Trading Metrics calculated at close of trading on 21-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,274.5 |
1,241.8 |
-32.7 |
-2.6% |
1,288.3 |
High |
1,275.7 |
1,250.0 |
-25.7 |
-2.0% |
1,293.8 |
Low |
1,240.2 |
1,235.8 |
-4.4 |
-0.4% |
1,260.5 |
Close |
1,258.0 |
1,243.6 |
-14.4 |
-1.1% |
1,287.4 |
Range |
35.5 |
14.2 |
-21.3 |
-60.0% |
33.3 |
ATR |
22.6 |
22.6 |
0.0 |
-0.1% |
0.0 |
Volume |
224,187 |
197,767 |
-26,420 |
-11.8% |
631,450 |
|
Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,285.7 |
1,278.9 |
1,251.4 |
|
R3 |
1,271.5 |
1,264.7 |
1,247.5 |
|
R2 |
1,257.3 |
1,257.3 |
1,246.2 |
|
R1 |
1,250.5 |
1,250.5 |
1,244.9 |
1,253.9 |
PP |
1,243.1 |
1,243.1 |
1,243.1 |
1,244.9 |
S1 |
1,236.3 |
1,236.3 |
1,242.3 |
1,239.7 |
S2 |
1,228.9 |
1,228.9 |
1,241.0 |
|
S3 |
1,214.7 |
1,222.1 |
1,239.7 |
|
S4 |
1,200.5 |
1,207.9 |
1,235.8 |
|
|
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 |
1,290.8 |
1,235.8 |
55.0 |
4.4% |
18.2 |
1.5% |
14% |
False |
True |
146,497 |
10 |
1,313.4 |
1,235.8 |
77.6 |
6.2% |
19.5 |
1.6% |
10% |
False |
True |
145,344 |
20 |
1,361.8 |
1,235.8 |
126.0 |
10.1% |
19.7 |
1.6% |
6% |
False |
True |
136,434 |
40 |
1,361.8 |
1,235.8 |
126.0 |
10.1% |
24.0 |
1.9% |
6% |
False |
True |
139,597 |
60 |
1,418.6 |
1,235.8 |
182.8 |
14.7% |
25.7 |
2.1% |
4% |
False |
True |
145,237 |
80 |
1,434.0 |
1,235.8 |
198.2 |
15.9% |
25.7 |
2.1% |
4% |
False |
True |
145,498 |
100 |
1,434.0 |
1,209.4 |
224.6 |
18.1% |
25.7 |
2.1% |
15% |
False |
False |
125,858 |
120 |
1,434.0 |
1,182.6 |
251.4 |
20.2% |
26.5 |
2.1% |
24% |
False |
False |
106,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,310.4 |
2.618 |
1,287.2 |
1.618 |
1,273.0 |
1.000 |
1,264.2 |
0.618 |
1,258.8 |
HIGH |
1,250.0 |
0.618 |
1,244.6 |
0.500 |
1,242.9 |
0.382 |
1,241.2 |
LOW |
1,235.8 |
0.618 |
1,227.0 |
1.000 |
1,221.6 |
1.618 |
1,212.8 |
2.618 |
1,198.6 |
4.250 |
1,175.5 |
|
|
Fisher Pivots for day following 21-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,243.4 |
1,257.0 |
PP |
1,243.1 |
1,252.5 |
S1 |
1,242.9 |
1,248.1 |
|