Trading Metrics calculated at close of trading on 19-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,793.50 |
1,789.50 |
-4.00 |
-0.2% |
1,767.00 |
High |
1,799.75 |
1,793.75 |
-6.00 |
-0.3% |
1,796.00 |
Low |
1,784.75 |
1,782.00 |
-2.75 |
-0.2% |
1,754.25 |
Close |
1,788.75 |
1,785.25 |
-3.50 |
-0.2% |
1,793.50 |
Range |
15.00 |
11.75 |
-3.25 |
-21.7% |
41.75 |
ATR |
16.80 |
16.44 |
-0.36 |
-2.1% |
0.00 |
Volume |
1,559,073 |
1,587,851 |
28,778 |
1.8% |
6,874,087 |
|
Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,822.25 |
1,815.50 |
1,791.75 |
|
R3 |
1,810.50 |
1,803.75 |
1,788.50 |
|
R2 |
1,798.75 |
1,798.75 |
1,787.50 |
|
R1 |
1,792.00 |
1,792.00 |
1,786.25 |
1,789.50 |
PP |
1,787.00 |
1,787.00 |
1,787.00 |
1,785.75 |
S1 |
1,780.25 |
1,780.25 |
1,784.25 |
1,777.75 |
S2 |
1,775.25 |
1,775.25 |
1,783.00 |
|
S3 |
1,763.50 |
1,768.50 |
1,782.00 |
|
S4 |
1,751.75 |
1,756.75 |
1,778.75 |
|
|
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% |
15.25 |
0.9% |
68% |
False |
False |
1,528,379 |
10 |
1,799.75 |
1,736.50 |
63.25 |
3.5% |
17.25 |
1.0% |
77% |
False |
False |
1,587,861 |
20 |
1,799.75 |
1,734.50 |
65.25 |
3.7% |
15.50 |
0.9% |
78% |
False |
False |
1,500,228 |
40 |
1,799.75 |
1,640.00 |
159.75 |
8.9% |
17.50 |
1.0% |
91% |
False |
False |
1,639,736 |
60 |
1,799.75 |
1,618.25 |
181.50 |
10.2% |
17.25 |
1.0% |
92% |
False |
False |
1,344,475 |
80 |
1,799.75 |
1,618.25 |
181.50 |
10.2% |
16.50 |
0.9% |
92% |
False |
False |
1,009,540 |
100 |
1,799.75 |
1,586.50 |
213.25 |
11.9% |
16.00 |
0.9% |
93% |
False |
False |
808,316 |
120 |
1,799.75 |
1,547.25 |
252.50 |
14.1% |
17.50 |
1.0% |
94% |
False |
False |
673,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,843.75 |
2.618 |
1,824.50 |
1.618 |
1,812.75 |
1.000 |
1,805.50 |
0.618 |
1,801.00 |
HIGH |
1,793.75 |
0.618 |
1,789.25 |
0.500 |
1,788.00 |
0.382 |
1,786.50 |
LOW |
1,782.00 |
0.618 |
1,774.75 |
1.000 |
1,770.25 |
1.618 |
1,763.00 |
2.618 |
1,751.25 |
4.250 |
1,732.00 |
|
|
Fisher Pivots for day following 19-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,788.00 |
1,791.00 |
PP |
1,787.00 |
1,789.00 |
S1 |
1,786.00 |
1,787.00 |
|