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 |
1,098.6 |
1,099.5 |
0.9 |
0.1% |
1,091.6 |
High |
1,101.5 |
1,100.5 |
-1.0 |
-0.1% |
1,109.7 |
Low |
1,091.8 |
1,091.9 |
0.1 |
0.0% |
1,074.6 |
Close |
1,098.7 |
1,100.1 |
1.4 |
0.1% |
1,096.9 |
Range |
9.7 |
8.6 |
-1.1 |
-11.3% |
35.1 |
ATR |
15.5 |
15.0 |
-0.5 |
-3.2% |
0.0 |
Volume |
63,011 |
82,080 |
19,069 |
30.3% |
545,110 |
|
Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,123.3 |
1,120.3 |
1,104.8 |
|
R3 |
1,114.8 |
1,111.8 |
1,102.5 |
|
R2 |
1,106.0 |
1,106.0 |
1,101.8 |
|
R1 |
1,103.0 |
1,103.0 |
1,101.0 |
1,104.5 |
PP |
1,097.5 |
1,097.5 |
1,097.5 |
1,098.3 |
S1 |
1,094.5 |
1,094.5 |
1,099.3 |
1,096.0 |
S2 |
1,089.0 |
1,089.0 |
1,098.5 |
|
S3 |
1,080.3 |
1,086.0 |
1,097.8 |
|
S4 |
1,071.8 |
1,077.3 |
1,095.3 |
|
|
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% |
17.3 |
1.6% |
73% |
False |
False |
104,144 |
10 |
1,123.0 |
1,074.6 |
48.4 |
4.4% |
16.8 |
1.5% |
53% |
False |
False |
108,012 |
20 |
1,123.0 |
1,074.6 |
48.4 |
4.4% |
14.0 |
1.3% |
53% |
False |
False |
99,140 |
40 |
1,123.0 |
1,034.7 |
88.3 |
8.0% |
14.8 |
1.3% |
74% |
False |
False |
105,546 |
60 |
1,123.0 |
1,003.2 |
119.8 |
10.9% |
13.3 |
1.2% |
81% |
False |
False |
79,400 |
80 |
1,123.0 |
1,003.2 |
119.8 |
10.9% |
10.3 |
0.9% |
81% |
False |
False |
59,551 |
100 |
1,123.0 |
955.7 |
167.3 |
15.2% |
8.3 |
0.8% |
86% |
False |
False |
47,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,137.0 |
2.618 |
1,123.0 |
1.618 |
1,114.5 |
1.000 |
1,109.0 |
0.618 |
1,105.8 |
HIGH |
1,100.5 |
0.618 |
1,097.3 |
0.500 |
1,096.3 |
0.382 |
1,095.3 |
LOW |
1,092.0 |
0.618 |
1,086.5 |
1.000 |
1,083.3 |
1.618 |
1,078.0 |
2.618 |
1,069.5 |
4.250 |
1,055.3 |
|
|
Fisher Pivots for day following 12-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,098.8 |
1,096.0 |
PP |
1,097.5 |
1,092.0 |
S1 |
1,096.3 |
1,088.0 |
|