Trading Metrics calculated at close of trading on 13-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,761.00 |
1,759.00 |
-2.00 |
-0.1% |
1,747.25 |
High |
1,763.00 |
1,775.00 |
12.00 |
0.7% |
1,767.75 |
Low |
1,752.00 |
1,748.00 |
-4.00 |
-0.2% |
1,729.50 |
Close |
1,758.50 |
1,772.00 |
13.50 |
0.8% |
1,759.50 |
Range |
11.00 |
27.00 |
16.00 |
145.5% |
38.25 |
ATR |
16.60 |
17.35 |
0.74 |
4.5% |
0.00 |
Volume |
4,925 |
4,374 |
-551 |
-11.2% |
18,982 |
|
Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,846.00 |
1,836.00 |
1,786.75 |
|
R3 |
1,819.00 |
1,809.00 |
1,779.50 |
|
R2 |
1,792.00 |
1,792.00 |
1,777.00 |
|
R1 |
1,782.00 |
1,782.00 |
1,774.50 |
1,787.00 |
PP |
1,765.00 |
1,765.00 |
1,765.00 |
1,767.50 |
S1 |
1,755.00 |
1,755.00 |
1,769.50 |
1,760.00 |
S2 |
1,738.00 |
1,738.00 |
1,767.00 |
|
S3 |
1,711.00 |
1,728.00 |
1,764.50 |
|
S4 |
1,684.00 |
1,701.00 |
1,757.25 |
|
|
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 |
1,775.00 |
1,729.50 |
45.50 |
2.6% |
21.75 |
1.2% |
93% |
True |
False |
4,683 |
10 |
1,775.00 |
1,729.50 |
45.50 |
2.6% |
17.25 |
1.0% |
93% |
True |
False |
5,922 |
20 |
1,775.00 |
1,700.25 |
74.75 |
4.2% |
15.75 |
0.9% |
96% |
True |
False |
5,165 |
40 |
1,775.00 |
1,633.50 |
141.50 |
8.0% |
17.25 |
1.0% |
98% |
True |
False |
4,972 |
60 |
1,775.00 |
1,613.00 |
162.00 |
9.1% |
16.50 |
0.9% |
98% |
True |
False |
3,357 |
80 |
1,775.00 |
1,613.00 |
162.00 |
9.1% |
15.00 |
0.9% |
98% |
True |
False |
2,530 |
100 |
1,775.00 |
1,546.00 |
229.00 |
12.9% |
14.50 |
0.8% |
99% |
True |
False |
2,043 |
120 |
1,775.00 |
1,542.25 |
232.75 |
13.1% |
14.75 |
0.8% |
99% |
True |
False |
1,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,889.75 |
2.618 |
1,845.75 |
1.618 |
1,818.75 |
1.000 |
1,802.00 |
0.618 |
1,791.75 |
HIGH |
1,775.00 |
0.618 |
1,764.75 |
0.500 |
1,761.50 |
0.382 |
1,758.25 |
LOW |
1,748.00 |
0.618 |
1,731.25 |
1.000 |
1,721.00 |
1.618 |
1,704.25 |
2.618 |
1,677.25 |
4.250 |
1,633.25 |
|
|
Fisher Pivots for day following 13-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,768.50 |
1,768.50 |
PP |
1,765.00 |
1,765.00 |
S1 |
1,761.50 |
1,761.50 |
|