Trading Metrics calculated at close of trading on 21-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
3,375.75 |
3,367.75 |
-8.00 |
-0.2% |
3,361.50 |
High |
3,398.50 |
3,406.00 |
7.50 |
0.2% |
3,421.25 |
Low |
3,358.50 |
3,360.25 |
1.75 |
0.1% |
3,338.25 |
Close |
3,366.50 |
3,400.50 |
34.00 |
1.0% |
3,416.50 |
Range |
40.00 |
45.75 |
5.75 |
14.4% |
83.00 |
ATR |
37.26 |
37.86 |
0.61 |
1.6% |
0.00 |
Volume |
290,183 |
204,624 |
-85,559 |
-29.5% |
1,012,766 |
|
Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,526.25 |
3,509.00 |
3,425.75 |
|
R3 |
3,480.50 |
3,463.25 |
3,413.00 |
|
R2 |
3,434.75 |
3,434.75 |
3,409.00 |
|
R1 |
3,417.50 |
3,417.50 |
3,404.75 |
3,426.00 |
PP |
3,389.00 |
3,389.00 |
3,389.00 |
3,393.25 |
S1 |
3,371.75 |
3,371.75 |
3,396.25 |
3,380.50 |
S2 |
3,343.25 |
3,343.25 |
3,392.00 |
|
S3 |
3,297.50 |
3,326.00 |
3,388.00 |
|
S4 |
3,251.75 |
3,280.25 |
3,375.25 |
|
|
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 |
3,358.50 |
67.25 |
2.0% |
35.50 |
1.0% |
62% |
False |
False |
226,691 |
10 |
3,425.75 |
3,310.00 |
115.75 |
3.4% |
37.00 |
1.1% |
78% |
False |
False |
227,910 |
20 |
3,425.75 |
3,310.00 |
115.75 |
3.4% |
35.75 |
1.0% |
78% |
False |
False |
233,386 |
40 |
3,425.75 |
3,110.75 |
315.00 |
9.3% |
40.25 |
1.2% |
92% |
False |
False |
251,181 |
60 |
3,425.75 |
3,060.00 |
365.75 |
10.8% |
37.75 |
1.1% |
93% |
False |
False |
208,214 |
80 |
3,425.75 |
3,049.25 |
376.50 |
11.1% |
35.50 |
1.0% |
93% |
False |
False |
156,231 |
100 |
3,425.75 |
2,899.25 |
526.50 |
15.5% |
31.50 |
0.9% |
95% |
False |
False |
124,998 |
120 |
3,425.75 |
2,813.00 |
612.75 |
18.0% |
29.50 |
0.9% |
96% |
False |
False |
104,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,600.50 |
2.618 |
3,525.75 |
1.618 |
3,480.00 |
1.000 |
3,451.75 |
0.618 |
3,434.25 |
HIGH |
3,406.00 |
0.618 |
3,388.50 |
0.500 |
3,383.00 |
0.382 |
3,377.75 |
LOW |
3,360.25 |
0.618 |
3,332.00 |
1.000 |
3,314.50 |
1.618 |
3,286.25 |
2.618 |
3,240.50 |
4.250 |
3,165.75 |
|
|
Fisher Pivots for day following 21-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3,394.75 |
3,394.50 |
PP |
3,389.00 |
3,388.25 |
S1 |
3,383.00 |
3,382.25 |
|