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 |
6,690.0 |
6,670.5 |
-19.5 |
-0.3% |
6,717.0 |
High |
6,701.5 |
6,712.5 |
11.0 |
0.2% |
6,728.0 |
Low |
6,668.0 |
6,648.5 |
-19.5 |
-0.3% |
6,605.5 |
Close |
6,692.0 |
6,684.0 |
-8.0 |
-0.1% |
6,683.0 |
Range |
33.5 |
64.0 |
30.5 |
91.0% |
122.5 |
ATR |
66.9 |
66.7 |
-0.2 |
-0.3% |
0.0 |
Volume |
75,987 |
85,997 |
10,010 |
13.2% |
535,470 |
|
Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,873.5 |
6,843.0 |
6,719.0 |
|
R3 |
6,809.5 |
6,779.0 |
6,701.5 |
|
R2 |
6,745.5 |
6,745.5 |
6,695.5 |
|
R1 |
6,715.0 |
6,715.0 |
6,690.0 |
6,730.0 |
PP |
6,681.5 |
6,681.5 |
6,681.5 |
6,689.5 |
S1 |
6,651.0 |
6,651.0 |
6,678.0 |
6,666.0 |
S2 |
6,617.5 |
6,617.5 |
6,672.5 |
|
S3 |
6,553.5 |
6,587.0 |
6,666.5 |
|
S4 |
6,489.5 |
6,523.0 |
6,649.0 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,039.5 |
6,984.0 |
6,750.5 |
|
R3 |
6,917.0 |
6,861.5 |
6,716.5 |
|
R2 |
6,794.5 |
6,794.5 |
6,705.5 |
|
R1 |
6,739.0 |
6,739.0 |
6,694.0 |
6,705.5 |
PP |
6,672.0 |
6,672.0 |
6,672.0 |
6,655.5 |
S1 |
6,616.5 |
6,616.5 |
6,672.0 |
6,583.0 |
S2 |
6,549.5 |
6,549.5 |
6,660.5 |
|
S3 |
6,427.0 |
6,494.0 |
6,649.5 |
|
S4 |
6,304.5 |
6,371.5 |
6,615.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,725.0 |
6,633.5 |
91.5 |
1.4% |
53.5 |
0.8% |
55% |
False |
False |
88,323 |
10 |
6,763.5 |
6,605.5 |
158.0 |
2.4% |
69.0 |
1.0% |
50% |
False |
False |
98,402 |
20 |
6,798.0 |
6,605.5 |
192.5 |
2.9% |
61.0 |
0.9% |
41% |
False |
False |
96,214 |
40 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
66.5 |
1.0% |
78% |
False |
False |
94,161 |
60 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
65.0 |
1.0% |
78% |
False |
False |
83,453 |
80 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
64.5 |
1.0% |
78% |
False |
False |
62,639 |
100 |
6,798.0 |
6,126.0 |
672.0 |
10.1% |
61.5 |
0.9% |
83% |
False |
False |
50,132 |
120 |
6,798.0 |
5,951.5 |
846.5 |
12.7% |
57.5 |
0.9% |
87% |
False |
False |
41,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,984.5 |
2.618 |
6,880.0 |
1.618 |
6,816.0 |
1.000 |
6,776.5 |
0.618 |
6,752.0 |
HIGH |
6,712.5 |
0.618 |
6,688.0 |
0.500 |
6,680.5 |
0.382 |
6,673.0 |
LOW |
6,648.5 |
0.618 |
6,609.0 |
1.000 |
6,584.5 |
1.618 |
6,545.0 |
2.618 |
6,481.0 |
4.250 |
6,376.5 |
|
|
Fisher Pivots for day following 20-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
6,683.0 |
6,687.0 |
PP |
6,681.5 |
6,686.0 |
S1 |
6,680.5 |
6,685.0 |
|