Trading Metrics calculated at close of trading on 12-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
6,717.0 |
6,712.0 |
-5.0 |
-0.1% |
6,735.0 |
High |
6,728.0 |
6,719.5 |
-8.5 |
-0.1% |
6,772.5 |
Low |
6,683.5 |
6,673.0 |
-10.5 |
-0.2% |
6,623.0 |
Close |
6,713.0 |
6,703.5 |
-9.5 |
-0.1% |
6,683.0 |
Range |
44.5 |
46.5 |
2.0 |
4.5% |
149.5 |
ATR |
70.6 |
68.8 |
-1.7 |
-2.4% |
0.0 |
Volume |
96,083 |
142,190 |
46,107 |
48.0% |
528,567 |
|
Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,838.0 |
6,817.5 |
6,729.0 |
|
R3 |
6,791.5 |
6,771.0 |
6,716.5 |
|
R2 |
6,745.0 |
6,745.0 |
6,712.0 |
|
R1 |
6,724.5 |
6,724.5 |
6,708.0 |
6,711.5 |
PP |
6,698.5 |
6,698.5 |
6,698.5 |
6,692.0 |
S1 |
6,678.0 |
6,678.0 |
6,699.0 |
6,665.0 |
S2 |
6,652.0 |
6,652.0 |
6,695.0 |
|
S3 |
6,605.5 |
6,631.5 |
6,690.5 |
|
S4 |
6,559.0 |
6,585.0 |
6,678.0 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,141.5 |
7,061.5 |
6,765.0 |
|
R3 |
6,992.0 |
6,912.0 |
6,724.0 |
|
R2 |
6,842.5 |
6,842.5 |
6,710.5 |
|
R1 |
6,762.5 |
6,762.5 |
6,696.5 |
6,728.0 |
PP |
6,693.0 |
6,693.0 |
6,693.0 |
6,675.5 |
S1 |
6,613.0 |
6,613.0 |
6,669.5 |
6,578.0 |
S2 |
6,543.5 |
6,543.5 |
6,655.5 |
|
S3 |
6,394.0 |
6,463.5 |
6,642.0 |
|
S4 |
6,244.5 |
6,314.0 |
6,601.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,763.5 |
6,623.0 |
140.5 |
2.1% |
72.5 |
1.1% |
57% |
False |
False |
116,491 |
10 |
6,798.0 |
6,623.0 |
175.0 |
2.6% |
66.5 |
1.0% |
46% |
False |
False |
106,238 |
20 |
6,798.0 |
6,475.0 |
323.0 |
4.8% |
64.0 |
1.0% |
71% |
False |
False |
94,959 |
40 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
67.0 |
1.0% |
81% |
False |
False |
93,557 |
60 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
65.5 |
1.0% |
81% |
False |
False |
74,292 |
80 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
63.0 |
0.9% |
81% |
False |
False |
55,769 |
100 |
6,798.0 |
5,977.5 |
820.5 |
12.2% |
60.5 |
0.9% |
88% |
False |
False |
44,632 |
120 |
6,798.0 |
5,951.5 |
846.5 |
12.6% |
55.0 |
0.8% |
89% |
False |
False |
37,202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,917.0 |
2.618 |
6,841.0 |
1.618 |
6,794.5 |
1.000 |
6,766.0 |
0.618 |
6,748.0 |
HIGH |
6,719.5 |
0.618 |
6,701.5 |
0.500 |
6,696.0 |
0.382 |
6,691.0 |
LOW |
6,673.0 |
0.618 |
6,644.5 |
1.000 |
6,626.5 |
1.618 |
6,598.0 |
2.618 |
6,551.5 |
4.250 |
6,475.5 |
|
|
Fisher Pivots for day following 12-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
6,701.0 |
6,694.0 |
PP |
6,698.5 |
6,685.0 |
S1 |
6,696.0 |
6,675.5 |
|