Trading Metrics calculated at close of trading on 20-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
9,201.5 |
9,172.5 |
-29.0 |
-0.3% |
9,087.0 |
High |
9,220.5 |
9,238.0 |
17.5 |
0.2% |
9,191.0 |
Low |
9,165.0 |
9,145.0 |
-20.0 |
-0.2% |
8,983.5 |
Close |
9,199.5 |
9,202.0 |
2.5 |
0.0% |
9,175.0 |
Range |
55.5 |
93.0 |
37.5 |
67.6% |
207.5 |
ATR |
88.9 |
89.2 |
0.3 |
0.3% |
0.0 |
Volume |
91,868 |
87,593 |
-4,275 |
-4.7% |
470,264 |
|
Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,474.0 |
9,431.0 |
9,253.2 |
|
R3 |
9,381.0 |
9,338.0 |
9,227.6 |
|
R2 |
9,288.0 |
9,288.0 |
9,219.1 |
|
R1 |
9,245.0 |
9,245.0 |
9,210.5 |
9,266.5 |
PP |
9,195.0 |
9,195.0 |
9,195.0 |
9,205.8 |
S1 |
9,152.0 |
9,152.0 |
9,193.5 |
9,173.5 |
S2 |
9,102.0 |
9,102.0 |
9,185.0 |
|
S3 |
9,009.0 |
9,059.0 |
9,176.4 |
|
S4 |
8,916.0 |
8,966.0 |
9,150.9 |
|
|
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 |
9,103.5 |
153.5 |
1.7% |
73.9 |
0.8% |
64% |
False |
False |
89,774 |
10 |
9,257.0 |
8,983.5 |
273.5 |
3.0% |
91.6 |
1.0% |
80% |
False |
False |
92,177 |
20 |
9,257.0 |
8,936.5 |
320.5 |
3.5% |
79.8 |
0.9% |
83% |
False |
False |
90,496 |
40 |
9,257.0 |
8,498.0 |
759.0 |
8.2% |
82.1 |
0.9% |
93% |
False |
False |
88,179 |
60 |
9,257.0 |
8,095.0 |
1,162.0 |
12.6% |
83.8 |
0.9% |
95% |
False |
False |
70,592 |
80 |
9,257.0 |
8,095.0 |
1,162.0 |
12.6% |
86.8 |
0.9% |
95% |
False |
False |
52,995 |
100 |
9,257.0 |
7,817.5 |
1,439.5 |
15.6% |
88.6 |
1.0% |
96% |
False |
False |
42,429 |
120 |
9,257.0 |
7,700.0 |
1,557.0 |
16.9% |
95.6 |
1.0% |
96% |
False |
False |
35,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,633.3 |
2.618 |
9,481.5 |
1.618 |
9,388.5 |
1.000 |
9,331.0 |
0.618 |
9,295.5 |
HIGH |
9,238.0 |
0.618 |
9,202.5 |
0.500 |
9,191.5 |
0.382 |
9,180.5 |
LOW |
9,145.0 |
0.618 |
9,087.5 |
1.000 |
9,052.0 |
1.618 |
8,994.5 |
2.618 |
8,901.5 |
4.250 |
8,749.8 |
|
|
Fisher Pivots for day following 20-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
9,198.5 |
9,201.6 |
PP |
9,195.0 |
9,201.2 |
S1 |
9,191.5 |
9,200.8 |
|