Trading Metrics calculated at close of trading on 22-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,242.8 |
1,243.5 |
0.7 |
0.1% |
1,289.2 |
High |
1,250.5 |
1,248.7 |
-1.8 |
-0.1% |
1,289.6 |
Low |
1,236.5 |
1,241.0 |
4.5 |
0.4% |
1,236.5 |
Close |
1,244.3 |
1,244.6 |
0.3 |
0.0% |
1,244.6 |
Range |
14.0 |
7.7 |
-6.3 |
-45.0% |
53.1 |
ATR |
21.7 |
20.7 |
-1.0 |
-4.6% |
0.0 |
Volume |
54,582 |
45,822 |
-8,760 |
-16.0% |
154,914 |
|
Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,267.9 |
1,263.9 |
1,248.8 |
|
R3 |
1,260.2 |
1,256.2 |
1,246.7 |
|
R2 |
1,252.5 |
1,252.5 |
1,246.0 |
|
R1 |
1,248.5 |
1,248.5 |
1,245.3 |
1,250.5 |
PP |
1,244.8 |
1,244.8 |
1,244.8 |
1,245.8 |
S1 |
1,240.8 |
1,240.8 |
1,243.9 |
1,242.8 |
S2 |
1,237.1 |
1,237.1 |
1,243.2 |
|
S3 |
1,229.4 |
1,233.1 |
1,242.5 |
|
S4 |
1,221.7 |
1,225.4 |
1,240.4 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,416.2 |
1,383.5 |
1,273.8 |
|
R3 |
1,363.1 |
1,330.4 |
1,259.2 |
|
R2 |
1,310.0 |
1,310.0 |
1,254.3 |
|
R1 |
1,277.3 |
1,277.3 |
1,249.5 |
1,267.1 |
PP |
1,256.9 |
1,256.9 |
1,256.9 |
1,251.8 |
S1 |
1,224.2 |
1,224.2 |
1,239.7 |
1,214.0 |
S2 |
1,203.8 |
1,203.8 |
1,234.9 |
|
S3 |
1,150.7 |
1,171.1 |
1,230.0 |
|
S4 |
1,097.6 |
1,118.0 |
1,215.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,289.6 |
1,236.5 |
53.1 |
4.3% |
17.2 |
1.4% |
15% |
False |
False |
30,982 |
10 |
1,294.7 |
1,236.5 |
58.2 |
4.7% |
16.4 |
1.3% |
14% |
False |
False |
22,873 |
20 |
1,362.3 |
1,236.5 |
125.8 |
10.1% |
18.2 |
1.5% |
6% |
False |
False |
16,795 |
40 |
1,362.3 |
1,236.5 |
125.8 |
10.1% |
22.2 |
1.8% |
6% |
False |
False |
10,126 |
60 |
1,416.7 |
1,236.5 |
180.2 |
14.5% |
23.8 |
1.9% |
4% |
False |
False |
7,475 |
80 |
1,433.7 |
1,236.5 |
197.2 |
15.8% |
23.5 |
1.9% |
4% |
False |
False |
5,962 |
100 |
1,433.7 |
1,214.4 |
219.3 |
17.6% |
22.7 |
1.8% |
14% |
False |
False |
5,212 |
120 |
1,433.7 |
1,187.9 |
245.8 |
19.7% |
23.0 |
1.8% |
23% |
False |
False |
4,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,281.4 |
2.618 |
1,268.9 |
1.618 |
1,261.2 |
1.000 |
1,256.4 |
0.618 |
1,253.5 |
HIGH |
1,248.7 |
0.618 |
1,245.8 |
0.500 |
1,244.9 |
0.382 |
1,243.9 |
LOW |
1,241.0 |
0.618 |
1,236.2 |
1.000 |
1,233.3 |
1.618 |
1,228.5 |
2.618 |
1,220.8 |
4.250 |
1,208.3 |
|
|
Fisher Pivots for day following 22-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,244.9 |
1,256.5 |
PP |
1,244.8 |
1,252.5 |
S1 |
1,244.7 |
1,248.6 |
|