Trading Metrics calculated at close of trading on 18-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,286.8 |
1,288.9 |
2.1 |
0.2% |
1,288.3 |
High |
1,290.8 |
1,289.2 |
-1.6 |
-0.1% |
1,293.8 |
Low |
1,279.6 |
1,269.2 |
-10.4 |
-0.8% |
1,260.5 |
Close |
1,287.4 |
1,272.3 |
-15.1 |
-1.2% |
1,287.4 |
Range |
11.2 |
20.0 |
8.8 |
78.6% |
33.3 |
ATR |
22.7 |
22.5 |
-0.2 |
-0.8% |
0.0 |
Volume |
93,186 |
112,201 |
19,015 |
20.4% |
631,450 |
|
Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,336.9 |
1,324.6 |
1,283.3 |
|
R3 |
1,316.9 |
1,304.6 |
1,277.8 |
|
R2 |
1,296.9 |
1,296.9 |
1,276.0 |
|
R1 |
1,284.6 |
1,284.6 |
1,274.1 |
1,280.8 |
PP |
1,276.9 |
1,276.9 |
1,276.9 |
1,275.0 |
S1 |
1,264.6 |
1,264.6 |
1,270.5 |
1,260.8 |
S2 |
1,256.9 |
1,256.9 |
1,268.6 |
|
S3 |
1,236.9 |
1,244.6 |
1,266.8 |
|
S4 |
1,216.9 |
1,224.6 |
1,261.3 |
|
|
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% |
18.3 |
1.4% |
35% |
False |
False |
128,939 |
10 |
1,326.0 |
1,260.5 |
65.5 |
5.1% |
19.3 |
1.5% |
18% |
False |
False |
131,121 |
20 |
1,361.8 |
1,260.5 |
101.3 |
8.0% |
20.2 |
1.6% |
12% |
False |
False |
129,933 |
40 |
1,361.8 |
1,251.0 |
110.8 |
8.7% |
24.1 |
1.9% |
19% |
False |
False |
137,922 |
60 |
1,434.0 |
1,251.0 |
183.0 |
14.4% |
25.9 |
2.0% |
12% |
False |
False |
143,626 |
80 |
1,434.0 |
1,251.0 |
183.0 |
14.4% |
25.8 |
2.0% |
12% |
False |
False |
144,496 |
100 |
1,434.0 |
1,182.6 |
251.4 |
19.8% |
26.3 |
2.1% |
36% |
False |
False |
121,126 |
120 |
1,434.0 |
1,182.6 |
251.4 |
19.8% |
26.8 |
2.1% |
36% |
False |
False |
101,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,374.2 |
2.618 |
1,341.6 |
1.618 |
1,321.6 |
1.000 |
1,309.2 |
0.618 |
1,301.6 |
HIGH |
1,289.2 |
0.618 |
1,281.6 |
0.500 |
1,279.2 |
0.382 |
1,276.8 |
LOW |
1,269.2 |
0.618 |
1,256.8 |
1.000 |
1,249.2 |
1.618 |
1,236.8 |
2.618 |
1,216.8 |
4.250 |
1,184.2 |
|
|
Fisher Pivots for day following 18-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,279.2 |
1,281.5 |
PP |
1,276.9 |
1,278.4 |
S1 |
1,274.6 |
1,275.4 |
|