Trading Metrics calculated at close of trading on 18-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,288.1 |
1,289.2 |
1.1 |
0.1% |
1,289.1 |
High |
1,291.5 |
1,289.6 |
-1.9 |
-0.1% |
1,294.7 |
Low |
1,281.0 |
1,270.3 |
-10.7 |
-0.8% |
1,261.8 |
Close |
1,288.3 |
1,273.2 |
-15.1 |
-1.2% |
1,288.3 |
Range |
10.5 |
19.3 |
8.8 |
83.8% |
32.9 |
ATR |
21.5 |
21.4 |
-0.2 |
-0.7% |
0.0 |
Volume |
11,472 |
9,733 |
-1,739 |
-15.2% |
73,821 |
|
Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,335.6 |
1,323.7 |
1,283.8 |
|
R3 |
1,316.3 |
1,304.4 |
1,278.5 |
|
R2 |
1,297.0 |
1,297.0 |
1,276.7 |
|
R1 |
1,285.1 |
1,285.1 |
1,275.0 |
1,281.4 |
PP |
1,277.7 |
1,277.7 |
1,277.7 |
1,275.9 |
S1 |
1,265.8 |
1,265.8 |
1,271.4 |
1,262.1 |
S2 |
1,258.4 |
1,258.4 |
1,269.7 |
|
S3 |
1,239.1 |
1,246.5 |
1,267.9 |
|
S4 |
1,219.8 |
1,227.2 |
1,262.6 |
|
|
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% |
17.3 |
1.4% |
35% |
False |
False |
12,874 |
10 |
1,326.8 |
1,261.8 |
65.0 |
5.1% |
18.6 |
1.5% |
18% |
False |
False |
14,474 |
20 |
1,362.3 |
1,261.8 |
100.5 |
7.9% |
19.1 |
1.5% |
11% |
False |
False |
10,585 |
40 |
1,362.3 |
1,254.0 |
108.3 |
8.5% |
22.6 |
1.8% |
18% |
False |
False |
6,760 |
60 |
1,433.7 |
1,254.0 |
179.7 |
14.1% |
23.9 |
1.9% |
11% |
False |
False |
5,161 |
80 |
1,433.7 |
1,254.0 |
179.7 |
14.1% |
23.6 |
1.9% |
11% |
False |
False |
4,249 |
100 |
1,433.7 |
1,187.9 |
245.8 |
19.3% |
23.0 |
1.8% |
35% |
False |
False |
3,804 |
120 |
1,433.7 |
1,187.9 |
245.8 |
19.3% |
23.0 |
1.8% |
35% |
False |
False |
3,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,371.6 |
2.618 |
1,340.1 |
1.618 |
1,320.8 |
1.000 |
1,308.9 |
0.618 |
1,301.5 |
HIGH |
1,289.6 |
0.618 |
1,282.2 |
0.500 |
1,280.0 |
0.382 |
1,277.7 |
LOW |
1,270.3 |
0.618 |
1,258.4 |
1.000 |
1,251.0 |
1.618 |
1,239.1 |
2.618 |
1,219.8 |
4.250 |
1,188.3 |
|
|
Fisher Pivots for day following 18-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,280.0 |
1,282.5 |
PP |
1,277.7 |
1,279.4 |
S1 |
1,275.5 |
1,276.3 |
|