Trading Metrics calculated at close of trading on 15-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,779.75 |
1,787.75 |
8.00 |
0.4% |
1,767.00 |
High |
1,789.00 |
1,796.00 |
7.00 |
0.4% |
1,796.00 |
Low |
1,777.25 |
1,786.50 |
9.25 |
0.5% |
1,754.25 |
Close |
1,787.75 |
1,793.50 |
5.75 |
0.3% |
1,793.50 |
Range |
11.75 |
9.50 |
-2.25 |
-19.1% |
41.75 |
ATR |
17.51 |
16.94 |
-0.57 |
-3.3% |
0.00 |
Volume |
1,584,763 |
1,227,567 |
-357,196 |
-22.5% |
6,874,087 |
|
Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,820.50 |
1,816.50 |
1,798.75 |
|
R3 |
1,811.00 |
1,807.00 |
1,796.00 |
|
R2 |
1,801.50 |
1,801.50 |
1,795.25 |
|
R1 |
1,797.50 |
1,797.50 |
1,794.25 |
1,799.50 |
PP |
1,792.00 |
1,792.00 |
1,792.00 |
1,793.00 |
S1 |
1,788.00 |
1,788.00 |
1,792.75 |
1,790.00 |
S2 |
1,782.50 |
1,782.50 |
1,791.75 |
|
S3 |
1,773.00 |
1,778.50 |
1,791.00 |
|
S4 |
1,763.50 |
1,769.00 |
1,788.25 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,906.50 |
1,891.75 |
1,816.50 |
|
R3 |
1,864.75 |
1,850.00 |
1,805.00 |
|
R2 |
1,823.00 |
1,823.00 |
1,801.25 |
|
R1 |
1,808.25 |
1,808.25 |
1,797.25 |
1,815.50 |
PP |
1,781.25 |
1,781.25 |
1,781.25 |
1,785.00 |
S1 |
1,766.50 |
1,766.50 |
1,789.75 |
1,774.00 |
S2 |
1,739.50 |
1,739.50 |
1,785.75 |
|
S3 |
1,697.75 |
1,724.75 |
1,782.00 |
|
S4 |
1,656.00 |
1,683.00 |
1,770.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,796.00 |
1,754.25 |
41.75 |
2.3% |
13.50 |
0.8% |
94% |
True |
False |
1,374,817 |
10 |
1,796.00 |
1,736.50 |
59.50 |
3.3% |
17.00 |
0.9% |
96% |
True |
False |
1,521,702 |
20 |
1,796.00 |
1,734.50 |
61.50 |
3.4% |
15.50 |
0.9% |
96% |
True |
False |
1,492,071 |
40 |
1,796.00 |
1,640.00 |
156.00 |
8.7% |
17.50 |
1.0% |
98% |
True |
False |
1,640,408 |
60 |
1,796.00 |
1,618.25 |
177.75 |
9.9% |
17.25 |
1.0% |
99% |
True |
False |
1,292,254 |
80 |
1,796.00 |
1,618.25 |
177.75 |
9.9% |
16.50 |
0.9% |
99% |
True |
False |
970,315 |
100 |
1,796.00 |
1,586.50 |
209.50 |
11.7% |
16.25 |
0.9% |
99% |
True |
False |
776,948 |
120 |
1,796.00 |
1,547.25 |
248.75 |
13.9% |
17.75 |
1.0% |
99% |
True |
False |
647,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,836.50 |
2.618 |
1,820.75 |
1.618 |
1,811.25 |
1.000 |
1,805.50 |
0.618 |
1,801.75 |
HIGH |
1,796.00 |
0.618 |
1,792.25 |
0.500 |
1,791.25 |
0.382 |
1,790.25 |
LOW |
1,786.50 |
0.618 |
1,780.75 |
1.000 |
1,777.00 |
1.618 |
1,771.25 |
2.618 |
1,761.75 |
4.250 |
1,746.00 |
|
|
Fisher Pivots for day following 15-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,792.75 |
1,787.50 |
PP |
1,792.00 |
1,781.25 |
S1 |
1,791.25 |
1,775.00 |
|