Trading Metrics calculated at close of trading on 14-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
3,363.50 |
3,392.50 |
29.00 |
0.9% |
3,368.00 |
High |
3,406.75 |
3,415.75 |
9.00 |
0.3% |
3,398.00 |
Low |
3,338.25 |
3,386.75 |
48.50 |
1.5% |
3,310.00 |
Close |
3,402.00 |
3,410.50 |
8.50 |
0.2% |
3,360.50 |
Range |
68.50 |
29.00 |
-39.50 |
-57.7% |
88.00 |
ATR |
39.36 |
38.62 |
-0.74 |
-1.9% |
0.00 |
Volume |
269,387 |
225,748 |
-43,639 |
-16.2% |
1,279,020 |
|
Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,491.25 |
3,480.00 |
3,426.50 |
|
R3 |
3,462.25 |
3,451.00 |
3,418.50 |
|
R2 |
3,433.25 |
3,433.25 |
3,415.75 |
|
R1 |
3,422.00 |
3,422.00 |
3,413.25 |
3,427.50 |
PP |
3,404.25 |
3,404.25 |
3,404.25 |
3,407.25 |
S1 |
3,393.00 |
3,393.00 |
3,407.75 |
3,398.50 |
S2 |
3,375.25 |
3,375.25 |
3,405.25 |
|
S3 |
3,346.25 |
3,364.00 |
3,402.50 |
|
S4 |
3,317.25 |
3,335.00 |
3,394.50 |
|
|
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 |
3,415.75 |
3,310.00 |
105.75 |
3.1% |
38.75 |
1.1% |
95% |
True |
False |
229,129 |
10 |
3,415.75 |
3,310.00 |
105.75 |
3.1% |
38.00 |
1.1% |
95% |
True |
False |
236,560 |
20 |
3,415.75 |
3,306.75 |
109.00 |
3.2% |
35.75 |
1.0% |
95% |
True |
False |
235,601 |
40 |
3,415.75 |
3,110.75 |
305.00 |
8.9% |
39.50 |
1.2% |
98% |
True |
False |
249,928 |
60 |
3,415.75 |
3,049.25 |
366.50 |
10.7% |
38.25 |
1.1% |
99% |
True |
False |
189,369 |
80 |
3,415.75 |
3,025.75 |
390.00 |
11.4% |
34.25 |
1.0% |
99% |
True |
False |
142,074 |
100 |
3,415.75 |
2,873.00 |
542.75 |
15.9% |
30.75 |
0.9% |
99% |
True |
False |
113,664 |
120 |
3,415.75 |
2,813.00 |
602.75 |
17.7% |
28.00 |
0.8% |
99% |
True |
False |
94,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,539.00 |
2.618 |
3,491.75 |
1.618 |
3,462.75 |
1.000 |
3,444.75 |
0.618 |
3,433.75 |
HIGH |
3,415.75 |
0.618 |
3,404.75 |
0.500 |
3,401.25 |
0.382 |
3,397.75 |
LOW |
3,386.75 |
0.618 |
3,368.75 |
1.000 |
3,357.75 |
1.618 |
3,339.75 |
2.618 |
3,310.75 |
4.250 |
3,263.50 |
|
|
Fisher Pivots for day following 14-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3,407.50 |
3,399.25 |
PP |
3,404.25 |
3,388.25 |
S1 |
3,401.25 |
3,377.00 |
|