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 |
1,744.75 |
1,767.00 |
22.25 |
1.3% |
1,754.00 |
High |
1,768.00 |
1,770.25 |
2.25 |
0.1% |
1,774.50 |
Low |
1,736.50 |
1,762.75 |
26.25 |
1.5% |
1,736.50 |
Close |
1,766.00 |
1,767.50 |
1.50 |
0.1% |
1,766.00 |
Range |
31.50 |
7.50 |
-24.00 |
-76.2% |
38.00 |
ATR |
18.41 |
17.63 |
-0.78 |
-4.2% |
0.00 |
Volume |
2,071,703 |
960,010 |
-1,111,693 |
-53.7% |
8,342,933 |
|
Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,789.25 |
1,786.00 |
1,771.50 |
|
R3 |
1,781.75 |
1,778.50 |
1,769.50 |
|
R2 |
1,774.25 |
1,774.25 |
1,769.00 |
|
R1 |
1,771.00 |
1,771.00 |
1,768.25 |
1,772.50 |
PP |
1,766.75 |
1,766.75 |
1,766.75 |
1,767.75 |
S1 |
1,763.50 |
1,763.50 |
1,766.75 |
1,765.00 |
S2 |
1,759.25 |
1,759.25 |
1,766.00 |
|
S3 |
1,751.75 |
1,756.00 |
1,765.50 |
|
S4 |
1,744.25 |
1,748.50 |
1,763.50 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,873.00 |
1,857.50 |
1,787.00 |
|
R3 |
1,835.00 |
1,819.50 |
1,776.50 |
|
R2 |
1,797.00 |
1,797.00 |
1,773.00 |
|
R1 |
1,781.50 |
1,781.50 |
1,769.50 |
1,789.25 |
PP |
1,759.00 |
1,759.00 |
1,759.00 |
1,763.00 |
S1 |
1,743.50 |
1,743.50 |
1,762.50 |
1,751.25 |
S2 |
1,721.00 |
1,721.00 |
1,759.00 |
|
S3 |
1,683.00 |
1,705.50 |
1,755.50 |
|
S4 |
1,645.00 |
1,667.50 |
1,745.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,774.50 |
1,736.50 |
38.00 |
2.1% |
19.75 |
1.1% |
82% |
False |
False |
1,659,394 |
10 |
1,774.50 |
1,736.50 |
38.00 |
2.1% |
17.25 |
1.0% |
82% |
False |
False |
1,575,928 |
20 |
1,774.50 |
1,689.50 |
85.00 |
4.8% |
16.50 |
0.9% |
92% |
False |
False |
1,540,190 |
40 |
1,774.50 |
1,640.00 |
134.50 |
7.6% |
17.75 |
1.0% |
95% |
False |
False |
1,677,743 |
60 |
1,774.50 |
1,618.25 |
156.25 |
8.8% |
17.50 |
1.0% |
96% |
False |
False |
1,194,170 |
80 |
1,774.50 |
1,618.25 |
156.25 |
8.8% |
16.25 |
0.9% |
96% |
False |
False |
896,555 |
100 |
1,774.50 |
1,547.25 |
227.25 |
12.9% |
16.75 |
0.9% |
97% |
False |
False |
718,071 |
120 |
1,774.50 |
1,547.25 |
227.25 |
12.9% |
17.75 |
1.0% |
97% |
False |
False |
598,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,802.00 |
2.618 |
1,790.00 |
1.618 |
1,782.50 |
1.000 |
1,777.75 |
0.618 |
1,775.00 |
HIGH |
1,770.25 |
0.618 |
1,767.50 |
0.500 |
1,766.50 |
0.382 |
1,765.50 |
LOW |
1,762.75 |
0.618 |
1,758.00 |
1.000 |
1,755.25 |
1.618 |
1,750.50 |
2.618 |
1,743.00 |
4.250 |
1,731.00 |
|
|
Fisher Pivots for day following 11-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,767.25 |
1,763.50 |
PP |
1,766.75 |
1,759.50 |
S1 |
1,766.50 |
1,755.50 |
|