Trading Metrics calculated at close of trading on 19-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,787.75 |
1,782.50 |
-5.25 |
-0.3% |
1,758.75 |
High |
1,793.00 |
1,787.00 |
-6.00 |
-0.3% |
1,789.00 |
Low |
1,778.50 |
1,775.75 |
-2.75 |
-0.2% |
1,748.00 |
Close |
1,782.00 |
1,778.50 |
-3.50 |
-0.2% |
1,787.00 |
Range |
14.50 |
11.25 |
-3.25 |
-22.4% |
41.00 |
ATR |
16.23 |
15.87 |
-0.36 |
-2.2% |
0.00 |
Volume |
6,002 |
5,849 |
-153 |
-2.5% |
25,190 |
|
Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,814.25 |
1,807.50 |
1,784.75 |
|
R3 |
1,803.00 |
1,796.25 |
1,781.50 |
|
R2 |
1,791.75 |
1,791.75 |
1,780.50 |
|
R1 |
1,785.00 |
1,785.00 |
1,779.50 |
1,782.75 |
PP |
1,780.50 |
1,780.50 |
1,780.50 |
1,779.25 |
S1 |
1,773.75 |
1,773.75 |
1,777.50 |
1,771.50 |
S2 |
1,769.25 |
1,769.25 |
1,776.50 |
|
S3 |
1,758.00 |
1,762.50 |
1,775.50 |
|
S4 |
1,746.75 |
1,751.25 |
1,772.25 |
|
|
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 |
1,793.00 |
1,748.00 |
45.00 |
2.5% |
14.75 |
0.8% |
68% |
False |
False |
5,149 |
10 |
1,793.00 |
1,729.50 |
63.50 |
3.6% |
16.75 |
0.9% |
77% |
False |
False |
5,249 |
20 |
1,793.00 |
1,728.75 |
64.25 |
3.6% |
15.00 |
0.8% |
77% |
False |
False |
5,412 |
40 |
1,793.00 |
1,633.50 |
159.50 |
9.0% |
16.75 |
0.9% |
91% |
False |
False |
5,314 |
60 |
1,793.00 |
1,613.00 |
180.00 |
10.1% |
16.00 |
0.9% |
92% |
False |
False |
3,707 |
80 |
1,793.00 |
1,613.00 |
180.00 |
10.1% |
15.00 |
0.8% |
92% |
False |
False |
2,794 |
100 |
1,793.00 |
1,581.25 |
211.75 |
11.9% |
14.25 |
0.8% |
93% |
False |
False |
2,254 |
120 |
1,793.00 |
1,542.25 |
250.75 |
14.1% |
15.00 |
0.8% |
94% |
False |
False |
1,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,834.75 |
2.618 |
1,816.50 |
1.618 |
1,805.25 |
1.000 |
1,798.25 |
0.618 |
1,794.00 |
HIGH |
1,787.00 |
0.618 |
1,782.75 |
0.500 |
1,781.50 |
0.382 |
1,780.00 |
LOW |
1,775.75 |
0.618 |
1,768.75 |
1.000 |
1,764.50 |
1.618 |
1,757.50 |
2.618 |
1,746.25 |
4.250 |
1,728.00 |
|
|
Fisher Pivots for day following 19-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,781.50 |
1,784.50 |
PP |
1,780.50 |
1,782.50 |
S1 |
1,779.50 |
1,780.50 |
|