Trading Metrics calculated at close of trading on 22-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,241.8 |
1,242.3 |
0.5 |
0.0% |
1,288.9 |
High |
1,250.0 |
1,248.3 |
-1.7 |
-0.1% |
1,289.2 |
Low |
1,235.8 |
1,240.3 |
4.5 |
0.4% |
1,235.8 |
Close |
1,243.6 |
1,244.1 |
0.5 |
0.0% |
1,244.1 |
Range |
14.2 |
8.0 |
-6.2 |
-43.7% |
53.4 |
ATR |
22.6 |
21.5 |
-1.0 |
-4.6% |
0.0 |
Volume |
197,767 |
135,215 |
-62,552 |
-31.6% |
774,516 |
|
Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,268.2 |
1,264.2 |
1,248.5 |
|
R3 |
1,260.2 |
1,256.2 |
1,246.3 |
|
R2 |
1,252.2 |
1,252.2 |
1,245.6 |
|
R1 |
1,248.2 |
1,248.2 |
1,244.8 |
1,250.2 |
PP |
1,244.2 |
1,244.2 |
1,244.2 |
1,245.3 |
S1 |
1,240.2 |
1,240.2 |
1,243.4 |
1,242.2 |
S2 |
1,236.2 |
1,236.2 |
1,242.6 |
|
S3 |
1,228.2 |
1,232.2 |
1,241.9 |
|
S4 |
1,220.2 |
1,224.2 |
1,239.7 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,416.6 |
1,383.7 |
1,273.5 |
|
R3 |
1,363.2 |
1,330.3 |
1,258.8 |
|
R2 |
1,309.8 |
1,309.8 |
1,253.9 |
|
R1 |
1,276.9 |
1,276.9 |
1,249.0 |
1,266.7 |
PP |
1,256.4 |
1,256.4 |
1,256.4 |
1,251.2 |
S1 |
1,223.5 |
1,223.5 |
1,239.2 |
1,213.3 |
S2 |
1,203.0 |
1,203.0 |
1,234.3 |
|
S3 |
1,149.6 |
1,170.1 |
1,229.4 |
|
S4 |
1,096.2 |
1,116.7 |
1,214.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,289.2 |
1,235.8 |
53.4 |
4.3% |
17.6 |
1.4% |
16% |
False |
False |
154,903 |
10 |
1,293.8 |
1,235.8 |
58.0 |
4.7% |
17.0 |
1.4% |
14% |
False |
False |
140,596 |
20 |
1,361.8 |
1,235.8 |
126.0 |
10.1% |
19.0 |
1.5% |
7% |
False |
False |
137,184 |
40 |
1,361.8 |
1,235.8 |
126.0 |
10.1% |
23.5 |
1.9% |
7% |
False |
False |
139,629 |
60 |
1,416.4 |
1,235.8 |
180.6 |
14.5% |
25.6 |
2.1% |
5% |
False |
False |
145,039 |
80 |
1,434.0 |
1,235.8 |
198.2 |
15.9% |
25.5 |
2.1% |
4% |
False |
False |
145,221 |
100 |
1,434.0 |
1,209.4 |
224.6 |
18.1% |
25.6 |
2.1% |
15% |
False |
False |
127,015 |
120 |
1,434.0 |
1,182.6 |
251.4 |
20.2% |
26.4 |
2.1% |
24% |
False |
False |
107,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,282.3 |
2.618 |
1,269.2 |
1.618 |
1,261.2 |
1.000 |
1,256.3 |
0.618 |
1,253.2 |
HIGH |
1,248.3 |
0.618 |
1,245.2 |
0.500 |
1,244.3 |
0.382 |
1,243.4 |
LOW |
1,240.3 |
0.618 |
1,235.4 |
1.000 |
1,232.3 |
1.618 |
1,227.4 |
2.618 |
1,219.4 |
4.250 |
1,206.3 |
|
|
Fisher Pivots for day following 22-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,244.3 |
1,255.8 |
PP |
1,244.2 |
1,251.9 |
S1 |
1,244.2 |
1,248.0 |
|