Trading Metrics calculated at close of trading on 13-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,767.75 |
1,764.75 |
-3.00 |
-0.2% |
1,754.00 |
High |
1,769.75 |
1,782.25 |
12.50 |
0.7% |
1,774.50 |
Low |
1,758.50 |
1,754.25 |
-4.25 |
-0.2% |
1,736.50 |
Close |
1,765.00 |
1,778.75 |
13.75 |
0.8% |
1,766.00 |
Range |
11.25 |
28.00 |
16.75 |
148.9% |
38.00 |
ATR |
17.18 |
17.95 |
0.77 |
4.5% |
0.00 |
Volume |
1,419,105 |
1,682,642 |
263,537 |
18.6% |
8,342,933 |
|
Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,855.75 |
1,845.25 |
1,794.25 |
|
R3 |
1,827.75 |
1,817.25 |
1,786.50 |
|
R2 |
1,799.75 |
1,799.75 |
1,784.00 |
|
R1 |
1,789.25 |
1,789.25 |
1,781.25 |
1,794.50 |
PP |
1,771.75 |
1,771.75 |
1,771.75 |
1,774.50 |
S1 |
1,761.25 |
1,761.25 |
1,776.25 |
1,766.50 |
S2 |
1,743.75 |
1,743.75 |
1,773.50 |
|
S3 |
1,715.75 |
1,733.25 |
1,771.00 |
|
S4 |
1,687.75 |
1,705.25 |
1,763.25 |
|
|
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 |
1,782.25 |
1,736.50 |
45.75 |
2.6% |
22.00 |
1.2% |
92% |
True |
False |
1,719,432 |
10 |
1,782.25 |
1,736.50 |
45.75 |
2.6% |
17.75 |
1.0% |
92% |
True |
False |
1,589,279 |
20 |
1,782.25 |
1,706.25 |
76.00 |
4.3% |
16.25 |
0.9% |
95% |
True |
False |
1,511,792 |
40 |
1,782.25 |
1,640.00 |
142.25 |
8.0% |
17.75 |
1.0% |
98% |
True |
False |
1,660,802 |
60 |
1,782.25 |
1,618.25 |
164.00 |
9.2% |
17.50 |
1.0% |
98% |
True |
False |
1,245,657 |
80 |
1,782.25 |
1,618.25 |
164.00 |
9.2% |
16.50 |
0.9% |
98% |
True |
False |
935,230 |
100 |
1,782.25 |
1,549.75 |
232.50 |
13.1% |
16.50 |
0.9% |
98% |
True |
False |
748,964 |
120 |
1,782.25 |
1,547.25 |
235.00 |
13.2% |
17.75 |
1.0% |
99% |
True |
False |
624,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,901.25 |
2.618 |
1,855.50 |
1.618 |
1,827.50 |
1.000 |
1,810.25 |
0.618 |
1,799.50 |
HIGH |
1,782.25 |
0.618 |
1,771.50 |
0.500 |
1,768.25 |
0.382 |
1,765.00 |
LOW |
1,754.25 |
0.618 |
1,737.00 |
1.000 |
1,726.25 |
1.618 |
1,709.00 |
2.618 |
1,681.00 |
4.250 |
1,635.25 |
|
|
Fisher Pivots for day following 13-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,775.25 |
1,775.25 |
PP |
1,771.75 |
1,771.75 |
S1 |
1,768.25 |
1,768.25 |
|