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 |
9,165.0 |
9,201.5 |
36.5 |
0.4% |
9,087.0 |
High |
9,257.0 |
9,220.5 |
-36.5 |
-0.4% |
9,191.0 |
Low |
9,144.5 |
9,165.0 |
20.5 |
0.2% |
8,983.5 |
Close |
9,235.0 |
9,199.5 |
-35.5 |
-0.4% |
9,175.0 |
Range |
112.5 |
55.5 |
-57.0 |
-50.7% |
207.5 |
ATR |
90.4 |
88.9 |
-1.5 |
-1.6% |
0.0 |
Volume |
86,966 |
91,868 |
4,902 |
5.6% |
470,264 |
|
Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,361.5 |
9,336.0 |
9,230.0 |
|
R3 |
9,306.0 |
9,280.5 |
9,214.8 |
|
R2 |
9,250.5 |
9,250.5 |
9,209.7 |
|
R1 |
9,225.0 |
9,225.0 |
9,204.6 |
9,210.0 |
PP |
9,195.0 |
9,195.0 |
9,195.0 |
9,187.5 |
S1 |
9,169.5 |
9,169.5 |
9,194.4 |
9,154.5 |
S2 |
9,139.5 |
9,139.5 |
9,189.3 |
|
S3 |
9,084.0 |
9,114.0 |
9,184.2 |
|
S4 |
9,028.5 |
9,058.5 |
9,169.0 |
|
|
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% |
80.8 |
0.9% |
79% |
False |
False |
91,190 |
10 |
9,257.0 |
8,983.5 |
273.5 |
3.0% |
86.7 |
0.9% |
79% |
False |
False |
100,256 |
20 |
9,257.0 |
8,899.5 |
357.5 |
3.9% |
76.9 |
0.8% |
84% |
False |
False |
89,712 |
40 |
9,257.0 |
8,498.0 |
759.0 |
8.3% |
81.5 |
0.9% |
92% |
False |
False |
87,759 |
60 |
9,257.0 |
8,095.0 |
1,162.0 |
12.6% |
84.5 |
0.9% |
95% |
False |
False |
69,139 |
80 |
9,257.0 |
8,095.0 |
1,162.0 |
12.6% |
86.7 |
0.9% |
95% |
False |
False |
51,901 |
100 |
9,257.0 |
7,748.5 |
1,508.5 |
16.4% |
88.8 |
1.0% |
96% |
False |
False |
41,555 |
120 |
9,257.0 |
7,700.0 |
1,557.0 |
16.9% |
95.7 |
1.0% |
96% |
False |
False |
34,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,456.4 |
2.618 |
9,365.8 |
1.618 |
9,310.3 |
1.000 |
9,276.0 |
0.618 |
9,254.8 |
HIGH |
9,220.5 |
0.618 |
9,199.3 |
0.500 |
9,192.8 |
0.382 |
9,186.2 |
LOW |
9,165.0 |
0.618 |
9,130.7 |
1.000 |
9,109.5 |
1.618 |
9,075.2 |
2.618 |
9,019.7 |
4.250 |
8,929.1 |
|
|
Fisher Pivots for day following 19-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
9,197.3 |
9,198.5 |
PP |
9,195.0 |
9,197.5 |
S1 |
9,192.8 |
9,196.5 |
|