Trading Metrics calculated at close of trading on 11-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,309.3 |
1,289.1 |
-20.2 |
-1.5% |
1,315.5 |
High |
1,314.1 |
1,289.9 |
-24.2 |
-1.8% |
1,326.8 |
Low |
1,281.7 |
1,279.5 |
-2.2 |
-0.2% |
1,281.7 |
Close |
1,285.7 |
1,282.2 |
-3.5 |
-0.3% |
1,285.7 |
Range |
32.4 |
10.4 |
-22.0 |
-67.9% |
45.1 |
ATR |
23.4 |
22.5 |
-0.9 |
-4.0% |
0.0 |
Volume |
16,837 |
19,181 |
2,344 |
13.9% |
65,379 |
|
Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,315.1 |
1,309.0 |
1,287.9 |
|
R3 |
1,304.7 |
1,298.6 |
1,285.1 |
|
R2 |
1,294.3 |
1,294.3 |
1,284.1 |
|
R1 |
1,288.2 |
1,288.2 |
1,283.2 |
1,286.1 |
PP |
1,283.9 |
1,283.9 |
1,283.9 |
1,282.8 |
S1 |
1,277.8 |
1,277.8 |
1,281.2 |
1,275.7 |
S2 |
1,273.5 |
1,273.5 |
1,280.3 |
|
S3 |
1,263.1 |
1,267.4 |
1,279.3 |
|
S4 |
1,252.7 |
1,257.0 |
1,276.5 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,433.4 |
1,404.6 |
1,310.5 |
|
R3 |
1,388.3 |
1,359.5 |
1,298.1 |
|
R2 |
1,343.2 |
1,343.2 |
1,294.0 |
|
R1 |
1,314.4 |
1,314.4 |
1,289.8 |
1,306.3 |
PP |
1,298.1 |
1,298.1 |
1,298.1 |
1,294.0 |
S1 |
1,269.3 |
1,269.3 |
1,281.6 |
1,261.2 |
S2 |
1,253.0 |
1,253.0 |
1,277.4 |
|
S3 |
1,207.9 |
1,224.2 |
1,273.3 |
|
S4 |
1,162.8 |
1,179.1 |
1,260.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,326.8 |
1,279.5 |
47.3 |
3.7% |
19.8 |
1.5% |
6% |
False |
True |
16,073 |
10 |
1,360.9 |
1,279.5 |
81.4 |
6.3% |
19.7 |
1.5% |
3% |
False |
True |
11,775 |
20 |
1,362.3 |
1,254.0 |
108.3 |
8.4% |
21.2 |
1.7% |
26% |
False |
False |
8,440 |
40 |
1,375.8 |
1,254.0 |
121.8 |
9.5% |
24.8 |
1.9% |
23% |
False |
False |
5,404 |
60 |
1,433.7 |
1,254.0 |
179.7 |
14.0% |
24.4 |
1.9% |
16% |
False |
False |
4,228 |
80 |
1,433.7 |
1,254.0 |
179.7 |
14.0% |
23.9 |
1.9% |
16% |
False |
False |
3,597 |
100 |
1,433.7 |
1,187.9 |
245.8 |
19.2% |
23.7 |
1.8% |
38% |
False |
False |
3,234 |
120 |
1,433.7 |
1,187.9 |
245.8 |
19.2% |
23.1 |
1.8% |
38% |
False |
False |
2,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,334.1 |
2.618 |
1,317.1 |
1.618 |
1,306.7 |
1.000 |
1,300.3 |
0.618 |
1,296.3 |
HIGH |
1,289.9 |
0.618 |
1,285.9 |
0.500 |
1,284.7 |
0.382 |
1,283.5 |
LOW |
1,279.5 |
0.618 |
1,273.1 |
1.000 |
1,269.1 |
1.618 |
1,262.7 |
2.618 |
1,252.3 |
4.250 |
1,235.3 |
|
|
Fisher Pivots for day following 11-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,284.7 |
1,303.2 |
PP |
1,283.9 |
1,296.2 |
S1 |
1,283.0 |
1,289.2 |
|