Trading Metrics calculated at close of trading on 12-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,758.75 |
1,761.00 |
2.25 |
0.1% |
1,747.25 |
High |
1,763.50 |
1,763.00 |
-0.50 |
0.0% |
1,767.75 |
Low |
1,756.75 |
1,752.00 |
-4.75 |
-0.3% |
1,729.50 |
Close |
1,761.00 |
1,758.50 |
-2.50 |
-0.1% |
1,759.50 |
Range |
6.75 |
11.00 |
4.25 |
63.0% |
38.25 |
ATR |
17.04 |
16.60 |
-0.43 |
-2.5% |
0.00 |
Volume |
6,369 |
4,925 |
-1,444 |
-22.7% |
18,982 |
|
Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,790.75 |
1,785.75 |
1,764.50 |
|
R3 |
1,779.75 |
1,774.75 |
1,761.50 |
|
R2 |
1,768.75 |
1,768.75 |
1,760.50 |
|
R1 |
1,763.75 |
1,763.75 |
1,759.50 |
1,760.75 |
PP |
1,757.75 |
1,757.75 |
1,757.75 |
1,756.50 |
S1 |
1,752.75 |
1,752.75 |
1,757.50 |
1,749.75 |
S2 |
1,746.75 |
1,746.75 |
1,756.50 |
|
S3 |
1,735.75 |
1,741.75 |
1,755.50 |
|
S4 |
1,724.75 |
1,730.75 |
1,752.50 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,867.00 |
1,851.50 |
1,780.50 |
|
R3 |
1,828.75 |
1,813.25 |
1,770.00 |
|
R2 |
1,790.50 |
1,790.50 |
1,766.50 |
|
R1 |
1,775.00 |
1,775.00 |
1,763.00 |
1,782.75 |
PP |
1,752.25 |
1,752.25 |
1,752.25 |
1,756.00 |
S1 |
1,736.75 |
1,736.75 |
1,756.00 |
1,744.50 |
S2 |
1,714.00 |
1,714.00 |
1,752.50 |
|
S3 |
1,675.75 |
1,698.50 |
1,749.00 |
|
S4 |
1,637.50 |
1,660.25 |
1,738.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,767.75 |
1,729.50 |
38.25 |
2.2% |
19.00 |
1.1% |
76% |
False |
False |
5,348 |
10 |
1,767.75 |
1,729.50 |
38.25 |
2.2% |
16.75 |
0.9% |
76% |
False |
False |
6,185 |
20 |
1,767.75 |
1,685.00 |
82.75 |
4.7% |
15.50 |
0.9% |
89% |
False |
False |
5,233 |
40 |
1,767.75 |
1,633.50 |
134.25 |
7.6% |
17.25 |
1.0% |
93% |
False |
False |
4,867 |
60 |
1,767.75 |
1,613.00 |
154.75 |
8.8% |
16.25 |
0.9% |
94% |
False |
False |
3,284 |
80 |
1,767.75 |
1,613.00 |
154.75 |
8.8% |
14.75 |
0.8% |
94% |
False |
False |
2,475 |
100 |
1,767.75 |
1,542.25 |
225.50 |
12.8% |
14.50 |
0.8% |
96% |
False |
False |
2,000 |
120 |
1,767.75 |
1,542.25 |
225.50 |
12.8% |
14.75 |
0.8% |
96% |
False |
False |
1,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,809.75 |
2.618 |
1,791.75 |
1.618 |
1,780.75 |
1.000 |
1,774.00 |
0.618 |
1,769.75 |
HIGH |
1,763.00 |
0.618 |
1,758.75 |
0.500 |
1,757.50 |
0.382 |
1,756.25 |
LOW |
1,752.00 |
0.618 |
1,745.25 |
1.000 |
1,741.00 |
1.618 |
1,734.25 |
2.618 |
1,723.25 |
4.250 |
1,705.25 |
|
|
Fisher Pivots for day following 12-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,758.25 |
1,754.50 |
PP |
1,757.75 |
1,750.50 |
S1 |
1,757.50 |
1,746.50 |
|