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 |
6,668.0 |
6,700.5 |
32.5 |
0.5% |
6,683.5 |
High |
6,700.0 |
6,711.0 |
11.0 |
0.2% |
6,725.0 |
Low |
6,641.0 |
6,658.5 |
17.5 |
0.3% |
6,641.0 |
Close |
6,690.0 |
6,672.5 |
-17.5 |
-0.3% |
6,672.5 |
Range |
59.0 |
52.5 |
-6.5 |
-11.0% |
84.0 |
ATR |
66.1 |
65.1 |
-1.0 |
-1.5% |
0.0 |
Volume |
75,681 |
55,059 |
-20,622 |
-27.2% |
383,890 |
|
Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,838.0 |
6,808.0 |
6,701.5 |
|
R3 |
6,785.5 |
6,755.5 |
6,687.0 |
|
R2 |
6,733.0 |
6,733.0 |
6,682.0 |
|
R1 |
6,703.0 |
6,703.0 |
6,677.5 |
6,692.0 |
PP |
6,680.5 |
6,680.5 |
6,680.5 |
6,675.0 |
S1 |
6,650.5 |
6,650.5 |
6,667.5 |
6,639.0 |
S2 |
6,628.0 |
6,628.0 |
6,663.0 |
|
S3 |
6,575.5 |
6,598.0 |
6,658.0 |
|
S4 |
6,523.0 |
6,545.5 |
6,643.5 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,931.5 |
6,886.0 |
6,718.5 |
|
R3 |
6,847.5 |
6,802.0 |
6,695.5 |
|
R2 |
6,763.5 |
6,763.5 |
6,688.0 |
|
R1 |
6,718.0 |
6,718.0 |
6,680.0 |
6,699.0 |
PP |
6,679.5 |
6,679.5 |
6,679.5 |
6,670.0 |
S1 |
6,634.0 |
6,634.0 |
6,665.0 |
6,615.0 |
S2 |
6,595.5 |
6,595.5 |
6,657.0 |
|
S3 |
6,511.5 |
6,550.0 |
6,649.5 |
|
S4 |
6,427.5 |
6,466.0 |
6,626.5 |
|
|
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% |
54.5 |
0.8% |
38% |
False |
False |
76,778 |
10 |
6,728.0 |
6,605.5 |
122.5 |
1.8% |
57.0 |
0.9% |
55% |
False |
False |
91,936 |
20 |
6,798.0 |
6,605.5 |
192.5 |
2.9% |
63.0 |
0.9% |
35% |
False |
False |
96,283 |
40 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
66.0 |
1.0% |
75% |
False |
False |
92,098 |
60 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
64.5 |
1.0% |
75% |
False |
False |
85,625 |
80 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
64.0 |
1.0% |
75% |
False |
False |
64,272 |
100 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
60.5 |
0.9% |
75% |
False |
False |
51,437 |
120 |
6,798.0 |
5,951.5 |
846.5 |
12.7% |
58.5 |
0.9% |
85% |
False |
False |
42,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,934.0 |
2.618 |
6,848.5 |
1.618 |
6,796.0 |
1.000 |
6,763.5 |
0.618 |
6,743.5 |
HIGH |
6,711.0 |
0.618 |
6,691.0 |
0.500 |
6,685.0 |
0.382 |
6,678.5 |
LOW |
6,658.5 |
0.618 |
6,626.0 |
1.000 |
6,606.0 |
1.618 |
6,573.5 |
2.618 |
6,521.0 |
4.250 |
6,435.5 |
|
|
Fisher Pivots for day following 22-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
6,685.0 |
6,677.0 |
PP |
6,680.5 |
6,675.5 |
S1 |
6,676.5 |
6,674.0 |
|