Trading Metrics calculated at close of trading on 21-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,785.50 |
1,779.50 |
-6.00 |
-0.3% |
1,767.00 |
High |
1,794.25 |
1,795.50 |
1.25 |
0.1% |
1,796.00 |
Low |
1,774.50 |
1,775.75 |
1.25 |
0.1% |
1,754.25 |
Close |
1,779.75 |
1,793.75 |
14.00 |
0.8% |
1,793.50 |
Range |
19.75 |
19.75 |
0.00 |
0.0% |
41.75 |
ATR |
16.67 |
16.89 |
0.22 |
1.3% |
0.00 |
Volume |
2,066,306 |
1,390,391 |
-675,915 |
-32.7% |
6,874,087 |
|
Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,847.50 |
1,840.50 |
1,804.50 |
|
R3 |
1,827.75 |
1,820.75 |
1,799.25 |
|
R2 |
1,808.00 |
1,808.00 |
1,797.25 |
|
R1 |
1,801.00 |
1,801.00 |
1,795.50 |
1,804.50 |
PP |
1,788.25 |
1,788.25 |
1,788.25 |
1,790.00 |
S1 |
1,781.25 |
1,781.25 |
1,792.00 |
1,784.75 |
S2 |
1,768.50 |
1,768.50 |
1,790.25 |
|
S3 |
1,748.75 |
1,761.50 |
1,788.25 |
|
S4 |
1,729.00 |
1,741.75 |
1,783.00 |
|
|
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% |
15.25 |
0.8% |
76% |
False |
False |
1,566,237 |
10 |
1,799.75 |
1,736.50 |
63.25 |
3.5% |
16.50 |
0.9% |
91% |
False |
False |
1,554,941 |
20 |
1,799.75 |
1,736.50 |
63.25 |
3.5% |
16.25 |
0.9% |
91% |
False |
False |
1,534,418 |
40 |
1,799.75 |
1,640.00 |
159.75 |
8.9% |
17.75 |
1.0% |
96% |
False |
False |
1,648,503 |
60 |
1,799.75 |
1,618.75 |
181.00 |
10.1% |
17.25 |
1.0% |
97% |
False |
False |
1,401,751 |
80 |
1,799.75 |
1,618.25 |
181.50 |
10.1% |
16.75 |
0.9% |
97% |
False |
False |
1,052,677 |
100 |
1,799.75 |
1,588.25 |
211.50 |
11.8% |
16.00 |
0.9% |
97% |
False |
False |
842,819 |
120 |
1,799.75 |
1,547.25 |
252.50 |
14.1% |
17.50 |
1.0% |
98% |
False |
False |
702,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,879.50 |
2.618 |
1,847.25 |
1.618 |
1,827.50 |
1.000 |
1,815.25 |
0.618 |
1,807.75 |
HIGH |
1,795.50 |
0.618 |
1,788.00 |
0.500 |
1,785.50 |
0.382 |
1,783.25 |
LOW |
1,775.75 |
0.618 |
1,763.50 |
1.000 |
1,756.00 |
1.618 |
1,743.75 |
2.618 |
1,724.00 |
4.250 |
1,691.75 |
|
|
Fisher Pivots for day following 21-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,791.00 |
1,790.75 |
PP |
1,788.25 |
1,788.00 |
S1 |
1,785.50 |
1,785.00 |
|