Trading Metrics calculated at close of trading on 20-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,275.8 |
1,274.9 |
-0.9 |
-0.1% |
1,289.1 |
High |
1,278.7 |
1,276.4 |
-2.3 |
-0.2% |
1,294.7 |
Low |
1,268.8 |
1,241.2 |
-27.6 |
-2.2% |
1,261.8 |
Close |
1,274.4 |
1,258.9 |
-15.5 |
-1.2% |
1,288.3 |
Range |
9.9 |
35.2 |
25.3 |
255.6% |
32.9 |
ATR |
20.6 |
21.6 |
1.0 |
5.1% |
0.0 |
Volume |
16,205 |
28,572 |
12,367 |
76.3% |
73,821 |
|
Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,364.4 |
1,346.9 |
1,278.3 |
|
R3 |
1,329.2 |
1,311.7 |
1,268.6 |
|
R2 |
1,294.0 |
1,294.0 |
1,265.4 |
|
R1 |
1,276.5 |
1,276.5 |
1,262.1 |
1,267.7 |
PP |
1,258.8 |
1,258.8 |
1,258.8 |
1,254.4 |
S1 |
1,241.3 |
1,241.3 |
1,255.7 |
1,232.5 |
S2 |
1,223.6 |
1,223.6 |
1,252.4 |
|
S3 |
1,188.4 |
1,206.1 |
1,249.2 |
|
S4 |
1,153.2 |
1,170.9 |
1,239.5 |
|
|
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 |
1,241.2 |
53.5 |
4.2% |
18.1 |
1.4% |
33% |
False |
True |
16,070 |
10 |
1,326.8 |
1,241.2 |
85.6 |
6.8% |
20.4 |
1.6% |
21% |
False |
True |
17,182 |
20 |
1,362.3 |
1,241.2 |
121.1 |
9.6% |
19.0 |
1.5% |
15% |
False |
True |
12,310 |
40 |
1,362.3 |
1,241.2 |
121.1 |
9.6% |
22.7 |
1.8% |
15% |
False |
True |
7,770 |
60 |
1,433.7 |
1,241.2 |
192.5 |
15.3% |
24.0 |
1.9% |
9% |
False |
True |
5,869 |
80 |
1,433.7 |
1,241.2 |
192.5 |
15.3% |
23.8 |
1.9% |
9% |
False |
True |
4,759 |
100 |
1,433.7 |
1,214.4 |
219.3 |
17.4% |
22.8 |
1.8% |
20% |
False |
False |
4,234 |
120 |
1,433.7 |
1,187.9 |
245.8 |
19.5% |
22.9 |
1.8% |
29% |
False |
False |
3,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,426.0 |
2.618 |
1,368.6 |
1.618 |
1,333.4 |
1.000 |
1,311.6 |
0.618 |
1,298.2 |
HIGH |
1,276.4 |
0.618 |
1,263.0 |
0.500 |
1,258.8 |
0.382 |
1,254.6 |
LOW |
1,241.2 |
0.618 |
1,219.4 |
1.000 |
1,206.0 |
1.618 |
1,184.2 |
2.618 |
1,149.0 |
4.250 |
1,091.6 |
|
|
Fisher Pivots for day following 20-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,258.9 |
1,265.4 |
PP |
1,258.8 |
1,263.2 |
S1 |
1,258.8 |
1,261.1 |
|