Trading Metrics calculated at close of trading on 19-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
5,418.0 |
5,380.0 |
-38.0 |
-0.7% |
5,458.0 |
High |
5,419.0 |
5,380.0 |
-39.0 |
-0.7% |
5,465.0 |
Low |
5,366.0 |
5,353.0 |
-13.0 |
-0.2% |
5,320.0 |
Close |
5,398.0 |
5,368.0 |
-30.0 |
-0.6% |
5,409.0 |
Range |
53.0 |
27.0 |
-26.0 |
-49.1% |
145.0 |
ATR |
50.3 |
50.0 |
-0.4 |
-0.8% |
0.0 |
Volume |
26,228 |
22,019 |
-4,209 |
-16.0% |
132,940 |
|
Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,448.0 |
5,435.0 |
5,382.9 |
|
R3 |
5,421.0 |
5,408.0 |
5,375.4 |
|
R2 |
5,394.0 |
5,394.0 |
5,373.0 |
|
R1 |
5,381.0 |
5,381.0 |
5,370.5 |
5,374.0 |
PP |
5,367.0 |
5,367.0 |
5,367.0 |
5,363.5 |
S1 |
5,354.0 |
5,354.0 |
5,365.5 |
5,347.0 |
S2 |
5,340.0 |
5,340.0 |
5,363.1 |
|
S3 |
5,313.0 |
5,327.0 |
5,360.6 |
|
S4 |
5,286.0 |
5,300.0 |
5,353.2 |
|
|
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 |
5,420.0 |
5,320.0 |
100.0 |
1.9% |
57.6 |
1.1% |
48% |
False |
False |
26,928 |
10 |
5,465.0 |
5,320.0 |
145.0 |
2.7% |
49.8 |
0.9% |
33% |
False |
False |
25,341 |
20 |
5,465.0 |
5,320.0 |
145.0 |
2.7% |
44.0 |
0.8% |
33% |
False |
False |
23,334 |
40 |
5,465.0 |
5,106.0 |
359.0 |
6.7% |
43.2 |
0.8% |
73% |
False |
False |
21,613 |
60 |
5,465.0 |
5,052.0 |
413.0 |
7.7% |
37.4 |
0.7% |
77% |
False |
False |
20,732 |
80 |
5,465.0 |
4,963.0 |
502.0 |
9.4% |
34.4 |
0.6% |
81% |
False |
False |
15,574 |
100 |
5,465.0 |
4,698.0 |
767.0 |
14.3% |
29.5 |
0.6% |
87% |
False |
False |
12,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,494.8 |
2.618 |
5,450.7 |
1.618 |
5,423.7 |
1.000 |
5,407.0 |
0.618 |
5,396.7 |
HIGH |
5,380.0 |
0.618 |
5,369.7 |
0.500 |
5,366.5 |
0.382 |
5,363.3 |
LOW |
5,353.0 |
0.618 |
5,336.3 |
1.000 |
5,326.0 |
1.618 |
5,309.3 |
2.618 |
5,282.3 |
4.250 |
5,238.3 |
|
|
Fisher Pivots for day following 19-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
5,367.5 |
5,384.0 |
PP |
5,367.0 |
5,378.7 |
S1 |
5,366.5 |
5,373.3 |
|