Trading Metrics calculated at close of trading on 14-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,759.00 |
1,773.25 |
14.25 |
0.8% |
1,747.25 |
High |
1,775.00 |
1,782.25 |
7.25 |
0.4% |
1,767.75 |
Low |
1,748.00 |
1,770.50 |
22.50 |
1.3% |
1,729.50 |
Close |
1,772.00 |
1,781.00 |
9.00 |
0.5% |
1,759.50 |
Range |
27.00 |
11.75 |
-15.25 |
-56.5% |
38.25 |
ATR |
17.35 |
16.95 |
-0.40 |
-2.3% |
0.00 |
Volume |
4,374 |
4,848 |
474 |
10.8% |
18,982 |
|
Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,813.25 |
1,808.75 |
1,787.50 |
|
R3 |
1,801.50 |
1,797.00 |
1,784.25 |
|
R2 |
1,789.75 |
1,789.75 |
1,783.25 |
|
R1 |
1,785.25 |
1,785.25 |
1,782.00 |
1,787.50 |
PP |
1,778.00 |
1,778.00 |
1,778.00 |
1,779.00 |
S1 |
1,773.50 |
1,773.50 |
1,780.00 |
1,775.75 |
S2 |
1,766.25 |
1,766.25 |
1,778.75 |
|
S3 |
1,754.50 |
1,761.75 |
1,777.75 |
|
S4 |
1,742.75 |
1,750.00 |
1,774.50 |
|
|
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 |
1,782.25 |
1,729.50 |
52.75 |
3.0% |
17.50 |
1.0% |
98% |
True |
False |
5,140 |
10 |
1,782.25 |
1,729.50 |
52.75 |
3.0% |
17.00 |
1.0% |
98% |
True |
False |
5,581 |
20 |
1,782.25 |
1,720.50 |
61.75 |
3.5% |
15.25 |
0.9% |
98% |
True |
False |
5,152 |
40 |
1,782.25 |
1,633.50 |
148.75 |
8.4% |
17.00 |
1.0% |
99% |
True |
False |
5,071 |
60 |
1,782.25 |
1,613.00 |
169.25 |
9.5% |
16.25 |
0.9% |
99% |
True |
False |
3,437 |
80 |
1,782.25 |
1,613.00 |
169.25 |
9.5% |
15.00 |
0.8% |
99% |
True |
False |
2,590 |
100 |
1,782.25 |
1,560.75 |
221.50 |
12.4% |
14.50 |
0.8% |
99% |
True |
False |
2,091 |
120 |
1,782.25 |
1,542.25 |
240.00 |
13.5% |
14.75 |
0.8% |
99% |
True |
False |
1,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,832.25 |
2.618 |
1,813.00 |
1.618 |
1,801.25 |
1.000 |
1,794.00 |
0.618 |
1,789.50 |
HIGH |
1,782.25 |
0.618 |
1,777.75 |
0.500 |
1,776.50 |
0.382 |
1,775.00 |
LOW |
1,770.50 |
0.618 |
1,763.25 |
1.000 |
1,758.75 |
1.618 |
1,751.50 |
2.618 |
1,739.75 |
4.250 |
1,720.50 |
|
|
Fisher Pivots for day following 14-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,779.50 |
1,775.75 |
PP |
1,778.00 |
1,770.50 |
S1 |
1,776.50 |
1,765.00 |
|