Trading Metrics calculated at close of trading on 13-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,282.5 |
1,266.7 |
-15.8 |
-1.2% |
1,315.5 |
High |
1,285.4 |
1,283.7 |
-1.7 |
-0.1% |
1,326.8 |
Low |
1,261.8 |
1,266.4 |
4.6 |
0.4% |
1,281.7 |
Close |
1,272.3 |
1,269.5 |
-2.8 |
-0.2% |
1,285.7 |
Range |
23.6 |
17.3 |
-6.3 |
-26.7% |
45.1 |
ATR |
22.5 |
22.2 |
-0.4 |
-1.7% |
0.0 |
Volume |
11,405 |
17,395 |
5,990 |
52.5% |
65,379 |
|
Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,325.1 |
1,314.6 |
1,279.0 |
|
R3 |
1,307.8 |
1,297.3 |
1,274.3 |
|
R2 |
1,290.5 |
1,290.5 |
1,272.7 |
|
R1 |
1,280.0 |
1,280.0 |
1,271.1 |
1,285.3 |
PP |
1,273.2 |
1,273.2 |
1,273.2 |
1,275.8 |
S1 |
1,262.7 |
1,262.7 |
1,267.9 |
1,268.0 |
S2 |
1,255.9 |
1,255.9 |
1,266.3 |
|
S3 |
1,238.6 |
1,245.4 |
1,264.7 |
|
S4 |
1,221.3 |
1,228.1 |
1,260.0 |
|
|
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% |
22.7 |
1.8% |
12% |
False |
False |
18,294 |
10 |
1,342.5 |
1,261.8 |
80.7 |
6.4% |
19.3 |
1.5% |
10% |
False |
False |
12,504 |
20 |
1,362.3 |
1,261.8 |
100.5 |
7.9% |
20.6 |
1.6% |
8% |
False |
False |
9,302 |
40 |
1,375.8 |
1,254.0 |
121.8 |
9.6% |
23.4 |
1.8% |
13% |
False |
False |
6,034 |
60 |
1,433.7 |
1,254.0 |
179.7 |
14.2% |
24.3 |
1.9% |
9% |
False |
False |
4,633 |
80 |
1,433.7 |
1,254.0 |
179.7 |
14.2% |
23.9 |
1.9% |
9% |
False |
False |
3,909 |
100 |
1,433.7 |
1,187.9 |
245.8 |
19.4% |
23.6 |
1.9% |
33% |
False |
False |
3,493 |
120 |
1,433.7 |
1,187.9 |
245.8 |
19.4% |
23.1 |
1.8% |
33% |
False |
False |
3,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,357.2 |
2.618 |
1,329.0 |
1.618 |
1,311.7 |
1.000 |
1,301.0 |
0.618 |
1,294.4 |
HIGH |
1,283.7 |
0.618 |
1,277.1 |
0.500 |
1,275.1 |
0.382 |
1,273.0 |
LOW |
1,266.4 |
0.618 |
1,255.7 |
1.000 |
1,249.1 |
1.618 |
1,238.4 |
2.618 |
1,221.1 |
4.250 |
1,192.9 |
|
|
Fisher Pivots for day following 13-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,275.1 |
1,275.9 |
PP |
1,273.2 |
1,273.7 |
S1 |
1,271.4 |
1,271.6 |
|