Trading Metrics calculated at close of trading on 12-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,289.1 |
1,282.5 |
-6.6 |
-0.5% |
1,315.5 |
High |
1,289.9 |
1,285.4 |
-4.5 |
-0.3% |
1,326.8 |
Low |
1,279.5 |
1,261.8 |
-17.7 |
-1.4% |
1,281.7 |
Close |
1,282.2 |
1,272.3 |
-9.9 |
-0.8% |
1,285.7 |
Range |
10.4 |
23.6 |
13.2 |
126.9% |
45.1 |
ATR |
22.5 |
22.5 |
0.1 |
0.4% |
0.0 |
Volume |
19,181 |
11,405 |
-7,776 |
-40.5% |
65,379 |
|
Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,344.0 |
1,331.7 |
1,285.3 |
|
R3 |
1,320.4 |
1,308.1 |
1,278.8 |
|
R2 |
1,296.8 |
1,296.8 |
1,276.6 |
|
R1 |
1,284.5 |
1,284.5 |
1,274.5 |
1,278.9 |
PP |
1,273.2 |
1,273.2 |
1,273.2 |
1,270.3 |
S1 |
1,260.9 |
1,260.9 |
1,270.1 |
1,255.3 |
S2 |
1,249.6 |
1,249.6 |
1,268.0 |
|
S3 |
1,226.0 |
1,237.3 |
1,265.8 |
|
S4 |
1,202.4 |
1,213.7 |
1,259.3 |
|
|
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 |
1,261.8 |
65.0 |
5.1% |
21.8 |
1.7% |
16% |
False |
True |
16,919 |
10 |
1,360.3 |
1,261.8 |
98.5 |
7.7% |
20.1 |
1.6% |
11% |
False |
True |
11,480 |
20 |
1,362.3 |
1,261.8 |
100.5 |
7.9% |
20.7 |
1.6% |
10% |
False |
True |
8,716 |
40 |
1,375.8 |
1,254.0 |
121.8 |
9.6% |
25.0 |
2.0% |
15% |
False |
False |
5,641 |
60 |
1,433.7 |
1,254.0 |
179.7 |
14.1% |
24.4 |
1.9% |
10% |
False |
False |
4,380 |
80 |
1,433.7 |
1,254.0 |
179.7 |
14.1% |
23.9 |
1.9% |
10% |
False |
False |
3,713 |
100 |
1,433.7 |
1,187.9 |
245.8 |
19.3% |
23.6 |
1.9% |
34% |
False |
False |
3,326 |
120 |
1,433.7 |
1,187.9 |
245.8 |
19.3% |
23.0 |
1.8% |
34% |
False |
False |
2,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,385.7 |
2.618 |
1,347.2 |
1.618 |
1,323.6 |
1.000 |
1,309.0 |
0.618 |
1,300.0 |
HIGH |
1,285.4 |
0.618 |
1,276.4 |
0.500 |
1,273.6 |
0.382 |
1,270.8 |
LOW |
1,261.8 |
0.618 |
1,247.2 |
1.000 |
1,238.2 |
1.618 |
1,223.6 |
2.618 |
1,200.0 |
4.250 |
1,161.5 |
|
|
Fisher Pivots for day following 12-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,273.6 |
1,288.0 |
PP |
1,273.2 |
1,282.7 |
S1 |
1,272.7 |
1,277.5 |
|