Trading Metrics calculated at close of trading on 19-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,113.9 |
1,106.9 |
-7.0 |
-0.6% |
1,098.6 |
High |
1,119.6 |
1,112.3 |
-7.3 |
-0.7% |
1,115.2 |
Low |
1,102.7 |
1,095.1 |
-7.6 |
-0.7% |
1,090.7 |
Close |
1,105.9 |
1,099.8 |
-6.1 |
-0.6% |
1,114.3 |
Range |
16.9 |
17.2 |
0.3 |
1.8% |
24.5 |
ATR |
14.8 |
15.0 |
0.2 |
1.1% |
0.0 |
Volume |
96,870 |
118,471 |
21,601 |
22.3% |
414,210 |
|
Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,154.0 |
1,144.0 |
1,109.3 |
|
R3 |
1,136.8 |
1,127.0 |
1,104.5 |
|
R2 |
1,119.5 |
1,119.5 |
1,103.0 |
|
R1 |
1,109.8 |
1,109.8 |
1,101.5 |
1,106.0 |
PP |
1,102.5 |
1,102.5 |
1,102.5 |
1,100.5 |
S1 |
1,092.5 |
1,092.5 |
1,098.3 |
1,088.8 |
S2 |
1,085.3 |
1,085.3 |
1,096.8 |
|
S3 |
1,068.0 |
1,075.3 |
1,095.0 |
|
S4 |
1,050.8 |
1,058.0 |
1,090.3 |
|
|
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 |
1,119.6 |
1,090.7 |
28.9 |
2.6% |
15.0 |
1.4% |
31% |
False |
False |
96,892 |
10 |
1,119.6 |
1,074.6 |
45.0 |
4.1% |
16.3 |
1.5% |
56% |
False |
False |
100,518 |
20 |
1,123.0 |
1,074.6 |
48.4 |
4.4% |
14.8 |
1.3% |
52% |
False |
False |
98,868 |
40 |
1,123.0 |
1,034.7 |
88.3 |
8.0% |
14.8 |
1.3% |
74% |
False |
False |
102,678 |
60 |
1,123.0 |
1,003.2 |
119.8 |
10.9% |
13.8 |
1.3% |
81% |
False |
False |
87,474 |
80 |
1,123.0 |
1,003.2 |
119.8 |
10.9% |
11.3 |
1.0% |
81% |
False |
False |
65,606 |
100 |
1,123.0 |
986.2 |
136.8 |
12.4% |
9.0 |
0.8% |
83% |
False |
False |
52,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,185.5 |
2.618 |
1,157.3 |
1.618 |
1,140.3 |
1.000 |
1,129.5 |
0.618 |
1,123.0 |
HIGH |
1,112.3 |
0.618 |
1,105.8 |
0.500 |
1,103.8 |
0.382 |
1,101.8 |
LOW |
1,095.0 |
0.618 |
1,084.5 |
1.000 |
1,078.0 |
1.618 |
1,067.3 |
2.618 |
1,050.0 |
4.250 |
1,022.0 |
|
|
Fisher Pivots for day following 19-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,103.8 |
1,107.3 |
PP |
1,102.5 |
1,104.8 |
S1 |
1,101.0 |
1,102.3 |
|