Trading Metrics calculated at close of trading on 19-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,288.9 |
1,275.0 |
-13.9 |
-1.1% |
1,288.3 |
High |
1,289.2 |
1,278.2 |
-11.0 |
-0.9% |
1,293.8 |
Low |
1,269.2 |
1,268.0 |
-1.2 |
-0.1% |
1,260.5 |
Close |
1,272.3 |
1,273.5 |
1.2 |
0.1% |
1,287.4 |
Range |
20.0 |
10.2 |
-9.8 |
-49.0% |
33.3 |
ATR |
22.5 |
21.6 |
-0.9 |
-3.9% |
0.0 |
Volume |
112,201 |
105,146 |
-7,055 |
-6.3% |
631,450 |
|
Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,303.8 |
1,298.9 |
1,279.1 |
|
R3 |
1,293.6 |
1,288.7 |
1,276.3 |
|
R2 |
1,283.4 |
1,283.4 |
1,275.4 |
|
R1 |
1,278.5 |
1,278.5 |
1,274.4 |
1,275.9 |
PP |
1,273.2 |
1,273.2 |
1,273.2 |
1,271.9 |
S1 |
1,268.3 |
1,268.3 |
1,272.6 |
1,265.7 |
S2 |
1,263.0 |
1,263.0 |
1,271.6 |
|
S3 |
1,252.8 |
1,258.1 |
1,270.7 |
|
S4 |
1,242.6 |
1,247.9 |
1,267.9 |
|
|
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 |
1,265.0 |
28.8 |
2.3% |
15.3 |
1.2% |
30% |
False |
False |
120,661 |
10 |
1,326.0 |
1,260.5 |
65.5 |
5.1% |
18.8 |
1.5% |
20% |
False |
False |
131,670 |
20 |
1,361.8 |
1,260.5 |
101.3 |
8.0% |
19.0 |
1.5% |
13% |
False |
False |
127,201 |
40 |
1,361.8 |
1,251.0 |
110.8 |
8.7% |
23.8 |
1.9% |
20% |
False |
False |
136,675 |
60 |
1,434.0 |
1,251.0 |
183.0 |
14.4% |
25.7 |
2.0% |
12% |
False |
False |
143,661 |
80 |
1,434.0 |
1,251.0 |
183.0 |
14.4% |
25.7 |
2.0% |
12% |
False |
False |
144,535 |
100 |
1,434.0 |
1,209.4 |
224.6 |
17.6% |
25.9 |
2.0% |
29% |
False |
False |
121,978 |
120 |
1,434.0 |
1,182.6 |
251.4 |
19.7% |
26.5 |
2.1% |
36% |
False |
False |
102,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,321.6 |
2.618 |
1,304.9 |
1.618 |
1,294.7 |
1.000 |
1,288.4 |
0.618 |
1,284.5 |
HIGH |
1,278.2 |
0.618 |
1,274.3 |
0.500 |
1,273.1 |
0.382 |
1,271.9 |
LOW |
1,268.0 |
0.618 |
1,261.7 |
1.000 |
1,257.8 |
1.618 |
1,251.5 |
2.618 |
1,241.3 |
4.250 |
1,224.7 |
|
|
Fisher Pivots for day following 19-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,273.4 |
1,279.4 |
PP |
1,273.2 |
1,277.4 |
S1 |
1,273.1 |
1,275.5 |
|