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 |
6,670.5 |
6,668.0 |
-2.5 |
0.0% |
6,717.0 |
High |
6,712.5 |
6,700.0 |
-12.5 |
-0.2% |
6,728.0 |
Low |
6,648.5 |
6,641.0 |
-7.5 |
-0.1% |
6,605.5 |
Close |
6,684.0 |
6,690.0 |
6.0 |
0.1% |
6,683.0 |
Range |
64.0 |
59.0 |
-5.0 |
-7.8% |
122.5 |
ATR |
66.7 |
66.1 |
-0.5 |
-0.8% |
0.0 |
Volume |
85,997 |
75,681 |
-10,316 |
-12.0% |
535,470 |
|
Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,854.0 |
6,831.0 |
6,722.5 |
|
R3 |
6,795.0 |
6,772.0 |
6,706.0 |
|
R2 |
6,736.0 |
6,736.0 |
6,701.0 |
|
R1 |
6,713.0 |
6,713.0 |
6,695.5 |
6,724.5 |
PP |
6,677.0 |
6,677.0 |
6,677.0 |
6,683.0 |
S1 |
6,654.0 |
6,654.0 |
6,684.5 |
6,665.5 |
S2 |
6,618.0 |
6,618.0 |
6,679.0 |
|
S3 |
6,559.0 |
6,595.0 |
6,674.0 |
|
S4 |
6,500.0 |
6,536.0 |
6,657.5 |
|
|
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 |
6,641.0 |
84.0 |
1.3% |
52.0 |
0.8% |
58% |
False |
True |
81,883 |
10 |
6,728.0 |
6,605.5 |
122.5 |
1.8% |
61.5 |
0.9% |
69% |
False |
False |
93,674 |
20 |
6,798.0 |
6,605.5 |
192.5 |
2.9% |
61.5 |
0.9% |
44% |
False |
False |
96,395 |
40 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
66.5 |
1.0% |
79% |
False |
False |
93,815 |
60 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
65.0 |
1.0% |
79% |
False |
False |
84,714 |
80 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
64.0 |
1.0% |
79% |
False |
False |
63,585 |
100 |
6,798.0 |
6,169.0 |
629.0 |
9.4% |
62.0 |
0.9% |
83% |
False |
False |
50,886 |
120 |
6,798.0 |
5,951.5 |
846.5 |
12.7% |
58.0 |
0.9% |
87% |
False |
False |
42,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,951.0 |
2.618 |
6,854.5 |
1.618 |
6,795.5 |
1.000 |
6,759.0 |
0.618 |
6,736.5 |
HIGH |
6,700.0 |
0.618 |
6,677.5 |
0.500 |
6,670.5 |
0.382 |
6,663.5 |
LOW |
6,641.0 |
0.618 |
6,604.5 |
1.000 |
6,582.0 |
1.618 |
6,545.5 |
2.618 |
6,486.5 |
4.250 |
6,390.0 |
|
|
Fisher Pivots for day following 21-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
6,683.5 |
6,685.5 |
PP |
6,677.0 |
6,681.0 |
S1 |
6,670.5 |
6,677.0 |
|