Trading Metrics calculated at close of trading on 19-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
3,416.50 |
3,387.75 |
-28.75 |
-0.8% |
3,361.50 |
High |
3,425.75 |
3,400.50 |
-25.25 |
-0.7% |
3,421.25 |
Low |
3,380.25 |
3,370.75 |
-9.50 |
-0.3% |
3,338.25 |
Close |
3,384.00 |
3,375.50 |
-8.50 |
-0.3% |
3,416.50 |
Range |
45.50 |
29.75 |
-15.75 |
-34.6% |
83.00 |
ATR |
37.61 |
37.05 |
-0.56 |
-1.5% |
0.00 |
Volume |
223,476 |
258,679 |
35,203 |
15.8% |
1,012,766 |
|
Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,471.50 |
3,453.25 |
3,391.75 |
|
R3 |
3,441.75 |
3,423.50 |
3,383.75 |
|
R2 |
3,412.00 |
3,412.00 |
3,381.00 |
|
R1 |
3,393.75 |
3,393.75 |
3,378.25 |
3,388.00 |
PP |
3,382.25 |
3,382.25 |
3,382.25 |
3,379.50 |
S1 |
3,364.00 |
3,364.00 |
3,372.75 |
3,358.25 |
S2 |
3,352.50 |
3,352.50 |
3,370.00 |
|
S3 |
3,322.75 |
3,334.25 |
3,367.25 |
|
S4 |
3,293.00 |
3,304.50 |
3,359.25 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,641.00 |
3,611.75 |
3,462.25 |
|
R3 |
3,558.00 |
3,528.75 |
3,439.25 |
|
R2 |
3,475.00 |
3,475.00 |
3,431.75 |
|
R1 |
3,445.75 |
3,445.75 |
3,424.00 |
3,460.50 |
PP |
3,392.00 |
3,392.00 |
3,392.00 |
3,399.25 |
S1 |
3,362.75 |
3,362.75 |
3,409.00 |
3,377.50 |
S2 |
3,309.00 |
3,309.00 |
3,401.25 |
|
S3 |
3,226.00 |
3,279.75 |
3,393.75 |
|
S4 |
3,143.00 |
3,196.75 |
3,370.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,425.75 |
3,338.25 |
87.50 |
2.6% |
37.75 |
1.1% |
43% |
False |
False |
226,756 |
10 |
3,425.75 |
3,310.00 |
115.75 |
3.4% |
38.50 |
1.1% |
57% |
False |
False |
240,685 |
20 |
3,425.75 |
3,310.00 |
115.75 |
3.4% |
35.25 |
1.0% |
57% |
False |
False |
230,437 |
40 |
3,425.75 |
3,110.75 |
315.00 |
9.3% |
39.50 |
1.2% |
84% |
False |
False |
250,286 |
60 |
3,425.75 |
3,050.00 |
375.75 |
11.1% |
38.00 |
1.1% |
87% |
False |
False |
199,987 |
80 |
3,425.75 |
3,049.25 |
376.50 |
11.2% |
34.75 |
1.0% |
87% |
False |
False |
150,048 |
100 |
3,425.75 |
2,887.00 |
538.75 |
16.0% |
31.25 |
0.9% |
91% |
False |
False |
120,051 |
120 |
3,425.75 |
2,813.00 |
612.75 |
18.2% |
28.75 |
0.9% |
92% |
False |
False |
100,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,527.00 |
2.618 |
3,478.50 |
1.618 |
3,448.75 |
1.000 |
3,430.25 |
0.618 |
3,419.00 |
HIGH |
3,400.50 |
0.618 |
3,389.25 |
0.500 |
3,385.50 |
0.382 |
3,382.00 |
LOW |
3,370.75 |
0.618 |
3,352.25 |
1.000 |
3,341.00 |
1.618 |
3,322.50 |
2.618 |
3,292.75 |
4.250 |
3,244.25 |
|
|
Fisher Pivots for day following 19-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3,385.50 |
3,398.25 |
PP |
3,382.25 |
3,390.75 |
S1 |
3,379.00 |
3,383.00 |
|