Trading Metrics calculated at close of trading on 13-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
3,354.75 |
3,363.50 |
8.75 |
0.3% |
3,368.00 |
High |
3,366.75 |
3,406.75 |
40.00 |
1.2% |
3,398.00 |
Low |
3,343.75 |
3,338.25 |
-5.50 |
-0.2% |
3,310.00 |
Close |
3,364.50 |
3,402.00 |
37.50 |
1.1% |
3,360.50 |
Range |
23.00 |
68.50 |
45.50 |
197.8% |
88.00 |
ATR |
37.11 |
39.36 |
2.24 |
6.0% |
0.00 |
Volume |
196,199 |
269,387 |
73,188 |
37.3% |
1,279,020 |
|
Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,587.75 |
3,563.50 |
3,439.75 |
|
R3 |
3,519.25 |
3,495.00 |
3,420.75 |
|
R2 |
3,450.75 |
3,450.75 |
3,414.50 |
|
R1 |
3,426.50 |
3,426.50 |
3,408.25 |
3,438.50 |
PP |
3,382.25 |
3,382.25 |
3,382.25 |
3,388.50 |
S1 |
3,358.00 |
3,358.00 |
3,395.75 |
3,370.00 |
S2 |
3,313.75 |
3,313.75 |
3,389.50 |
|
S3 |
3,245.25 |
3,289.50 |
3,383.25 |
|
S4 |
3,176.75 |
3,221.00 |
3,364.25 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,620.25 |
3,578.25 |
3,409.00 |
|
R3 |
3,532.25 |
3,490.25 |
3,384.75 |
|
R2 |
3,444.25 |
3,444.25 |
3,376.75 |
|
R1 |
3,402.25 |
3,402.25 |
3,368.50 |
3,379.25 |
PP |
3,356.25 |
3,356.25 |
3,356.25 |
3,344.50 |
S1 |
3,314.25 |
3,314.25 |
3,352.50 |
3,291.25 |
S2 |
3,268.25 |
3,268.25 |
3,344.25 |
|
S3 |
3,180.25 |
3,226.25 |
3,336.25 |
|
S4 |
3,092.25 |
3,138.25 |
3,312.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,406.75 |
3,310.00 |
96.75 |
2.8% |
47.50 |
1.4% |
95% |
True |
False |
264,876 |
10 |
3,406.75 |
3,310.00 |
96.75 |
2.8% |
38.50 |
1.1% |
95% |
True |
False |
239,236 |
20 |
3,406.75 |
3,255.25 |
151.50 |
4.5% |
37.00 |
1.1% |
97% |
True |
False |
234,800 |
40 |
3,406.75 |
3,110.75 |
296.00 |
8.7% |
39.00 |
1.2% |
98% |
True |
False |
249,595 |
60 |
3,406.75 |
3,049.25 |
357.50 |
10.5% |
38.25 |
1.1% |
99% |
True |
False |
185,609 |
80 |
3,406.75 |
3,025.75 |
381.00 |
11.2% |
34.00 |
1.0% |
99% |
True |
False |
139,253 |
100 |
3,406.75 |
2,825.00 |
581.75 |
17.1% |
30.75 |
0.9% |
99% |
True |
False |
111,407 |
120 |
3,406.75 |
2,813.00 |
593.75 |
17.5% |
27.75 |
0.8% |
99% |
True |
False |
92,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,698.00 |
2.618 |
3,586.00 |
1.618 |
3,517.50 |
1.000 |
3,475.25 |
0.618 |
3,449.00 |
HIGH |
3,406.75 |
0.618 |
3,380.50 |
0.500 |
3,372.50 |
0.382 |
3,364.50 |
LOW |
3,338.25 |
0.618 |
3,296.00 |
1.000 |
3,269.75 |
1.618 |
3,227.50 |
2.618 |
3,159.00 |
4.250 |
3,047.00 |
|
|
Fisher Pivots for day following 13-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3,392.25 |
3,392.25 |
PP |
3,382.25 |
3,382.25 |
S1 |
3,372.50 |
3,372.50 |
|