Trading Metrics calculated at close of trading on 14-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,764.75 |
1,779.75 |
15.00 |
0.8% |
1,754.00 |
High |
1,782.25 |
1,789.00 |
6.75 |
0.4% |
1,774.50 |
Low |
1,754.25 |
1,777.25 |
23.00 |
1.3% |
1,736.50 |
Close |
1,778.75 |
1,787.75 |
9.00 |
0.5% |
1,766.00 |
Range |
28.00 |
11.75 |
-16.25 |
-58.0% |
38.00 |
ATR |
17.95 |
17.51 |
-0.44 |
-2.5% |
0.00 |
Volume |
1,682,642 |
1,584,763 |
-97,879 |
-5.8% |
8,342,933 |
|
Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,820.00 |
1,815.50 |
1,794.25 |
|
R3 |
1,808.25 |
1,803.75 |
1,791.00 |
|
R2 |
1,796.50 |
1,796.50 |
1,790.00 |
|
R1 |
1,792.00 |
1,792.00 |
1,788.75 |
1,794.25 |
PP |
1,784.75 |
1,784.75 |
1,784.75 |
1,785.75 |
S1 |
1,780.25 |
1,780.25 |
1,786.75 |
1,782.50 |
S2 |
1,773.00 |
1,773.00 |
1,785.50 |
|
S3 |
1,761.25 |
1,768.50 |
1,784.50 |
|
S4 |
1,749.50 |
1,756.75 |
1,781.25 |
|
|
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 |
1,789.00 |
1,736.50 |
52.50 |
2.9% |
18.00 |
1.0% |
98% |
True |
False |
1,543,644 |
10 |
1,789.00 |
1,736.50 |
52.50 |
2.9% |
17.50 |
1.0% |
98% |
True |
False |
1,559,183 |
20 |
1,789.00 |
1,727.00 |
62.00 |
3.5% |
15.75 |
0.9% |
98% |
True |
False |
1,507,570 |
40 |
1,789.00 |
1,640.00 |
149.00 |
8.3% |
17.75 |
1.0% |
99% |
True |
False |
1,653,907 |
60 |
1,789.00 |
1,618.25 |
170.75 |
9.6% |
17.50 |
1.0% |
99% |
True |
False |
1,271,937 |
80 |
1,789.00 |
1,618.25 |
170.75 |
9.6% |
16.50 |
0.9% |
99% |
True |
False |
954,992 |
100 |
1,789.00 |
1,567.25 |
221.75 |
12.4% |
16.50 |
0.9% |
99% |
True |
False |
764,747 |
120 |
1,789.00 |
1,547.25 |
241.75 |
13.5% |
17.75 |
1.0% |
99% |
True |
False |
637,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,839.00 |
2.618 |
1,819.75 |
1.618 |
1,808.00 |
1.000 |
1,800.75 |
0.618 |
1,796.25 |
HIGH |
1,789.00 |
0.618 |
1,784.50 |
0.500 |
1,783.00 |
0.382 |
1,781.75 |
LOW |
1,777.25 |
0.618 |
1,770.00 |
1.000 |
1,765.50 |
1.618 |
1,758.25 |
2.618 |
1,746.50 |
4.250 |
1,727.25 |
|
|
Fisher Pivots for day following 14-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,786.25 |
1,782.50 |
PP |
1,784.75 |
1,777.00 |
S1 |
1,783.00 |
1,771.50 |
|