Trading Metrics calculated at close of trading on 21-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,274.9 |
1,242.8 |
-32.1 |
-2.5% |
1,289.1 |
High |
1,276.4 |
1,250.5 |
-25.9 |
-2.0% |
1,294.7 |
Low |
1,241.2 |
1,236.5 |
-4.7 |
-0.4% |
1,261.8 |
Close |
1,258.9 |
1,244.3 |
-14.6 |
-1.2% |
1,288.3 |
Range |
35.2 |
14.0 |
-21.2 |
-60.2% |
32.9 |
ATR |
21.6 |
21.7 |
0.1 |
0.3% |
0.0 |
Volume |
28,572 |
54,582 |
26,010 |
91.0% |
73,821 |
|
Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,285.8 |
1,279.0 |
1,252.0 |
|
R3 |
1,271.8 |
1,265.0 |
1,248.2 |
|
R2 |
1,257.8 |
1,257.8 |
1,246.9 |
|
R1 |
1,251.0 |
1,251.0 |
1,245.6 |
1,254.4 |
PP |
1,243.8 |
1,243.8 |
1,243.8 |
1,245.5 |
S1 |
1,237.0 |
1,237.0 |
1,243.0 |
1,240.4 |
S2 |
1,229.8 |
1,229.8 |
1,241.7 |
|
S3 |
1,215.8 |
1,223.0 |
1,240.5 |
|
S4 |
1,201.8 |
1,209.0 |
1,236.6 |
|
|
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 |
1,291.5 |
1,236.5 |
55.0 |
4.4% |
17.8 |
1.4% |
14% |
False |
True |
24,112 |
10 |
1,314.1 |
1,236.5 |
77.6 |
6.2% |
18.8 |
1.5% |
10% |
False |
True |
19,975 |
20 |
1,362.3 |
1,236.5 |
125.8 |
10.1% |
18.7 |
1.5% |
6% |
False |
True |
14,801 |
40 |
1,362.3 |
1,236.5 |
125.8 |
10.1% |
22.5 |
1.8% |
6% |
False |
True |
9,100 |
60 |
1,416.7 |
1,236.5 |
180.2 |
14.5% |
23.9 |
1.9% |
4% |
False |
True |
6,733 |
80 |
1,433.7 |
1,236.5 |
197.2 |
15.8% |
23.6 |
1.9% |
4% |
False |
True |
5,429 |
100 |
1,433.7 |
1,214.4 |
219.3 |
17.6% |
22.7 |
1.8% |
14% |
False |
False |
4,771 |
120 |
1,433.7 |
1,187.9 |
245.8 |
19.8% |
23.0 |
1.8% |
23% |
False |
False |
4,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,310.0 |
2.618 |
1,287.2 |
1.618 |
1,273.2 |
1.000 |
1,264.5 |
0.618 |
1,259.2 |
HIGH |
1,250.5 |
0.618 |
1,245.2 |
0.500 |
1,243.5 |
0.382 |
1,241.8 |
LOW |
1,236.5 |
0.618 |
1,227.8 |
1.000 |
1,222.5 |
1.618 |
1,213.8 |
2.618 |
1,199.8 |
4.250 |
1,177.0 |
|
|
Fisher Pivots for day following 21-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,244.0 |
1,257.6 |
PP |
1,243.8 |
1,253.2 |
S1 |
1,243.5 |
1,248.7 |
|