Trading Metrics calculated at close of trading on 20-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
3,387.75 |
3,375.75 |
-12.00 |
-0.4% |
3,361.50 |
High |
3,400.50 |
3,398.50 |
-2.00 |
-0.1% |
3,421.25 |
Low |
3,370.75 |
3,358.50 |
-12.25 |
-0.4% |
3,338.25 |
Close |
3,375.50 |
3,366.50 |
-9.00 |
-0.3% |
3,416.50 |
Range |
29.75 |
40.00 |
10.25 |
34.5% |
83.00 |
ATR |
37.05 |
37.26 |
0.21 |
0.6% |
0.00 |
Volume |
258,679 |
290,183 |
31,504 |
12.2% |
1,012,766 |
|
Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,494.50 |
3,470.50 |
3,388.50 |
|
R3 |
3,454.50 |
3,430.50 |
3,377.50 |
|
R2 |
3,414.50 |
3,414.50 |
3,373.75 |
|
R1 |
3,390.50 |
3,390.50 |
3,370.25 |
3,382.50 |
PP |
3,374.50 |
3,374.50 |
3,374.50 |
3,370.50 |
S1 |
3,350.50 |
3,350.50 |
3,362.75 |
3,342.50 |
S2 |
3,334.50 |
3,334.50 |
3,359.25 |
|
S3 |
3,294.50 |
3,310.50 |
3,355.50 |
|
S4 |
3,254.50 |
3,270.50 |
3,344.50 |
|
|
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 |
3,358.50 |
67.25 |
2.0% |
32.00 |
1.0% |
12% |
False |
True |
230,915 |
10 |
3,425.75 |
3,310.00 |
115.75 |
3.4% |
39.75 |
1.2% |
49% |
False |
False |
247,896 |
20 |
3,425.75 |
3,310.00 |
115.75 |
3.4% |
35.50 |
1.1% |
49% |
False |
False |
232,728 |
40 |
3,425.75 |
3,110.75 |
315.00 |
9.4% |
40.00 |
1.2% |
81% |
False |
False |
251,286 |
60 |
3,425.75 |
3,050.00 |
375.75 |
11.2% |
37.50 |
1.1% |
84% |
False |
False |
204,815 |
80 |
3,425.75 |
3,049.25 |
376.50 |
11.2% |
35.00 |
1.0% |
84% |
False |
False |
153,673 |
100 |
3,425.75 |
2,899.25 |
526.50 |
15.6% |
31.25 |
0.9% |
89% |
False |
False |
122,952 |
120 |
3,425.75 |
2,813.00 |
612.75 |
18.2% |
29.00 |
0.9% |
90% |
False |
False |
102,461 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,568.50 |
2.618 |
3,503.25 |
1.618 |
3,463.25 |
1.000 |
3,438.50 |
0.618 |
3,423.25 |
HIGH |
3,398.50 |
0.618 |
3,383.25 |
0.500 |
3,378.50 |
0.382 |
3,373.75 |
LOW |
3,358.50 |
0.618 |
3,333.75 |
1.000 |
3,318.50 |
1.618 |
3,293.75 |
2.618 |
3,253.75 |
4.250 |
3,188.50 |
|
|
Fisher Pivots for day following 20-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3,378.50 |
3,392.00 |
PP |
3,374.50 |
3,383.50 |
S1 |
3,370.50 |
3,375.00 |
|