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 |
9,154.0 |
9,165.0 |
11.0 |
0.1% |
9,087.0 |
High |
9,191.0 |
9,257.0 |
66.0 |
0.7% |
9,191.0 |
Low |
9,136.0 |
9,144.5 |
8.5 |
0.1% |
8,983.5 |
Close |
9,175.0 |
9,235.0 |
60.0 |
0.7% |
9,175.0 |
Range |
55.0 |
112.5 |
57.5 |
104.5% |
207.5 |
ATR |
88.7 |
90.4 |
1.7 |
1.9% |
0.0 |
Volume |
102,913 |
86,966 |
-15,947 |
-15.5% |
470,264 |
|
Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,549.7 |
9,504.8 |
9,296.9 |
|
R3 |
9,437.2 |
9,392.3 |
9,265.9 |
|
R2 |
9,324.7 |
9,324.7 |
9,255.6 |
|
R1 |
9,279.8 |
9,279.8 |
9,245.3 |
9,302.3 |
PP |
9,212.2 |
9,212.2 |
9,212.2 |
9,223.4 |
S1 |
9,167.3 |
9,167.3 |
9,224.7 |
9,189.8 |
S2 |
9,099.7 |
9,099.7 |
9,214.4 |
|
S3 |
8,987.2 |
9,054.8 |
9,204.1 |
|
S4 |
8,874.7 |
8,942.3 |
9,173.1 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,739.0 |
9,664.5 |
9,289.1 |
|
R3 |
9,531.5 |
9,457.0 |
9,232.1 |
|
R2 |
9,324.0 |
9,324.0 |
9,213.0 |
|
R1 |
9,249.5 |
9,249.5 |
9,194.0 |
9,286.8 |
PP |
9,116.5 |
9,116.5 |
9,116.5 |
9,135.1 |
S1 |
9,042.0 |
9,042.0 |
9,156.0 |
9,079.3 |
S2 |
8,909.0 |
8,909.0 |
9,137.0 |
|
S3 |
8,701.5 |
8,834.5 |
9,117.9 |
|
S4 |
8,494.0 |
8,627.0 |
9,060.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,257.0 |
8,983.5 |
273.5 |
3.0% |
83.0 |
0.9% |
92% |
True |
False |
95,491 |
10 |
9,257.0 |
8,966.0 |
291.0 |
3.2% |
90.3 |
1.0% |
92% |
True |
False |
99,277 |
20 |
9,257.0 |
8,849.0 |
408.0 |
4.4% |
81.2 |
0.9% |
95% |
True |
False |
89,199 |
40 |
9,257.0 |
8,498.0 |
759.0 |
8.2% |
81.5 |
0.9% |
97% |
True |
False |
87,945 |
60 |
9,257.0 |
8,095.0 |
1,162.0 |
12.6% |
87.2 |
0.9% |
98% |
True |
False |
67,617 |
80 |
9,257.0 |
8,095.0 |
1,162.0 |
12.6% |
87.1 |
0.9% |
98% |
True |
False |
50,754 |
100 |
9,257.0 |
7,748.5 |
1,508.5 |
16.3% |
89.6 |
1.0% |
99% |
True |
False |
40,638 |
120 |
9,257.0 |
7,700.0 |
1,557.0 |
16.9% |
96.4 |
1.0% |
99% |
True |
False |
33,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,735.1 |
2.618 |
9,551.5 |
1.618 |
9,439.0 |
1.000 |
9,369.5 |
0.618 |
9,326.5 |
HIGH |
9,257.0 |
0.618 |
9,214.0 |
0.500 |
9,200.8 |
0.382 |
9,187.5 |
LOW |
9,144.5 |
0.618 |
9,075.0 |
1.000 |
9,032.0 |
1.618 |
8,962.5 |
2.618 |
8,850.0 |
4.250 |
8,666.4 |
|
|
Fisher Pivots for day following 18-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
9,223.6 |
9,216.8 |
PP |
9,212.2 |
9,198.5 |
S1 |
9,200.8 |
9,180.3 |
|