Trading Metrics calculated at close of trading on 21-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
9,172.5 |
9,150.0 |
-22.5 |
-0.2% |
9,087.0 |
High |
9,238.0 |
9,218.5 |
-19.5 |
-0.2% |
9,191.0 |
Low |
9,145.0 |
9,117.5 |
-27.5 |
-0.3% |
8,983.5 |
Close |
9,202.0 |
9,204.0 |
2.0 |
0.0% |
9,175.0 |
Range |
93.0 |
101.0 |
8.0 |
8.6% |
207.5 |
ATR |
89.2 |
90.1 |
0.8 |
0.9% |
0.0 |
Volume |
87,593 |
76,562 |
-11,031 |
-12.6% |
470,264 |
|
Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,483.0 |
9,444.5 |
9,259.6 |
|
R3 |
9,382.0 |
9,343.5 |
9,231.8 |
|
R2 |
9,281.0 |
9,281.0 |
9,222.5 |
|
R1 |
9,242.5 |
9,242.5 |
9,213.3 |
9,261.8 |
PP |
9,180.0 |
9,180.0 |
9,180.0 |
9,189.6 |
S1 |
9,141.5 |
9,141.5 |
9,194.7 |
9,160.8 |
S2 |
9,079.0 |
9,079.0 |
9,185.5 |
|
S3 |
8,978.0 |
9,040.5 |
9,176.2 |
|
S4 |
8,877.0 |
8,939.5 |
9,148.5 |
|
|
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 |
9,117.5 |
139.5 |
1.5% |
83.4 |
0.9% |
62% |
False |
True |
89,180 |
10 |
9,257.0 |
8,983.5 |
273.5 |
3.0% |
82.4 |
0.9% |
81% |
False |
False |
87,974 |
20 |
9,257.0 |
8,936.5 |
320.5 |
3.5% |
82.5 |
0.9% |
83% |
False |
False |
90,589 |
40 |
9,257.0 |
8,498.0 |
759.0 |
8.2% |
83.0 |
0.9% |
93% |
False |
False |
87,970 |
60 |
9,257.0 |
8,095.0 |
1,162.0 |
12.6% |
84.6 |
0.9% |
95% |
False |
False |
71,864 |
80 |
9,257.0 |
8,095.0 |
1,162.0 |
12.6% |
86.2 |
0.9% |
95% |
False |
False |
53,949 |
100 |
9,257.0 |
7,817.5 |
1,439.5 |
15.6% |
88.2 |
1.0% |
96% |
False |
False |
43,194 |
120 |
9,257.0 |
7,700.0 |
1,557.0 |
16.9% |
95.3 |
1.0% |
97% |
False |
False |
36,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,647.8 |
2.618 |
9,482.9 |
1.618 |
9,381.9 |
1.000 |
9,319.5 |
0.618 |
9,280.9 |
HIGH |
9,218.5 |
0.618 |
9,179.9 |
0.500 |
9,168.0 |
0.382 |
9,156.1 |
LOW |
9,117.5 |
0.618 |
9,055.1 |
1.000 |
9,016.5 |
1.618 |
8,954.1 |
2.618 |
8,853.1 |
4.250 |
8,688.3 |
|
|
Fisher Pivots for day following 21-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
9,192.0 |
9,195.3 |
PP |
9,180.0 |
9,186.5 |
S1 |
9,168.0 |
9,177.8 |
|