Trading Metrics calculated at close of trading on 14-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,266.7 |
1,284.0 |
17.3 |
1.4% |
1,315.5 |
High |
1,283.7 |
1,294.7 |
11.0 |
0.9% |
1,326.8 |
Low |
1,266.4 |
1,279.0 |
12.6 |
1.0% |
1,281.7 |
Close |
1,269.5 |
1,287.3 |
17.8 |
1.4% |
1,285.7 |
Range |
17.3 |
15.7 |
-1.6 |
-9.2% |
45.1 |
ATR |
22.2 |
22.4 |
0.2 |
1.0% |
0.0 |
Volume |
17,395 |
14,368 |
-3,027 |
-17.4% |
65,379 |
|
Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,334.1 |
1,326.4 |
1,295.9 |
|
R3 |
1,318.4 |
1,310.7 |
1,291.6 |
|
R2 |
1,302.7 |
1,302.7 |
1,290.2 |
|
R1 |
1,295.0 |
1,295.0 |
1,288.7 |
1,298.9 |
PP |
1,287.0 |
1,287.0 |
1,287.0 |
1,288.9 |
S1 |
1,279.3 |
1,279.3 |
1,285.9 |
1,283.2 |
S2 |
1,271.3 |
1,271.3 |
1,284.4 |
|
S3 |
1,255.6 |
1,263.6 |
1,283.0 |
|
S4 |
1,239.9 |
1,247.9 |
1,278.7 |
|
|
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 |
1,314.1 |
1,261.8 |
52.3 |
4.1% |
19.9 |
1.5% |
49% |
False |
False |
15,837 |
10 |
1,327.4 |
1,261.8 |
65.6 |
5.1% |
18.6 |
1.4% |
39% |
False |
False |
13,495 |
20 |
1,362.3 |
1,261.8 |
100.5 |
7.8% |
18.9 |
1.5% |
25% |
False |
False |
9,928 |
40 |
1,369.0 |
1,254.0 |
115.0 |
8.9% |
23.4 |
1.8% |
29% |
False |
False |
6,362 |
60 |
1,433.7 |
1,254.0 |
179.7 |
14.0% |
24.3 |
1.9% |
19% |
False |
False |
4,859 |
80 |
1,433.7 |
1,254.0 |
179.7 |
14.0% |
23.7 |
1.8% |
19% |
False |
False |
4,049 |
100 |
1,433.7 |
1,187.9 |
245.8 |
19.1% |
23.6 |
1.8% |
40% |
False |
False |
3,620 |
120 |
1,433.7 |
1,187.9 |
245.8 |
19.1% |
23.0 |
1.8% |
40% |
False |
False |
3,125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,361.4 |
2.618 |
1,335.8 |
1.618 |
1,320.1 |
1.000 |
1,310.4 |
0.618 |
1,304.4 |
HIGH |
1,294.7 |
0.618 |
1,288.7 |
0.500 |
1,286.9 |
0.382 |
1,285.0 |
LOW |
1,279.0 |
0.618 |
1,269.3 |
1.000 |
1,263.3 |
1.618 |
1,253.6 |
2.618 |
1,237.9 |
4.250 |
1,212.3 |
|
|
Fisher Pivots for day following 14-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,287.2 |
1,284.3 |
PP |
1,287.0 |
1,281.3 |
S1 |
1,286.9 |
1,278.3 |
|