Trading Metrics calculated at close of trading on 15-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,284.0 |
1,288.1 |
4.1 |
0.3% |
1,289.1 |
High |
1,294.7 |
1,291.5 |
-3.2 |
-0.2% |
1,294.7 |
Low |
1,279.0 |
1,281.0 |
2.0 |
0.2% |
1,261.8 |
Close |
1,287.3 |
1,288.3 |
1.0 |
0.1% |
1,288.3 |
Range |
15.7 |
10.5 |
-5.2 |
-33.1% |
32.9 |
ATR |
22.4 |
21.5 |
-0.8 |
-3.8% |
0.0 |
Volume |
14,368 |
11,472 |
-2,896 |
-20.2% |
73,821 |
|
Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,318.4 |
1,313.9 |
1,294.1 |
|
R3 |
1,307.9 |
1,303.4 |
1,291.2 |
|
R2 |
1,297.4 |
1,297.4 |
1,290.2 |
|
R1 |
1,292.9 |
1,292.9 |
1,289.3 |
1,295.2 |
PP |
1,286.9 |
1,286.9 |
1,286.9 |
1,288.1 |
S1 |
1,282.4 |
1,282.4 |
1,287.3 |
1,284.7 |
S2 |
1,276.4 |
1,276.4 |
1,286.4 |
|
S3 |
1,265.9 |
1,271.9 |
1,285.4 |
|
S4 |
1,255.4 |
1,261.4 |
1,282.5 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.3 |
1,367.2 |
1,306.4 |
|
R3 |
1,347.4 |
1,334.3 |
1,297.3 |
|
R2 |
1,314.5 |
1,314.5 |
1,294.3 |
|
R1 |
1,301.4 |
1,301.4 |
1,291.3 |
1,291.5 |
PP |
1,281.6 |
1,281.6 |
1,281.6 |
1,276.7 |
S1 |
1,268.5 |
1,268.5 |
1,285.3 |
1,258.6 |
S2 |
1,248.7 |
1,248.7 |
1,282.3 |
|
S3 |
1,215.8 |
1,235.6 |
1,279.3 |
|
S4 |
1,182.9 |
1,202.7 |
1,270.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,294.7 |
1,261.8 |
32.9 |
2.6% |
15.5 |
1.2% |
81% |
False |
False |
14,764 |
10 |
1,326.8 |
1,261.8 |
65.0 |
5.0% |
17.6 |
1.4% |
41% |
False |
False |
13,920 |
20 |
1,362.3 |
1,261.8 |
100.5 |
7.8% |
18.6 |
1.4% |
26% |
False |
False |
10,246 |
40 |
1,362.3 |
1,254.0 |
108.3 |
8.4% |
22.6 |
1.8% |
32% |
False |
False |
6,608 |
60 |
1,433.7 |
1,254.0 |
179.7 |
13.9% |
24.1 |
1.9% |
19% |
False |
False |
5,032 |
80 |
1,433.7 |
1,254.0 |
179.7 |
13.9% |
23.6 |
1.8% |
19% |
False |
False |
4,166 |
100 |
1,433.7 |
1,187.9 |
245.8 |
19.1% |
23.2 |
1.8% |
41% |
False |
False |
3,720 |
120 |
1,433.7 |
1,187.9 |
245.8 |
19.1% |
23.0 |
1.8% |
41% |
False |
False |
3,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,336.1 |
2.618 |
1,319.0 |
1.618 |
1,308.5 |
1.000 |
1,302.0 |
0.618 |
1,298.0 |
HIGH |
1,291.5 |
0.618 |
1,287.5 |
0.500 |
1,286.3 |
0.382 |
1,285.0 |
LOW |
1,281.0 |
0.618 |
1,274.5 |
1.000 |
1,270.5 |
1.618 |
1,264.0 |
2.618 |
1,253.5 |
4.250 |
1,236.4 |
|
|
Fisher Pivots for day following 15-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,287.6 |
1,285.7 |
PP |
1,286.9 |
1,283.1 |
S1 |
1,286.3 |
1,280.6 |
|