Trading Metrics calculated at close of trading on 20-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,275.0 |
1,274.5 |
-0.5 |
0.0% |
1,288.3 |
High |
1,278.2 |
1,275.7 |
-2.5 |
-0.2% |
1,293.8 |
Low |
1,268.0 |
1,240.2 |
-27.8 |
-2.2% |
1,260.5 |
Close |
1,273.5 |
1,258.0 |
-15.5 |
-1.2% |
1,287.4 |
Range |
10.2 |
35.5 |
25.3 |
248.0% |
33.3 |
ATR |
21.6 |
22.6 |
1.0 |
4.6% |
0.0 |
Volume |
105,146 |
224,187 |
119,041 |
113.2% |
631,450 |
|
Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,364.5 |
1,346.7 |
1,277.5 |
|
R3 |
1,329.0 |
1,311.2 |
1,267.8 |
|
R2 |
1,293.5 |
1,293.5 |
1,264.5 |
|
R1 |
1,275.7 |
1,275.7 |
1,261.3 |
1,266.9 |
PP |
1,258.0 |
1,258.0 |
1,258.0 |
1,253.5 |
S1 |
1,240.2 |
1,240.2 |
1,254.7 |
1,231.4 |
S2 |
1,222.5 |
1,222.5 |
1,251.5 |
|
S3 |
1,187.0 |
1,204.7 |
1,248.2 |
|
S4 |
1,151.5 |
1,169.2 |
1,238.5 |
|
|
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 |
1,240.2 |
53.6 |
4.3% |
18.7 |
1.5% |
33% |
False |
True |
138,804 |
10 |
1,326.0 |
1,240.2 |
85.8 |
6.8% |
21.1 |
1.7% |
21% |
False |
True |
144,378 |
20 |
1,361.8 |
1,240.2 |
121.6 |
9.7% |
20.1 |
1.6% |
15% |
False |
True |
133,457 |
40 |
1,361.8 |
1,240.2 |
121.6 |
9.7% |
24.1 |
1.9% |
15% |
False |
True |
138,631 |
60 |
1,434.0 |
1,240.2 |
193.8 |
15.4% |
25.8 |
2.1% |
9% |
False |
True |
144,725 |
80 |
1,434.0 |
1,240.2 |
193.8 |
15.4% |
26.0 |
2.1% |
9% |
False |
True |
145,761 |
100 |
1,434.0 |
1,209.4 |
224.6 |
17.9% |
25.8 |
2.1% |
22% |
False |
False |
124,039 |
120 |
1,434.0 |
1,182.6 |
251.4 |
20.0% |
26.6 |
2.1% |
30% |
False |
False |
104,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,426.6 |
2.618 |
1,368.6 |
1.618 |
1,333.1 |
1.000 |
1,311.2 |
0.618 |
1,297.6 |
HIGH |
1,275.7 |
0.618 |
1,262.1 |
0.500 |
1,258.0 |
0.382 |
1,253.8 |
LOW |
1,240.2 |
0.618 |
1,218.3 |
1.000 |
1,204.7 |
1.618 |
1,182.8 |
2.618 |
1,147.3 |
4.250 |
1,089.3 |
|
|
Fisher Pivots for day following 20-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,258.0 |
1,264.7 |
PP |
1,258.0 |
1,262.5 |
S1 |
1,258.0 |
1,260.2 |
|