Trading Metrics calculated at close of trading on 20-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,782.50 |
1,778.75 |
-3.75 |
-0.2% |
1,758.75 |
High |
1,787.00 |
1,787.25 |
0.25 |
0.0% |
1,789.00 |
Low |
1,775.75 |
1,768.25 |
-7.50 |
-0.4% |
1,748.00 |
Close |
1,778.50 |
1,773.00 |
-5.50 |
-0.3% |
1,787.00 |
Range |
11.25 |
19.00 |
7.75 |
68.9% |
41.00 |
ATR |
15.87 |
16.10 |
0.22 |
1.4% |
0.00 |
Volume |
5,849 |
3,446 |
-2,403 |
-41.1% |
25,190 |
|
Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,833.25 |
1,822.00 |
1,783.50 |
|
R3 |
1,814.25 |
1,803.00 |
1,778.25 |
|
R2 |
1,795.25 |
1,795.25 |
1,776.50 |
|
R1 |
1,784.00 |
1,784.00 |
1,774.75 |
1,780.00 |
PP |
1,776.25 |
1,776.25 |
1,776.25 |
1,774.25 |
S1 |
1,765.00 |
1,765.00 |
1,771.25 |
1,761.00 |
S2 |
1,757.25 |
1,757.25 |
1,769.50 |
|
S3 |
1,738.25 |
1,746.00 |
1,767.75 |
|
S4 |
1,719.25 |
1,727.00 |
1,762.50 |
|
|
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 |
1,768.25 |
24.75 |
1.4% |
13.00 |
0.7% |
19% |
False |
True |
4,963 |
10 |
1,793.00 |
1,729.50 |
63.50 |
3.6% |
17.25 |
1.0% |
69% |
False |
False |
4,823 |
20 |
1,793.00 |
1,729.50 |
63.50 |
3.6% |
15.25 |
0.9% |
69% |
False |
False |
5,221 |
40 |
1,793.00 |
1,633.50 |
159.50 |
9.0% |
17.00 |
1.0% |
87% |
False |
False |
5,317 |
60 |
1,793.00 |
1,613.00 |
180.00 |
10.2% |
16.00 |
0.9% |
89% |
False |
False |
3,764 |
80 |
1,793.00 |
1,613.00 |
180.00 |
10.2% |
15.25 |
0.9% |
89% |
False |
False |
2,837 |
100 |
1,793.00 |
1,582.50 |
210.50 |
11.9% |
14.25 |
0.8% |
90% |
False |
False |
2,283 |
120 |
1,793.00 |
1,542.25 |
250.75 |
14.1% |
15.00 |
0.8% |
92% |
False |
False |
1,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,868.00 |
2.618 |
1,837.00 |
1.618 |
1,818.00 |
1.000 |
1,806.25 |
0.618 |
1,799.00 |
HIGH |
1,787.25 |
0.618 |
1,780.00 |
0.500 |
1,777.75 |
0.382 |
1,775.50 |
LOW |
1,768.25 |
0.618 |
1,756.50 |
1.000 |
1,749.25 |
1.618 |
1,737.50 |
2.618 |
1,718.50 |
4.250 |
1,687.50 |
|
|
Fisher Pivots for day following 20-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,777.75 |
1,780.50 |
PP |
1,776.25 |
1,778.00 |
S1 |
1,774.50 |
1,775.50 |
|