Trading Metrics calculated at close of trading on 14-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
5,401.0 |
5,352.0 |
-49.0 |
-0.9% |
5,404.0 |
High |
5,404.0 |
5,392.0 |
-12.0 |
-0.2% |
5,435.0 |
Low |
5,320.0 |
5,340.0 |
20.0 |
0.4% |
5,372.0 |
Close |
5,336.0 |
5,365.0 |
29.0 |
0.5% |
5,409.0 |
Range |
84.0 |
52.0 |
-32.0 |
-38.1% |
63.0 |
ATR |
47.9 |
48.4 |
0.6 |
1.2% |
0.0 |
Volume |
33,846 |
27,599 |
-6,247 |
-18.5% |
109,198 |
|
Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,521.7 |
5,495.3 |
5,393.6 |
|
R3 |
5,469.7 |
5,443.3 |
5,379.3 |
|
R2 |
5,417.7 |
5,417.7 |
5,374.5 |
|
R1 |
5,391.3 |
5,391.3 |
5,369.8 |
5,404.5 |
PP |
5,365.7 |
5,365.7 |
5,365.7 |
5,372.3 |
S1 |
5,339.3 |
5,339.3 |
5,360.2 |
5,352.5 |
S2 |
5,313.7 |
5,313.7 |
5,355.5 |
|
S3 |
5,261.7 |
5,287.3 |
5,350.7 |
|
S4 |
5,209.7 |
5,235.3 |
5,336.4 |
|
|
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 |
5,320.0 |
145.0 |
2.7% |
57.2 |
1.1% |
31% |
False |
False |
25,743 |
10 |
5,465.0 |
5,320.0 |
145.0 |
2.7% |
45.8 |
0.9% |
31% |
False |
False |
23,905 |
20 |
5,465.0 |
5,285.0 |
180.0 |
3.4% |
41.2 |
0.8% |
44% |
False |
False |
22,384 |
40 |
5,465.0 |
5,106.0 |
359.0 |
6.7% |
41.6 |
0.8% |
72% |
False |
False |
21,042 |
60 |
5,465.0 |
5,052.0 |
413.0 |
7.7% |
36.2 |
0.7% |
76% |
False |
False |
19,517 |
80 |
5,465.0 |
4,963.0 |
502.0 |
9.4% |
32.9 |
0.6% |
80% |
False |
False |
14,662 |
100 |
5,465.0 |
4,678.0 |
787.0 |
14.7% |
28.5 |
0.5% |
87% |
False |
False |
11,738 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,613.0 |
2.618 |
5,528.1 |
1.618 |
5,476.1 |
1.000 |
5,444.0 |
0.618 |
5,424.1 |
HIGH |
5,392.0 |
0.618 |
5,372.1 |
0.500 |
5,366.0 |
0.382 |
5,359.9 |
LOW |
5,340.0 |
0.618 |
5,307.9 |
1.000 |
5,288.0 |
1.618 |
5,255.9 |
2.618 |
5,203.9 |
4.250 |
5,119.0 |
|
|
Fisher Pivots for day following 14-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
5,366.0 |
5,379.5 |
PP |
5,365.7 |
5,374.7 |
S1 |
5,365.3 |
5,369.8 |
|