|
R3 |
1,318.8 |
1,310.8 |
1,290.8 |
|
R2 |
1,302.3 |
1,302.3 |
1,289.3 |
|
R1 |
1,294.3 |
1,294.3 |
1,287.8 |
1,298.3 |
PP |
1,285.8 |
1,285.8 |
1,285.8 |
1,287.8 |
S1 |
1,277.8 |
1,277.8 |
1,284.8 |
1,281.8 |
S2 |
1,269.3 |
1,269.3 |
1,283.3 |
|
S3 |
1,252.8 |
1,261.3 |
1,281.8 |
|
S4 |
1,236.3 |
1,244.8 |
1,277.2 |
|
|
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 |
1,313.4 |
1,260.5 |
52.9 |
4.1% |
20.7 |
1.6% |
49% |
False |
False |
144,191 |
10 |
1,327.3 |
1,260.5 |
66.8 |
5.2% |
19.6 |
1.5% |
39% |
False |
False |
132,133 |
20 |
1,361.8 |
1,260.5 |
101.3 |
7.9% |
20.1 |
1.6% |
25% |
False |
False |
128,588 |
40 |
1,368.4 |
1,251.0 |
117.4 |
9.1% |
24.9 |
1.9% |
30% |
False |
False |
141,050 |
60 |
1,434.0 |
1,251.0 |
183.0 |
14.2% |
26.3 |
2.0% |
19% |
False |
False |
145,356 |
80 |
1,434.0 |
1,251.0 |
183.0 |
14.2% |
26.1 |
2.0% |
19% |
False |
False |
143,389 |
100 |
1,434.0 |
1,182.6 |
251.4 |
19.5% |
27.0 |
2.1% |
41% |
False |
False |
119,333 |
120 |
1,434.0 |
1,182.6 |
251.4 |
19.5% |
26.9 |
2.1% |
41% |
False |
False |
100,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,363.9 |
2.618 |
1,337.0 |
1.618 |
1,320.5 |
1.000 |
1,310.3 |
0.618 |
1,304.0 |
HIGH |
1,293.8 |
0.618 |
1,287.5 |
0.500 |
1,285.6 |
0.382 |
1,283.6 |
LOW |
1,277.3 |
0.618 |
1,267.1 |
1.000 |
1,260.8 |
1.618 |
1,250.6 |
2.618 |
1,234.1 |
4.250 |
1,207.2 |
|
|
Fisher Pivots for day following 14-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,286.1 |
1,283.3 |
PP |
1,285.8 |
1,280.2 |
S1 |
1,285.6 |
1,277.2 |
|