Trading Metrics calculated at close of trading on 15-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,773.25 |
1,780.25 |
7.00 |
0.4% |
1,758.75 |
High |
1,782.25 |
1,789.00 |
6.75 |
0.4% |
1,789.00 |
Low |
1,770.50 |
1,780.25 |
9.75 |
0.6% |
1,748.00 |
Close |
1,781.00 |
1,787.00 |
6.00 |
0.3% |
1,787.00 |
Range |
11.75 |
8.75 |
-3.00 |
-25.5% |
41.00 |
ATR |
16.95 |
16.36 |
-0.59 |
-3.5% |
0.00 |
Volume |
4,848 |
4,674 |
-174 |
-3.6% |
25,190 |
|
Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,811.75 |
1,808.00 |
1,791.75 |
|
R3 |
1,803.00 |
1,799.25 |
1,789.50 |
|
R2 |
1,794.25 |
1,794.25 |
1,788.50 |
|
R1 |
1,790.50 |
1,790.50 |
1,787.75 |
1,792.50 |
PP |
1,785.50 |
1,785.50 |
1,785.50 |
1,786.25 |
S1 |
1,781.75 |
1,781.75 |
1,786.25 |
1,783.50 |
S2 |
1,776.75 |
1,776.75 |
1,785.50 |
|
S3 |
1,768.00 |
1,773.00 |
1,784.50 |
|
S4 |
1,759.25 |
1,764.25 |
1,782.25 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,897.75 |
1,883.25 |
1,809.50 |
|
R3 |
1,856.75 |
1,842.25 |
1,798.25 |
|
R2 |
1,815.75 |
1,815.75 |
1,794.50 |
|
R1 |
1,801.25 |
1,801.25 |
1,790.75 |
1,808.50 |
PP |
1,774.75 |
1,774.75 |
1,774.75 |
1,778.25 |
S1 |
1,760.25 |
1,760.25 |
1,783.25 |
1,767.50 |
S2 |
1,733.75 |
1,733.75 |
1,779.50 |
|
S3 |
1,692.75 |
1,719.25 |
1,775.75 |
|
S4 |
1,651.75 |
1,678.25 |
1,764.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,789.00 |
1,748.00 |
41.00 |
2.3% |
13.00 |
0.7% |
95% |
True |
False |
5,038 |
10 |
1,789.00 |
1,729.50 |
59.50 |
3.3% |
16.50 |
0.9% |
97% |
True |
False |
4,417 |
20 |
1,789.00 |
1,728.50 |
60.50 |
3.4% |
15.00 |
0.8% |
97% |
True |
False |
5,293 |
40 |
1,789.00 |
1,633.50 |
155.50 |
8.7% |
17.00 |
0.9% |
99% |
True |
False |
5,165 |
60 |
1,789.00 |
1,613.00 |
176.00 |
9.8% |
16.00 |
0.9% |
99% |
True |
False |
3,512 |
80 |
1,789.00 |
1,613.00 |
176.00 |
9.8% |
15.00 |
0.8% |
99% |
True |
False |
2,648 |
100 |
1,789.00 |
1,581.25 |
207.75 |
11.6% |
14.25 |
0.8% |
99% |
True |
False |
2,137 |
120 |
1,789.00 |
1,542.25 |
246.75 |
13.8% |
14.75 |
0.8% |
99% |
True |
False |
1,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,826.25 |
2.618 |
1,812.00 |
1.618 |
1,803.25 |
1.000 |
1,797.75 |
0.618 |
1,794.50 |
HIGH |
1,789.00 |
0.618 |
1,785.75 |
0.500 |
1,784.50 |
0.382 |
1,783.50 |
LOW |
1,780.25 |
0.618 |
1,774.75 |
1.000 |
1,771.50 |
1.618 |
1,766.00 |
2.618 |
1,757.25 |
4.250 |
1,743.00 |
|
|
Fisher Pivots for day following 15-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,786.25 |
1,780.75 |
PP |
1,785.50 |
1,774.75 |
S1 |
1,784.50 |
1,768.50 |
|