Trading Metrics calculated at close of trading on 22-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
3,367.75 |
3,400.75 |
33.00 |
1.0% |
3,416.50 |
High |
3,406.00 |
3,422.50 |
16.50 |
0.5% |
3,425.75 |
Low |
3,360.25 |
3,400.00 |
39.75 |
1.2% |
3,358.50 |
Close |
3,400.50 |
3,420.00 |
19.50 |
0.6% |
3,420.00 |
Range |
45.75 |
22.50 |
-23.25 |
-50.8% |
67.25 |
ATR |
37.86 |
36.77 |
-1.10 |
-2.9% |
0.00 |
Volume |
204,624 |
163,835 |
-40,789 |
-19.9% |
1,140,797 |
|
Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,481.75 |
3,473.25 |
3,432.50 |
|
R3 |
3,459.25 |
3,450.75 |
3,426.25 |
|
R2 |
3,436.75 |
3,436.75 |
3,424.00 |
|
R1 |
3,428.25 |
3,428.25 |
3,422.00 |
3,432.50 |
PP |
3,414.25 |
3,414.25 |
3,414.25 |
3,416.25 |
S1 |
3,405.75 |
3,405.75 |
3,418.00 |
3,410.00 |
S2 |
3,391.75 |
3,391.75 |
3,416.00 |
|
S3 |
3,369.25 |
3,383.25 |
3,413.75 |
|
S4 |
3,346.75 |
3,360.75 |
3,407.50 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,603.25 |
3,578.75 |
3,457.00 |
|
R3 |
3,536.00 |
3,511.50 |
3,438.50 |
|
R2 |
3,468.75 |
3,468.75 |
3,432.25 |
|
R1 |
3,444.25 |
3,444.25 |
3,426.25 |
3,456.50 |
PP |
3,401.50 |
3,401.50 |
3,401.50 |
3,407.50 |
S1 |
3,377.00 |
3,377.00 |
3,413.75 |
3,389.25 |
S2 |
3,334.25 |
3,334.25 |
3,407.75 |
|
S3 |
3,267.00 |
3,309.75 |
3,401.50 |
|
S4 |
3,199.75 |
3,242.50 |
3,383.00 |
|
|
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% |
36.75 |
1.1% |
91% |
False |
False |
228,159 |
10 |
3,425.75 |
3,338.25 |
87.50 |
2.6% |
34.00 |
1.0% |
93% |
False |
False |
215,356 |
20 |
3,425.75 |
3,310.00 |
115.75 |
3.4% |
35.25 |
1.0% |
95% |
False |
False |
230,427 |
40 |
3,425.75 |
3,110.75 |
315.00 |
9.2% |
40.00 |
1.2% |
98% |
False |
False |
250,450 |
60 |
3,425.75 |
3,060.00 |
365.75 |
10.7% |
37.50 |
1.1% |
98% |
False |
False |
210,934 |
80 |
3,425.75 |
3,049.25 |
376.50 |
11.0% |
35.50 |
1.0% |
98% |
False |
False |
158,276 |
100 |
3,425.75 |
2,929.50 |
496.25 |
14.5% |
31.25 |
0.9% |
99% |
False |
False |
126,637 |
120 |
3,425.75 |
2,813.00 |
612.75 |
17.9% |
29.50 |
0.9% |
99% |
False |
False |
105,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,518.00 |
2.618 |
3,481.50 |
1.618 |
3,459.00 |
1.000 |
3,445.00 |
0.618 |
3,436.50 |
HIGH |
3,422.50 |
0.618 |
3,414.00 |
0.500 |
3,411.25 |
0.382 |
3,408.50 |
LOW |
3,400.00 |
0.618 |
3,386.00 |
1.000 |
3,377.50 |
1.618 |
3,363.50 |
2.618 |
3,341.00 |
4.250 |
3,304.50 |
|
|
Fisher Pivots for day following 22-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3,417.00 |
3,410.25 |
PP |
3,414.25 |
3,400.25 |
S1 |
3,411.25 |
3,390.50 |
|