Trading Metrics calculated at close of trading on 18-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
5,372.0 |
5,418.0 |
46.0 |
0.9% |
5,458.0 |
High |
5,420.0 |
5,419.0 |
-1.0 |
0.0% |
5,465.0 |
Low |
5,348.0 |
5,366.0 |
18.0 |
0.3% |
5,320.0 |
Close |
5,409.0 |
5,398.0 |
-11.0 |
-0.2% |
5,409.0 |
Range |
72.0 |
53.0 |
-19.0 |
-26.4% |
145.0 |
ATR |
50.1 |
50.3 |
0.2 |
0.4% |
0.0 |
Volume |
24,949 |
26,228 |
1,279 |
5.1% |
132,940 |
|
Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,553.3 |
5,528.7 |
5,427.2 |
|
R3 |
5,500.3 |
5,475.7 |
5,412.6 |
|
R2 |
5,447.3 |
5,447.3 |
5,407.7 |
|
R1 |
5,422.7 |
5,422.7 |
5,402.9 |
5,408.5 |
PP |
5,394.3 |
5,394.3 |
5,394.3 |
5,387.3 |
S1 |
5,369.7 |
5,369.7 |
5,393.1 |
5,355.5 |
S2 |
5,341.3 |
5,341.3 |
5,388.3 |
|
S3 |
5,288.3 |
5,316.7 |
5,383.4 |
|
S4 |
5,235.3 |
5,263.7 |
5,368.9 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,833.0 |
5,766.0 |
5,488.8 |
|
R3 |
5,688.0 |
5,621.0 |
5,448.9 |
|
R2 |
5,543.0 |
5,543.0 |
5,435.6 |
|
R1 |
5,476.0 |
5,476.0 |
5,422.3 |
5,437.0 |
PP |
5,398.0 |
5,398.0 |
5,398.0 |
5,378.5 |
S1 |
5,331.0 |
5,331.0 |
5,395.7 |
5,292.0 |
S2 |
5,253.0 |
5,253.0 |
5,382.4 |
|
S3 |
5,108.0 |
5,186.0 |
5,369.1 |
|
S4 |
4,963.0 |
5,041.0 |
5,329.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,439.0 |
5,320.0 |
119.0 |
2.2% |
60.0 |
1.1% |
66% |
False |
False |
26,706 |
10 |
5,465.0 |
5,320.0 |
145.0 |
2.7% |
49.8 |
0.9% |
54% |
False |
False |
25,082 |
20 |
5,465.0 |
5,320.0 |
145.0 |
2.7% |
44.2 |
0.8% |
54% |
False |
False |
23,153 |
40 |
5,465.0 |
5,106.0 |
359.0 |
6.7% |
43.2 |
0.8% |
81% |
False |
False |
21,407 |
60 |
5,465.0 |
5,052.0 |
413.0 |
7.7% |
37.5 |
0.7% |
84% |
False |
False |
20,367 |
80 |
5,465.0 |
4,963.0 |
502.0 |
9.3% |
34.3 |
0.6% |
87% |
False |
False |
15,301 |
100 |
5,465.0 |
4,698.0 |
767.0 |
14.2% |
29.6 |
0.5% |
91% |
False |
False |
12,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,644.3 |
2.618 |
5,557.8 |
1.618 |
5,504.8 |
1.000 |
5,472.0 |
0.618 |
5,451.8 |
HIGH |
5,419.0 |
0.618 |
5,398.8 |
0.500 |
5,392.5 |
0.382 |
5,386.2 |
LOW |
5,366.0 |
0.618 |
5,333.2 |
1.000 |
5,313.0 |
1.618 |
5,280.2 |
2.618 |
5,227.2 |
4.250 |
5,140.8 |
|
|
Fisher Pivots for day following 18-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
5,396.2 |
5,392.0 |
PP |
5,394.3 |
5,386.0 |
S1 |
5,392.5 |
5,380.0 |
|