Trading Metrics calculated at close of trading on 20-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,106.9 |
1,099.8 |
-7.1 |
-0.6% |
1,098.6 |
High |
1,112.3 |
1,107.2 |
-5.1 |
-0.5% |
1,115.2 |
Low |
1,095.1 |
1,093.9 |
-1.2 |
-0.1% |
1,090.7 |
Close |
1,099.8 |
1,099.0 |
-0.8 |
-0.1% |
1,114.3 |
Range |
17.2 |
13.3 |
-3.9 |
-22.7% |
24.5 |
ATR |
15.0 |
14.9 |
-0.1 |
-0.8% |
0.0 |
Volume |
118,471 |
115,127 |
-3,344 |
-2.8% |
414,210 |
|
Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,140.0 |
1,132.8 |
1,106.3 |
|
R3 |
1,126.8 |
1,119.5 |
1,102.8 |
|
R2 |
1,113.3 |
1,113.3 |
1,101.5 |
|
R1 |
1,106.3 |
1,106.3 |
1,100.3 |
1,103.0 |
PP |
1,100.0 |
1,100.0 |
1,100.0 |
1,098.5 |
S1 |
1,092.8 |
1,092.8 |
1,097.8 |
1,089.8 |
S2 |
1,086.8 |
1,086.8 |
1,096.5 |
|
S3 |
1,073.5 |
1,079.5 |
1,095.3 |
|
S4 |
1,060.3 |
1,066.3 |
1,091.8 |
|
|
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 |
1,093.9 |
25.7 |
2.3% |
13.5 |
1.2% |
20% |
False |
True |
99,112 |
10 |
1,119.6 |
1,074.6 |
45.0 |
4.1% |
16.0 |
1.5% |
54% |
False |
False |
103,034 |
20 |
1,123.0 |
1,074.6 |
48.4 |
4.4% |
15.0 |
1.4% |
50% |
False |
False |
99,754 |
40 |
1,123.0 |
1,034.7 |
88.3 |
8.0% |
15.0 |
1.4% |
73% |
False |
False |
103,100 |
60 |
1,123.0 |
1,003.2 |
119.8 |
10.9% |
14.0 |
1.3% |
80% |
False |
False |
89,393 |
80 |
1,123.0 |
1,003.2 |
119.8 |
10.9% |
11.5 |
1.0% |
80% |
False |
False |
67,045 |
100 |
1,123.0 |
986.2 |
136.8 |
12.4% |
9.3 |
0.8% |
82% |
False |
False |
53,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,163.8 |
2.618 |
1,142.0 |
1.618 |
1,128.8 |
1.000 |
1,120.5 |
0.618 |
1,115.5 |
HIGH |
1,107.3 |
0.618 |
1,102.0 |
0.500 |
1,100.5 |
0.382 |
1,099.0 |
LOW |
1,094.0 |
0.618 |
1,085.8 |
1.000 |
1,080.5 |
1.618 |
1,072.5 |
2.618 |
1,059.0 |
4.250 |
1,037.5 |
|
|
Fisher Pivots for day following 20-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,100.5 |
1,106.8 |
PP |
1,100.0 |
1,104.3 |
S1 |
1,099.5 |
1,101.5 |
|