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 |
3,035.0 |
3,023.0 |
-12.0 |
-0.4% |
3,035.0 |
High |
3,063.0 |
3,053.0 |
-10.0 |
-0.3% |
3,059.0 |
Low |
3,019.0 |
3,011.0 |
-8.0 |
-0.3% |
2,995.0 |
Close |
3,045.0 |
3,044.0 |
-1.0 |
0.0% |
3,053.0 |
Range |
44.0 |
42.0 |
-2.0 |
-4.5% |
64.0 |
ATR |
40.2 |
40.3 |
0.1 |
0.3% |
0.0 |
Volume |
737,884 |
623,716 |
-114,168 |
-15.5% |
4,128,126 |
|
Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,162.0 |
3,145.0 |
3,067.1 |
|
R3 |
3,120.0 |
3,103.0 |
3,055.6 |
|
R2 |
3,078.0 |
3,078.0 |
3,051.7 |
|
R1 |
3,061.0 |
3,061.0 |
3,047.9 |
3,069.5 |
PP |
3,036.0 |
3,036.0 |
3,036.0 |
3,040.3 |
S1 |
3,019.0 |
3,019.0 |
3,040.2 |
3,027.5 |
S2 |
2,994.0 |
2,994.0 |
3,036.3 |
|
S3 |
2,952.0 |
2,977.0 |
3,032.5 |
|
S4 |
2,910.0 |
2,935.0 |
3,020.9 |
|
|
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 |
3,090.0 |
3,011.0 |
79.0 |
2.6% |
38.4 |
1.3% |
42% |
False |
True |
743,367 |
10 |
3,090.0 |
2,992.0 |
98.0 |
3.2% |
38.0 |
1.2% |
53% |
False |
False |
762,205 |
20 |
3,102.0 |
2,992.0 |
110.0 |
3.6% |
39.4 |
1.3% |
47% |
False |
False |
805,801 |
40 |
3,102.0 |
2,863.0 |
239.0 |
7.9% |
36.2 |
1.2% |
76% |
False |
False |
830,130 |
60 |
3,102.0 |
2,699.0 |
403.0 |
13.2% |
35.4 |
1.2% |
86% |
False |
False |
721,765 |
80 |
3,102.0 |
2,699.0 |
403.0 |
13.2% |
35.1 |
1.2% |
86% |
False |
False |
541,514 |
100 |
3,102.0 |
2,565.0 |
537.0 |
17.6% |
34.2 |
1.1% |
89% |
False |
False |
433,304 |
120 |
3,102.0 |
2,481.0 |
621.0 |
20.4% |
35.7 |
1.2% |
91% |
False |
False |
361,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,231.5 |
2.618 |
3,163.0 |
1.618 |
3,121.0 |
1.000 |
3,095.0 |
0.618 |
3,079.0 |
HIGH |
3,053.0 |
0.618 |
3,037.0 |
0.500 |
3,032.0 |
0.382 |
3,027.0 |
LOW |
3,011.0 |
0.618 |
2,985.0 |
1.000 |
2,969.0 |
1.618 |
2,943.0 |
2.618 |
2,901.0 |
4.250 |
2,832.5 |
|
|
Fisher Pivots for day following 21-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3,040.0 |
3,042.3 |
PP |
3,036.0 |
3,040.7 |
S1 |
3,032.0 |
3,039.0 |
|