Trading Metrics calculated at close of trading on 12-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
5,458.0 |
5,421.0 |
-37.0 |
-0.7% |
5,404.0 |
High |
5,465.0 |
5,439.0 |
-26.0 |
-0.5% |
5,435.0 |
Low |
5,387.0 |
5,400.0 |
13.0 |
0.2% |
5,372.0 |
Close |
5,401.0 |
5,411.0 |
10.0 |
0.2% |
5,409.0 |
Range |
78.0 |
39.0 |
-39.0 |
-50.0% |
63.0 |
ATR |
45.0 |
44.5 |
-0.4 |
-0.9% |
0.0 |
Volume |
25,635 |
20,911 |
-4,724 |
-18.4% |
109,198 |
|
Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,533.7 |
5,511.3 |
5,432.5 |
|
R3 |
5,494.7 |
5,472.3 |
5,421.7 |
|
R2 |
5,455.7 |
5,455.7 |
5,418.2 |
|
R1 |
5,433.3 |
5,433.3 |
5,414.6 |
5,425.0 |
PP |
5,416.7 |
5,416.7 |
5,416.7 |
5,412.5 |
S1 |
5,394.3 |
5,394.3 |
5,407.4 |
5,386.0 |
S2 |
5,377.7 |
5,377.7 |
5,403.9 |
|
S3 |
5,338.7 |
5,355.3 |
5,400.3 |
|
S4 |
5,299.7 |
5,316.3 |
5,389.6 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,594.3 |
5,564.7 |
5,443.7 |
|
R3 |
5,531.3 |
5,501.7 |
5,426.3 |
|
R2 |
5,468.3 |
5,468.3 |
5,420.6 |
|
R1 |
5,438.7 |
5,438.7 |
5,414.8 |
5,453.5 |
PP |
5,405.3 |
5,405.3 |
5,405.3 |
5,412.8 |
S1 |
5,375.7 |
5,375.7 |
5,403.2 |
5,390.5 |
S2 |
5,342.3 |
5,342.3 |
5,397.5 |
|
S3 |
5,279.3 |
5,312.7 |
5,391.7 |
|
S4 |
5,216.3 |
5,249.7 |
5,374.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,465.0 |
5,384.0 |
81.0 |
1.5% |
42.0 |
0.8% |
33% |
False |
False |
23,754 |
10 |
5,465.0 |
5,372.0 |
93.0 |
1.7% |
41.6 |
0.8% |
42% |
False |
False |
22,616 |
20 |
5,465.0 |
5,214.0 |
251.0 |
4.6% |
38.1 |
0.7% |
78% |
False |
False |
21,493 |
40 |
5,465.0 |
5,106.0 |
359.0 |
6.6% |
39.7 |
0.7% |
85% |
False |
False |
21,697 |
60 |
5,465.0 |
5,000.0 |
465.0 |
8.6% |
35.0 |
0.6% |
88% |
False |
False |
18,494 |
80 |
5,465.0 |
4,963.0 |
502.0 |
9.3% |
31.2 |
0.6% |
89% |
False |
False |
13,894 |
100 |
5,465.0 |
4,678.0 |
787.0 |
14.5% |
27.3 |
0.5% |
93% |
False |
False |
11,125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,604.8 |
2.618 |
5,541.1 |
1.618 |
5,502.1 |
1.000 |
5,478.0 |
0.618 |
5,463.1 |
HIGH |
5,439.0 |
0.618 |
5,424.1 |
0.500 |
5,419.5 |
0.382 |
5,414.9 |
LOW |
5,400.0 |
0.618 |
5,375.9 |
1.000 |
5,361.0 |
1.618 |
5,336.9 |
2.618 |
5,297.9 |
4.250 |
5,234.3 |
|
|
Fisher Pivots for day following 12-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
5,419.5 |
5,426.0 |
PP |
5,416.7 |
5,421.0 |
S1 |
5,413.8 |
5,416.0 |
|