Trading Metrics calculated at close of trading on 15-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
3,043.0 |
3,054.0 |
11.0 |
0.4% |
3,035.0 |
High |
3,054.0 |
3,059.0 |
5.0 |
0.2% |
3,059.0 |
Low |
3,025.0 |
3,040.0 |
15.0 |
0.5% |
2,995.0 |
Close |
3,050.0 |
3,053.0 |
3.0 |
0.1% |
3,053.0 |
Range |
29.0 |
19.0 |
-10.0 |
-34.5% |
64.0 |
ATR |
39.8 |
38.3 |
-1.5 |
-3.7% |
0.0 |
Volume |
769,700 |
794,551 |
24,851 |
3.2% |
4,128,126 |
|
Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,107.7 |
3,099.3 |
3,063.5 |
|
R3 |
3,088.7 |
3,080.3 |
3,058.2 |
|
R2 |
3,069.7 |
3,069.7 |
3,056.5 |
|
R1 |
3,061.3 |
3,061.3 |
3,054.7 |
3,056.0 |
PP |
3,050.7 |
3,050.7 |
3,050.7 |
3,048.0 |
S1 |
3,042.3 |
3,042.3 |
3,051.3 |
3,037.0 |
S2 |
3,031.7 |
3,031.7 |
3,049.5 |
|
S3 |
3,012.7 |
3,023.3 |
3,047.8 |
|
S4 |
2,993.7 |
3,004.3 |
3,042.6 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,227.7 |
3,204.3 |
3,088.2 |
|
R3 |
3,163.7 |
3,140.3 |
3,070.6 |
|
R2 |
3,099.7 |
3,099.7 |
3,064.7 |
|
R1 |
3,076.3 |
3,076.3 |
3,058.9 |
3,088.0 |
PP |
3,035.7 |
3,035.7 |
3,035.7 |
3,041.5 |
S1 |
3,012.3 |
3,012.3 |
3,047.1 |
3,024.0 |
S2 |
2,971.7 |
2,971.7 |
3,041.3 |
|
S3 |
2,907.7 |
2,948.3 |
3,035.4 |
|
S4 |
2,843.7 |
2,884.3 |
3,017.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,059.0 |
2,995.0 |
64.0 |
2.1% |
31.8 |
1.0% |
91% |
True |
False |
825,625 |
10 |
3,102.0 |
2,992.0 |
110.0 |
3.6% |
38.9 |
1.3% |
55% |
False |
False |
907,268 |
20 |
3,102.0 |
2,992.0 |
110.0 |
3.6% |
35.9 |
1.2% |
55% |
False |
False |
806,516 |
40 |
3,102.0 |
2,863.0 |
239.0 |
7.8% |
34.9 |
1.1% |
79% |
False |
False |
832,109 |
60 |
3,102.0 |
2,699.0 |
403.0 |
13.2% |
35.5 |
1.2% |
88% |
False |
False |
673,163 |
80 |
3,102.0 |
2,699.0 |
403.0 |
13.2% |
34.1 |
1.1% |
88% |
False |
False |
505,005 |
100 |
3,102.0 |
2,523.0 |
579.0 |
19.0% |
34.3 |
1.1% |
92% |
False |
False |
404,102 |
120 |
3,102.0 |
2,481.0 |
621.0 |
20.3% |
35.6 |
1.2% |
92% |
False |
False |
336,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,139.8 |
2.618 |
3,108.7 |
1.618 |
3,089.7 |
1.000 |
3,078.0 |
0.618 |
3,070.7 |
HIGH |
3,059.0 |
0.618 |
3,051.7 |
0.500 |
3,049.5 |
0.382 |
3,047.3 |
LOW |
3,040.0 |
0.618 |
3,028.3 |
1.000 |
3,021.0 |
1.618 |
3,009.3 |
2.618 |
2,990.3 |
4.250 |
2,959.3 |
|
|
Fisher Pivots for day following 15-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3,051.8 |
3,044.3 |
PP |
3,050.7 |
3,035.7 |
S1 |
3,049.5 |
3,027.0 |
|