Trading Metrics calculated at close of trading on 20-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,789.50 |
1,785.50 |
-4.00 |
-0.2% |
1,767.00 |
High |
1,793.75 |
1,794.25 |
0.50 |
0.0% |
1,796.00 |
Low |
1,782.00 |
1,774.50 |
-7.50 |
-0.4% |
1,754.25 |
Close |
1,785.25 |
1,779.75 |
-5.50 |
-0.3% |
1,793.50 |
Range |
11.75 |
19.75 |
8.00 |
68.1% |
41.75 |
ATR |
16.44 |
16.67 |
0.24 |
1.4% |
0.00 |
Volume |
1,587,851 |
2,066,306 |
478,455 |
30.1% |
6,874,087 |
|
Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,842.00 |
1,830.75 |
1,790.50 |
|
R3 |
1,822.25 |
1,811.00 |
1,785.25 |
|
R2 |
1,802.50 |
1,802.50 |
1,783.25 |
|
R1 |
1,791.25 |
1,791.25 |
1,781.50 |
1,787.00 |
PP |
1,782.75 |
1,782.75 |
1,782.75 |
1,780.75 |
S1 |
1,771.50 |
1,771.50 |
1,778.00 |
1,767.25 |
S2 |
1,763.00 |
1,763.00 |
1,776.25 |
|
S3 |
1,743.25 |
1,751.75 |
1,774.25 |
|
S4 |
1,723.50 |
1,732.00 |
1,769.00 |
|
|
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 |
1,774.50 |
25.25 |
1.4% |
13.50 |
0.8% |
21% |
False |
True |
1,605,112 |
10 |
1,799.75 |
1,736.50 |
63.25 |
3.6% |
17.75 |
1.0% |
68% |
False |
False |
1,662,272 |
20 |
1,799.75 |
1,736.50 |
63.25 |
3.6% |
15.75 |
0.9% |
68% |
False |
False |
1,527,542 |
40 |
1,799.75 |
1,640.00 |
159.75 |
9.0% |
17.75 |
1.0% |
87% |
False |
False |
1,650,412 |
60 |
1,799.75 |
1,618.25 |
181.50 |
10.2% |
17.00 |
1.0% |
89% |
False |
False |
1,378,819 |
80 |
1,799.75 |
1,618.25 |
181.50 |
10.2% |
16.50 |
0.9% |
89% |
False |
False |
1,035,330 |
100 |
1,799.75 |
1,588.25 |
211.50 |
11.9% |
16.00 |
0.9% |
91% |
False |
False |
828,943 |
120 |
1,799.75 |
1,547.25 |
252.50 |
14.2% |
17.50 |
1.0% |
92% |
False |
False |
691,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,878.25 |
2.618 |
1,846.00 |
1.618 |
1,826.25 |
1.000 |
1,814.00 |
0.618 |
1,806.50 |
HIGH |
1,794.25 |
0.618 |
1,786.75 |
0.500 |
1,784.50 |
0.382 |
1,782.00 |
LOW |
1,774.50 |
0.618 |
1,762.25 |
1.000 |
1,754.75 |
1.618 |
1,742.50 |
2.618 |
1,722.75 |
4.250 |
1,690.50 |
|
|
Fisher Pivots for day following 20-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,784.50 |
1,787.00 |
PP |
1,782.75 |
1,784.75 |
S1 |
1,781.25 |
1,782.25 |
|