Trading Metrics calculated at close of trading on 18-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,787.75 |
1,793.50 |
5.75 |
0.3% |
1,767.00 |
High |
1,796.00 |
1,799.75 |
3.75 |
0.2% |
1,796.00 |
Low |
1,786.50 |
1,784.75 |
-1.75 |
-0.1% |
1,754.25 |
Close |
1,793.50 |
1,788.75 |
-4.75 |
-0.3% |
1,793.50 |
Range |
9.50 |
15.00 |
5.50 |
57.9% |
41.75 |
ATR |
16.94 |
16.80 |
-0.14 |
-0.8% |
0.00 |
Volume |
1,227,567 |
1,559,073 |
331,506 |
27.0% |
6,874,087 |
|
Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,836.00 |
1,827.50 |
1,797.00 |
|
R3 |
1,821.00 |
1,812.50 |
1,793.00 |
|
R2 |
1,806.00 |
1,806.00 |
1,791.50 |
|
R1 |
1,797.50 |
1,797.50 |
1,790.00 |
1,794.25 |
PP |
1,791.00 |
1,791.00 |
1,791.00 |
1,789.50 |
S1 |
1,782.50 |
1,782.50 |
1,787.50 |
1,779.25 |
S2 |
1,776.00 |
1,776.00 |
1,786.00 |
|
S3 |
1,761.00 |
1,767.50 |
1,784.50 |
|
S4 |
1,746.00 |
1,752.50 |
1,780.50 |
|
|
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 |
1,799.75 |
1,754.25 |
45.50 |
2.5% |
15.00 |
0.8% |
76% |
True |
False |
1,494,630 |
10 |
1,799.75 |
1,736.50 |
63.25 |
3.5% |
17.50 |
1.0% |
83% |
True |
False |
1,577,012 |
20 |
1,799.75 |
1,734.50 |
65.25 |
3.6% |
16.00 |
0.9% |
83% |
True |
False |
1,513,079 |
40 |
1,799.75 |
1,640.00 |
159.75 |
8.9% |
17.50 |
1.0% |
93% |
True |
False |
1,637,586 |
60 |
1,799.75 |
1,618.25 |
181.50 |
10.1% |
17.25 |
1.0% |
94% |
True |
False |
1,318,094 |
80 |
1,799.75 |
1,618.25 |
181.50 |
10.1% |
16.50 |
0.9% |
94% |
True |
False |
989,730 |
100 |
1,799.75 |
1,586.50 |
213.25 |
11.9% |
16.25 |
0.9% |
95% |
True |
False |
792,506 |
120 |
1,799.75 |
1,547.25 |
252.50 |
14.1% |
17.75 |
1.0% |
96% |
True |
False |
660,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,863.50 |
2.618 |
1,839.00 |
1.618 |
1,824.00 |
1.000 |
1,814.75 |
0.618 |
1,809.00 |
HIGH |
1,799.75 |
0.618 |
1,794.00 |
0.500 |
1,792.25 |
0.382 |
1,790.50 |
LOW |
1,784.75 |
0.618 |
1,775.50 |
1.000 |
1,769.75 |
1.618 |
1,760.50 |
2.618 |
1,745.50 |
4.250 |
1,721.00 |
|
|
Fisher Pivots for day following 18-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,792.25 |
1,788.75 |
PP |
1,791.00 |
1,788.50 |
S1 |
1,790.00 |
1,788.50 |
|