Trading Metrics calculated at close of trading on 13-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
9,119.0 |
9,052.5 |
-66.5 |
-0.7% |
9,038.0 |
High |
9,126.5 |
9,111.0 |
-15.5 |
-0.2% |
9,197.0 |
Low |
9,060.0 |
8,983.5 |
-76.5 |
-0.8% |
8,966.0 |
Close |
9,083.5 |
9,051.0 |
-32.5 |
-0.4% |
9,073.5 |
Range |
66.5 |
127.5 |
61.0 |
91.7% |
231.0 |
ATR |
87.3 |
90.1 |
2.9 |
3.3% |
0.0 |
Volume |
113,371 |
94,675 |
-18,696 |
-16.5% |
527,928 |
|
Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,431.0 |
9,368.5 |
9,121.1 |
|
R3 |
9,303.5 |
9,241.0 |
9,086.1 |
|
R2 |
9,176.0 |
9,176.0 |
9,074.4 |
|
R1 |
9,113.5 |
9,113.5 |
9,062.7 |
9,081.0 |
PP |
9,048.5 |
9,048.5 |
9,048.5 |
9,032.3 |
S1 |
8,986.0 |
8,986.0 |
9,039.3 |
8,953.5 |
S2 |
8,921.0 |
8,921.0 |
9,027.6 |
|
S3 |
8,793.5 |
8,858.5 |
9,015.9 |
|
S4 |
8,666.0 |
8,731.0 |
8,980.9 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,771.8 |
9,653.7 |
9,200.6 |
|
R3 |
9,540.8 |
9,422.7 |
9,137.0 |
|
R2 |
9,309.8 |
9,309.8 |
9,115.9 |
|
R1 |
9,191.7 |
9,191.7 |
9,094.7 |
9,250.8 |
PP |
9,078.8 |
9,078.8 |
9,078.8 |
9,108.4 |
S1 |
8,960.7 |
8,960.7 |
9,052.3 |
9,019.8 |
S2 |
8,847.8 |
8,847.8 |
9,031.2 |
|
S3 |
8,616.8 |
8,729.7 |
9,010.0 |
|
S4 |
8,385.8 |
8,498.7 |
8,946.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,197.0 |
8,983.5 |
213.5 |
2.4% |
109.2 |
1.2% |
32% |
False |
True |
94,580 |
10 |
9,197.0 |
8,966.0 |
231.0 |
2.6% |
85.5 |
0.9% |
37% |
False |
False |
95,712 |
20 |
9,197.0 |
8,766.5 |
430.5 |
4.8% |
79.7 |
0.9% |
66% |
False |
False |
86,536 |
40 |
9,197.0 |
8,498.0 |
699.0 |
7.7% |
82.4 |
0.9% |
79% |
False |
False |
87,602 |
60 |
9,197.0 |
8,095.0 |
1,102.0 |
12.2% |
88.4 |
1.0% |
87% |
False |
False |
63,136 |
80 |
9,197.0 |
8,095.0 |
1,102.0 |
12.2% |
88.2 |
1.0% |
87% |
False |
False |
47,396 |
100 |
9,197.0 |
7,748.5 |
1,448.5 |
16.0% |
90.9 |
1.0% |
90% |
False |
False |
37,947 |
120 |
9,197.0 |
7,700.0 |
1,497.0 |
16.5% |
97.5 |
1.1% |
90% |
False |
False |
31,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,652.9 |
2.618 |
9,444.8 |
1.618 |
9,317.3 |
1.000 |
9,238.5 |
0.618 |
9,189.8 |
HIGH |
9,111.0 |
0.618 |
9,062.3 |
0.500 |
9,047.3 |
0.382 |
9,032.2 |
LOW |
8,983.5 |
0.618 |
8,904.7 |
1.000 |
8,856.0 |
1.618 |
8,777.2 |
2.618 |
8,649.7 |
4.250 |
8,441.6 |
|
|
Fisher Pivots for day following 13-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
9,049.8 |
9,055.0 |
PP |
9,048.5 |
9,053.7 |
S1 |
9,047.3 |
9,052.3 |
|