Trading Metrics calculated at close of trading on 22-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
9,150.0 |
9,214.0 |
64.0 |
0.7% |
9,165.0 |
High |
9,218.5 |
9,231.5 |
13.0 |
0.1% |
9,257.0 |
Low |
9,117.5 |
9,171.5 |
54.0 |
0.6% |
9,117.5 |
Close |
9,204.0 |
9,218.0 |
14.0 |
0.2% |
9,218.0 |
Range |
101.0 |
60.0 |
-41.0 |
-40.6% |
139.5 |
ATR |
90.1 |
87.9 |
-2.1 |
-2.4% |
0.0 |
Volume |
76,562 |
84,595 |
8,033 |
10.5% |
427,584 |
|
Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,387.0 |
9,362.5 |
9,251.0 |
|
R3 |
9,327.0 |
9,302.5 |
9,234.5 |
|
R2 |
9,267.0 |
9,267.0 |
9,229.0 |
|
R1 |
9,242.5 |
9,242.5 |
9,223.5 |
9,254.8 |
PP |
9,207.0 |
9,207.0 |
9,207.0 |
9,213.1 |
S1 |
9,182.5 |
9,182.5 |
9,212.5 |
9,194.8 |
S2 |
9,147.0 |
9,147.0 |
9,207.0 |
|
S3 |
9,087.0 |
9,122.5 |
9,201.5 |
|
S4 |
9,027.0 |
9,062.5 |
9,185.0 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,616.0 |
9,556.5 |
9,294.7 |
|
R3 |
9,476.5 |
9,417.0 |
9,256.4 |
|
R2 |
9,337.0 |
9,337.0 |
9,243.6 |
|
R1 |
9,277.5 |
9,277.5 |
9,230.8 |
9,307.3 |
PP |
9,197.5 |
9,197.5 |
9,197.5 |
9,212.4 |
S1 |
9,138.0 |
9,138.0 |
9,205.2 |
9,167.8 |
S2 |
9,058.0 |
9,058.0 |
9,192.4 |
|
S3 |
8,918.5 |
8,998.5 |
9,179.6 |
|
S4 |
8,779.0 |
8,859.0 |
9,141.3 |
|
|
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% |
84.4 |
0.9% |
72% |
False |
False |
85,516 |
10 |
9,257.0 |
8,983.5 |
273.5 |
3.0% |
78.4 |
0.8% |
86% |
False |
False |
89,784 |
20 |
9,257.0 |
8,952.5 |
304.5 |
3.3% |
81.7 |
0.9% |
87% |
False |
False |
91,364 |
40 |
9,257.0 |
8,498.0 |
759.0 |
8.2% |
82.7 |
0.9% |
95% |
False |
False |
87,512 |
60 |
9,257.0 |
8,103.5 |
1,153.5 |
12.5% |
83.4 |
0.9% |
97% |
False |
False |
73,271 |
80 |
9,257.0 |
8,095.0 |
1,162.0 |
12.6% |
86.4 |
0.9% |
97% |
False |
False |
55,006 |
100 |
9,257.0 |
7,858.0 |
1,399.0 |
15.2% |
86.5 |
0.9% |
97% |
False |
False |
44,038 |
120 |
9,257.0 |
7,700.0 |
1,557.0 |
16.9% |
94.0 |
1.0% |
97% |
False |
False |
36,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,486.5 |
2.618 |
9,388.6 |
1.618 |
9,328.6 |
1.000 |
9,291.5 |
0.618 |
9,268.6 |
HIGH |
9,231.5 |
0.618 |
9,208.6 |
0.500 |
9,201.5 |
0.382 |
9,194.4 |
LOW |
9,171.5 |
0.618 |
9,134.4 |
1.000 |
9,111.5 |
1.618 |
9,074.4 |
2.618 |
9,014.4 |
4.250 |
8,916.5 |
|
|
Fisher Pivots for day following 22-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
9,212.5 |
9,204.6 |
PP |
9,207.0 |
9,191.2 |
S1 |
9,201.5 |
9,177.8 |
|