Trading Metrics calculated at close of trading on 15-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,281.4 |
1,286.8 |
5.4 |
0.4% |
1,288.3 |
High |
1,293.8 |
1,290.8 |
-3.0 |
-0.2% |
1,293.8 |
Low |
1,277.3 |
1,279.6 |
2.3 |
0.2% |
1,260.5 |
Close |
1,286.3 |
1,287.4 |
1.1 |
0.1% |
1,287.4 |
Range |
16.5 |
11.2 |
-5.3 |
-32.1% |
33.3 |
ATR |
23.5 |
22.7 |
-0.9 |
-3.7% |
0.0 |
Volume |
159,304 |
93,186 |
-66,118 |
-41.5% |
631,450 |
|
Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,319.5 |
1,314.7 |
1,293.6 |
|
R3 |
1,308.3 |
1,303.5 |
1,290.5 |
|
R2 |
1,297.1 |
1,297.1 |
1,289.5 |
|
R1 |
1,292.3 |
1,292.3 |
1,288.4 |
1,294.7 |
PP |
1,285.9 |
1,285.9 |
1,285.9 |
1,287.2 |
S1 |
1,281.1 |
1,281.1 |
1,286.4 |
1,283.5 |
S2 |
1,274.7 |
1,274.7 |
1,285.3 |
|
S3 |
1,263.5 |
1,269.9 |
1,284.3 |
|
S4 |
1,252.3 |
1,258.7 |
1,281.2 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.5 |
1,367.2 |
1,305.7 |
|
R3 |
1,347.2 |
1,333.9 |
1,296.6 |
|
R2 |
1,313.9 |
1,313.9 |
1,293.5 |
|
R1 |
1,300.6 |
1,300.6 |
1,290.5 |
1,290.6 |
PP |
1,280.6 |
1,280.6 |
1,280.6 |
1,275.6 |
S1 |
1,267.3 |
1,267.3 |
1,284.3 |
1,257.3 |
S2 |
1,247.3 |
1,247.3 |
1,281.3 |
|
S3 |
1,214.0 |
1,234.0 |
1,278.2 |
|
S4 |
1,180.7 |
1,200.7 |
1,269.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,293.8 |
1,260.5 |
33.3 |
2.6% |
16.4 |
1.3% |
81% |
False |
False |
126,290 |
10 |
1,326.0 |
1,260.5 |
65.5 |
5.1% |
18.5 |
1.4% |
41% |
False |
False |
127,755 |
20 |
1,361.8 |
1,260.5 |
101.3 |
7.9% |
19.8 |
1.5% |
27% |
False |
False |
128,042 |
40 |
1,361.8 |
1,251.0 |
110.8 |
8.6% |
24.1 |
1.9% |
33% |
False |
False |
138,608 |
60 |
1,434.0 |
1,251.0 |
183.0 |
14.2% |
26.1 |
2.0% |
20% |
False |
False |
144,449 |
80 |
1,434.0 |
1,251.0 |
183.0 |
14.2% |
25.9 |
2.0% |
20% |
False |
False |
143,889 |
100 |
1,434.0 |
1,182.6 |
251.4 |
19.5% |
26.6 |
2.1% |
42% |
False |
False |
120,190 |
120 |
1,434.0 |
1,182.6 |
251.4 |
19.5% |
26.8 |
2.1% |
42% |
False |
False |
101,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,338.4 |
2.618 |
1,320.1 |
1.618 |
1,308.9 |
1.000 |
1,302.0 |
0.618 |
1,297.7 |
HIGH |
1,290.8 |
0.618 |
1,286.5 |
0.500 |
1,285.2 |
0.382 |
1,283.9 |
LOW |
1,279.6 |
0.618 |
1,272.7 |
1.000 |
1,268.4 |
1.618 |
1,261.5 |
2.618 |
1,250.3 |
4.250 |
1,232.0 |
|
|
Fisher Pivots for day following 15-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,286.7 |
1,284.7 |
PP |
1,285.9 |
1,282.1 |
S1 |
1,285.2 |
1,279.4 |
|