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 |
1,767.00 |
1,767.75 |
0.75 |
0.0% |
1,754.00 |
High |
1,770.25 |
1,769.75 |
-0.50 |
0.0% |
1,774.50 |
Low |
1,762.75 |
1,758.50 |
-4.25 |
-0.2% |
1,736.50 |
Close |
1,767.50 |
1,765.00 |
-2.50 |
-0.1% |
1,766.00 |
Range |
7.50 |
11.25 |
3.75 |
50.0% |
38.00 |
ATR |
17.63 |
17.18 |
-0.46 |
-2.6% |
0.00 |
Volume |
960,010 |
1,419,105 |
459,095 |
47.8% |
8,342,933 |
|
Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,798.25 |
1,792.75 |
1,771.25 |
|
R3 |
1,787.00 |
1,781.50 |
1,768.00 |
|
R2 |
1,775.75 |
1,775.75 |
1,767.00 |
|
R1 |
1,770.25 |
1,770.25 |
1,766.00 |
1,767.50 |
PP |
1,764.50 |
1,764.50 |
1,764.50 |
1,763.00 |
S1 |
1,759.00 |
1,759.00 |
1,764.00 |
1,756.00 |
S2 |
1,753.25 |
1,753.25 |
1,763.00 |
|
S3 |
1,742.00 |
1,747.75 |
1,762.00 |
|
S4 |
1,730.75 |
1,736.50 |
1,758.75 |
|
|
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 |
2.2% |
19.25 |
1.1% |
75% |
False |
False |
1,647,342 |
10 |
1,774.50 |
1,736.50 |
38.00 |
2.2% |
17.00 |
1.0% |
75% |
False |
False |
1,598,889 |
20 |
1,774.50 |
1,691.25 |
83.25 |
4.7% |
16.25 |
0.9% |
89% |
False |
False |
1,517,514 |
40 |
1,774.50 |
1,640.00 |
134.50 |
7.6% |
17.75 |
1.0% |
93% |
False |
False |
1,677,002 |
60 |
1,774.50 |
1,618.25 |
156.25 |
8.9% |
17.25 |
1.0% |
94% |
False |
False |
1,217,690 |
80 |
1,774.50 |
1,618.25 |
156.25 |
8.9% |
16.50 |
0.9% |
94% |
False |
False |
914,250 |
100 |
1,774.50 |
1,547.25 |
227.25 |
12.9% |
16.75 |
0.9% |
96% |
False |
False |
732,199 |
120 |
1,774.50 |
1,547.25 |
227.25 |
12.9% |
17.75 |
1.0% |
96% |
False |
False |
610,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,817.50 |
2.618 |
1,799.25 |
1.618 |
1,788.00 |
1.000 |
1,781.00 |
0.618 |
1,776.75 |
HIGH |
1,769.75 |
0.618 |
1,765.50 |
0.500 |
1,764.00 |
0.382 |
1,762.75 |
LOW |
1,758.50 |
0.618 |
1,751.50 |
1.000 |
1,747.25 |
1.618 |
1,740.25 |
2.618 |
1,729.00 |
4.250 |
1,710.75 |
|
|
Fisher Pivots for day following 12-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,764.75 |
1,761.00 |
PP |
1,764.50 |
1,757.25 |
S1 |
1,764.00 |
1,753.50 |
|