Trading Metrics calculated at close of trading on 11-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,079.6 |
1,098.6 |
19.0 |
1.8% |
1,091.6 |
High |
1,100.2 |
1,101.5 |
1.3 |
0.1% |
1,109.7 |
Low |
1,074.6 |
1,091.8 |
17.2 |
1.6% |
1,074.6 |
Close |
1,096.9 |
1,098.7 |
1.8 |
0.2% |
1,096.9 |
Range |
25.6 |
9.7 |
-15.9 |
-62.1% |
35.1 |
ATR |
15.9 |
15.5 |
-0.4 |
-2.8% |
0.0 |
Volume |
129,567 |
63,011 |
-66,556 |
-51.4% |
545,110 |
|
Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,126.5 |
1,122.3 |
1,104.0 |
|
R3 |
1,116.8 |
1,112.5 |
1,101.3 |
|
R2 |
1,107.0 |
1,107.0 |
1,100.5 |
|
R1 |
1,102.8 |
1,102.8 |
1,099.5 |
1,105.0 |
PP |
1,097.3 |
1,097.3 |
1,097.3 |
1,098.5 |
S1 |
1,093.3 |
1,093.3 |
1,097.8 |
1,095.3 |
S2 |
1,087.8 |
1,087.8 |
1,097.0 |
|
S3 |
1,078.0 |
1,083.5 |
1,096.0 |
|
S4 |
1,068.3 |
1,073.8 |
1,093.3 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,199.0 |
1,183.0 |
1,116.3 |
|
R3 |
1,164.0 |
1,148.0 |
1,106.5 |
|
R2 |
1,128.8 |
1,128.8 |
1,103.3 |
|
R1 |
1,112.8 |
1,112.8 |
1,100.0 |
1,120.8 |
PP |
1,093.8 |
1,093.8 |
1,093.8 |
1,097.8 |
S1 |
1,077.8 |
1,077.8 |
1,093.8 |
1,085.8 |
S2 |
1,058.8 |
1,058.8 |
1,090.5 |
|
S3 |
1,023.5 |
1,042.8 |
1,087.3 |
|
S4 |
988.5 |
1,007.5 |
1,077.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,109.7 |
1,074.6 |
35.1 |
3.2% |
18.0 |
1.6% |
69% |
False |
False |
105,390 |
10 |
1,123.0 |
1,074.6 |
48.4 |
4.4% |
17.0 |
1.6% |
50% |
False |
False |
108,371 |
20 |
1,123.0 |
1,074.1 |
48.9 |
4.5% |
14.5 |
1.3% |
50% |
False |
False |
100,363 |
40 |
1,123.0 |
1,034.7 |
88.3 |
8.0% |
15.0 |
1.4% |
72% |
False |
False |
106,460 |
60 |
1,123.0 |
1,003.2 |
119.8 |
10.9% |
13.3 |
1.2% |
80% |
False |
False |
78,032 |
80 |
1,123.0 |
1,003.2 |
119.8 |
10.9% |
10.3 |
0.9% |
80% |
False |
False |
58,525 |
100 |
1,123.0 |
953.2 |
169.8 |
15.5% |
8.3 |
0.7% |
86% |
False |
False |
46,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,142.8 |
2.618 |
1,127.0 |
1.618 |
1,117.3 |
1.000 |
1,111.3 |
0.618 |
1,107.5 |
HIGH |
1,101.5 |
0.618 |
1,097.8 |
0.500 |
1,096.8 |
0.382 |
1,095.5 |
LOW |
1,091.8 |
0.618 |
1,085.8 |
1.000 |
1,082.0 |
1.618 |
1,076.0 |
2.618 |
1,066.5 |
4.250 |
1,050.5 |
|
|
Fisher Pivots for day following 11-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,098.0 |
1,095.8 |
PP |
1,097.3 |
1,092.5 |
S1 |
1,096.8 |
1,089.5 |
|