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 |
3,047.0 |
3,042.0 |
-5.0 |
-0.2% |
3,033.0 |
High |
3,052.0 |
3,084.0 |
32.0 |
1.0% |
3,052.0 |
Low |
3,037.0 |
3,036.0 |
-1.0 |
0.0% |
2,992.0 |
Close |
3,049.0 |
3,076.0 |
27.0 |
0.9% |
3,049.0 |
Range |
15.0 |
48.0 |
33.0 |
220.0% |
60.0 |
ATR |
34.4 |
35.4 |
1.0 |
2.8% |
0.0 |
Volume |
76 |
7,294 |
7,218 |
9,497.4% |
19,098 |
|
Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,209.3 |
3,190.7 |
3,102.4 |
|
R3 |
3,161.3 |
3,142.7 |
3,089.2 |
|
R2 |
3,113.3 |
3,113.3 |
3,084.8 |
|
R1 |
3,094.7 |
3,094.7 |
3,080.4 |
3,104.0 |
PP |
3,065.3 |
3,065.3 |
3,065.3 |
3,070.0 |
S1 |
3,046.7 |
3,046.7 |
3,071.6 |
3,056.0 |
S2 |
3,017.3 |
3,017.3 |
3,067.2 |
|
S3 |
2,969.3 |
2,998.7 |
3,062.8 |
|
S4 |
2,921.3 |
2,950.7 |
3,049.6 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,211.0 |
3,190.0 |
3,082.0 |
|
R3 |
3,151.0 |
3,130.0 |
3,065.5 |
|
R2 |
3,091.0 |
3,091.0 |
3,060.0 |
|
R1 |
3,070.0 |
3,070.0 |
3,054.5 |
3,080.5 |
PP |
3,031.0 |
3,031.0 |
3,031.0 |
3,036.3 |
S1 |
3,010.0 |
3,010.0 |
3,043.5 |
3,020.5 |
S2 |
2,971.0 |
2,971.0 |
3,038.0 |
|
S3 |
2,911.0 |
2,950.0 |
3,032.5 |
|
S4 |
2,851.0 |
2,890.0 |
3,016.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,084.0 |
2,992.0 |
92.0 |
3.0% |
32.6 |
1.1% |
91% |
True |
False |
2,661 |
10 |
3,096.0 |
2,990.0 |
106.0 |
3.4% |
38.0 |
1.2% |
81% |
False |
False |
3,113 |
20 |
3,096.0 |
2,990.0 |
106.0 |
3.4% |
32.9 |
1.1% |
81% |
False |
False |
1,901 |
40 |
3,096.0 |
2,857.0 |
239.0 |
7.8% |
30.4 |
1.0% |
92% |
False |
False |
1,209 |
60 |
3,096.0 |
2,708.0 |
388.0 |
12.6% |
29.5 |
1.0% |
95% |
False |
False |
853 |
80 |
3,096.0 |
2,708.0 |
388.0 |
12.6% |
25.6 |
0.8% |
95% |
False |
False |
643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,288.0 |
2.618 |
3,209.7 |
1.618 |
3,161.7 |
1.000 |
3,132.0 |
0.618 |
3,113.7 |
HIGH |
3,084.0 |
0.618 |
3,065.7 |
0.500 |
3,060.0 |
0.382 |
3,054.3 |
LOW |
3,036.0 |
0.618 |
3,006.3 |
1.000 |
2,988.0 |
1.618 |
2,958.3 |
2.618 |
2,910.3 |
4.250 |
2,832.0 |
|
|
Fisher Pivots for day following 18-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3,070.7 |
3,068.2 |
PP |
3,065.3 |
3,060.3 |
S1 |
3,060.0 |
3,052.5 |
|