Trading Metrics calculated at close of trading on 22-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,779.50 |
1,793.25 |
13.75 |
0.8% |
1,793.50 |
High |
1,795.50 |
1,803.25 |
7.75 |
0.4% |
1,803.25 |
Low |
1,775.75 |
1,792.00 |
16.25 |
0.9% |
1,774.50 |
Close |
1,793.75 |
1,801.25 |
7.50 |
0.4% |
1,801.25 |
Range |
19.75 |
11.25 |
-8.50 |
-43.0% |
28.75 |
ATR |
16.89 |
16.49 |
-0.40 |
-2.4% |
0.00 |
Volume |
1,390,391 |
1,240,120 |
-150,271 |
-10.8% |
7,843,741 |
|
Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,832.50 |
1,828.25 |
1,807.50 |
|
R3 |
1,821.25 |
1,817.00 |
1,804.25 |
|
R2 |
1,810.00 |
1,810.00 |
1,803.25 |
|
R1 |
1,805.75 |
1,805.75 |
1,802.25 |
1,808.00 |
PP |
1,798.75 |
1,798.75 |
1,798.75 |
1,800.00 |
S1 |
1,794.50 |
1,794.50 |
1,800.25 |
1,796.50 |
S2 |
1,787.50 |
1,787.50 |
1,799.25 |
|
S3 |
1,776.25 |
1,783.25 |
1,798.25 |
|
S4 |
1,765.00 |
1,772.00 |
1,795.00 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,879.25 |
1,869.00 |
1,817.00 |
|
R3 |
1,850.50 |
1,840.25 |
1,809.25 |
|
R2 |
1,821.75 |
1,821.75 |
1,806.50 |
|
R1 |
1,811.50 |
1,811.50 |
1,804.00 |
1,816.50 |
PP |
1,793.00 |
1,793.00 |
1,793.00 |
1,795.50 |
S1 |
1,782.75 |
1,782.75 |
1,798.50 |
1,788.00 |
S2 |
1,764.25 |
1,764.25 |
1,796.00 |
|
S3 |
1,735.50 |
1,754.00 |
1,793.25 |
|
S4 |
1,706.75 |
1,725.25 |
1,785.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,803.25 |
1,774.50 |
28.75 |
1.6% |
15.50 |
0.9% |
93% |
True |
False |
1,568,748 |
10 |
1,803.25 |
1,754.25 |
49.00 |
2.7% |
14.50 |
0.8% |
96% |
True |
False |
1,471,782 |
20 |
1,803.25 |
1,736.50 |
66.75 |
3.7% |
16.00 |
0.9% |
97% |
True |
False |
1,533,751 |
40 |
1,803.25 |
1,640.00 |
163.25 |
9.1% |
17.75 |
1.0% |
99% |
True |
False |
1,643,700 |
60 |
1,803.25 |
1,618.75 |
184.50 |
10.2% |
17.00 |
0.9% |
99% |
True |
False |
1,422,301 |
80 |
1,803.25 |
1,618.25 |
185.00 |
10.3% |
16.50 |
0.9% |
99% |
True |
False |
1,068,144 |
100 |
1,803.25 |
1,602.75 |
200.50 |
11.1% |
16.00 |
0.9% |
99% |
True |
False |
855,169 |
120 |
1,803.25 |
1,547.25 |
256.00 |
14.2% |
17.50 |
1.0% |
99% |
True |
False |
713,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,851.00 |
2.618 |
1,832.75 |
1.618 |
1,821.50 |
1.000 |
1,814.50 |
0.618 |
1,810.25 |
HIGH |
1,803.25 |
0.618 |
1,799.00 |
0.500 |
1,797.50 |
0.382 |
1,796.25 |
LOW |
1,792.00 |
0.618 |
1,785.00 |
1.000 |
1,780.75 |
1.618 |
1,773.75 |
2.618 |
1,762.50 |
4.250 |
1,744.25 |
|
|
Fisher Pivots for day following 22-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,800.00 |
1,797.00 |
PP |
1,798.75 |
1,793.00 |
S1 |
1,797.50 |
1,789.00 |
|