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 |
1,780.25 |
1,787.75 |
7.50 |
0.4% |
1,758.75 |
High |
1,789.00 |
1,793.00 |
4.00 |
0.2% |
1,789.00 |
Low |
1,780.25 |
1,778.50 |
-1.75 |
-0.1% |
1,748.00 |
Close |
1,787.00 |
1,782.00 |
-5.00 |
-0.3% |
1,787.00 |
Range |
8.75 |
14.50 |
5.75 |
65.7% |
41.00 |
ATR |
16.36 |
16.23 |
-0.13 |
-0.8% |
0.00 |
Volume |
4,674 |
6,002 |
1,328 |
28.4% |
25,190 |
|
Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,828.00 |
1,819.50 |
1,790.00 |
|
R3 |
1,813.50 |
1,805.00 |
1,786.00 |
|
R2 |
1,799.00 |
1,799.00 |
1,784.75 |
|
R1 |
1,790.50 |
1,790.50 |
1,783.25 |
1,787.50 |
PP |
1,784.50 |
1,784.50 |
1,784.50 |
1,783.00 |
S1 |
1,776.00 |
1,776.00 |
1,780.75 |
1,773.00 |
S2 |
1,770.00 |
1,770.00 |
1,779.25 |
|
S3 |
1,755.50 |
1,761.50 |
1,778.00 |
|
S4 |
1,741.00 |
1,747.00 |
1,774.00 |
|
|
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 |
1,793.00 |
1,748.00 |
45.00 |
2.5% |
14.50 |
0.8% |
76% |
True |
False |
4,964 |
10 |
1,793.00 |
1,729.50 |
63.50 |
3.6% |
17.00 |
1.0% |
83% |
True |
False |
4,786 |
20 |
1,793.00 |
1,728.75 |
64.25 |
3.6% |
15.25 |
0.9% |
83% |
True |
False |
5,300 |
40 |
1,793.00 |
1,633.50 |
159.50 |
9.0% |
16.75 |
0.9% |
93% |
True |
False |
5,233 |
60 |
1,793.00 |
1,613.00 |
180.00 |
10.1% |
16.00 |
0.9% |
94% |
True |
False |
3,611 |
80 |
1,793.00 |
1,613.00 |
180.00 |
10.1% |
15.00 |
0.8% |
94% |
True |
False |
2,722 |
100 |
1,793.00 |
1,581.25 |
211.75 |
11.9% |
14.25 |
0.8% |
95% |
True |
False |
2,196 |
120 |
1,793.00 |
1,542.25 |
250.75 |
14.1% |
15.00 |
0.8% |
96% |
True |
False |
1,847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,854.50 |
2.618 |
1,831.00 |
1.618 |
1,816.50 |
1.000 |
1,807.50 |
0.618 |
1,802.00 |
HIGH |
1,793.00 |
0.618 |
1,787.50 |
0.500 |
1,785.75 |
0.382 |
1,784.00 |
LOW |
1,778.50 |
0.618 |
1,769.50 |
1.000 |
1,764.00 |
1.618 |
1,755.00 |
2.618 |
1,740.50 |
4.250 |
1,717.00 |
|
|
Fisher Pivots for day following 18-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,785.75 |
1,782.00 |
PP |
1,784.50 |
1,781.75 |
S1 |
1,783.25 |
1,781.75 |
|