Trading Metrics calculated at close of trading on 15-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,112.1 |
1,109.1 |
-3.0 |
-0.3% |
1,098.6 |
High |
1,113.8 |
1,115.2 |
1.4 |
0.1% |
1,115.2 |
Low |
1,102.5 |
1,106.7 |
4.2 |
0.4% |
1,090.7 |
Close |
1,109.4 |
1,114.3 |
4.9 |
0.4% |
1,114.3 |
Range |
11.3 |
8.5 |
-2.8 |
-24.8% |
24.5 |
ATR |
15.1 |
14.7 |
-0.5 |
-3.1% |
0.0 |
Volume |
93,591 |
71,501 |
-22,090 |
-23.6% |
414,210 |
|
Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,137.5 |
1,134.5 |
1,119.0 |
|
R3 |
1,129.0 |
1,126.0 |
1,116.8 |
|
R2 |
1,120.5 |
1,120.5 |
1,115.8 |
|
R1 |
1,117.5 |
1,117.5 |
1,115.0 |
1,119.0 |
PP |
1,112.0 |
1,112.0 |
1,112.0 |
1,112.8 |
S1 |
1,109.0 |
1,109.0 |
1,113.5 |
1,110.5 |
S2 |
1,103.5 |
1,103.5 |
1,112.8 |
|
S3 |
1,095.0 |
1,100.5 |
1,112.0 |
|
S4 |
1,086.5 |
1,092.0 |
1,109.5 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,180.3 |
1,171.8 |
1,127.8 |
|
R3 |
1,155.8 |
1,147.3 |
1,121.0 |
|
R2 |
1,131.3 |
1,131.3 |
1,118.8 |
|
R1 |
1,122.8 |
1,122.8 |
1,116.5 |
1,127.0 |
PP |
1,106.8 |
1,106.8 |
1,106.8 |
1,108.8 |
S1 |
1,098.3 |
1,098.3 |
1,112.0 |
1,102.5 |
S2 |
1,082.3 |
1,082.3 |
1,109.8 |
|
S3 |
1,057.8 |
1,073.8 |
1,107.5 |
|
S4 |
1,033.3 |
1,049.3 |
1,100.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,115.2 |
1,090.7 |
24.5 |
2.2% |
12.0 |
1.1% |
96% |
True |
False |
82,842 |
10 |
1,115.2 |
1,074.6 |
40.6 |
3.6% |
15.8 |
1.4% |
98% |
True |
False |
95,932 |
20 |
1,123.0 |
1,074.6 |
48.4 |
4.3% |
14.0 |
1.3% |
82% |
False |
False |
97,973 |
40 |
1,123.0 |
1,034.7 |
88.3 |
7.9% |
14.8 |
1.3% |
90% |
False |
False |
102,665 |
60 |
1,123.0 |
1,003.2 |
119.8 |
10.8% |
13.5 |
1.2% |
93% |
False |
False |
83,885 |
80 |
1,123.0 |
1,003.2 |
119.8 |
10.8% |
11.0 |
1.0% |
93% |
False |
False |
62,915 |
100 |
1,123.0 |
981.6 |
141.4 |
12.7% |
8.8 |
0.8% |
94% |
False |
False |
50,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,151.3 |
2.618 |
1,137.5 |
1.618 |
1,129.0 |
1.000 |
1,123.8 |
0.618 |
1,120.5 |
HIGH |
1,115.3 |
0.618 |
1,112.0 |
0.500 |
1,111.0 |
0.382 |
1,110.0 |
LOW |
1,106.8 |
0.618 |
1,101.5 |
1.000 |
1,098.3 |
1.618 |
1,093.0 |
2.618 |
1,084.5 |
4.250 |
1,070.5 |
|
|
Fisher Pivots for day following 15-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,113.3 |
1,110.5 |
PP |
1,112.0 |
1,106.8 |
S1 |
1,111.0 |
1,103.0 |
|