Trading Metrics calculated at close of trading on 22-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,773.00 |
1,786.75 |
13.75 |
0.8% |
1,787.75 |
High |
1,788.75 |
1,796.50 |
7.75 |
0.4% |
1,796.50 |
Low |
1,769.25 |
1,785.50 |
16.25 |
0.9% |
1,768.25 |
Close |
1,787.00 |
1,794.50 |
7.50 |
0.4% |
1,794.50 |
Range |
19.50 |
11.00 |
-8.50 |
-43.6% |
28.25 |
ATR |
16.34 |
15.96 |
-0.38 |
-2.3% |
0.00 |
Volume |
3,466 |
5,528 |
2,062 |
59.5% |
24,291 |
|
Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,825.25 |
1,820.75 |
1,800.50 |
|
R3 |
1,814.25 |
1,809.75 |
1,797.50 |
|
R2 |
1,803.25 |
1,803.25 |
1,796.50 |
|
R1 |
1,798.75 |
1,798.75 |
1,795.50 |
1,801.00 |
PP |
1,792.25 |
1,792.25 |
1,792.25 |
1,793.25 |
S1 |
1,787.75 |
1,787.75 |
1,793.50 |
1,790.00 |
S2 |
1,781.25 |
1,781.25 |
1,792.50 |
|
S3 |
1,770.25 |
1,776.75 |
1,791.50 |
|
S4 |
1,759.25 |
1,765.75 |
1,788.50 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,871.25 |
1,861.00 |
1,810.00 |
|
R3 |
1,843.00 |
1,832.75 |
1,802.25 |
|
R2 |
1,814.75 |
1,814.75 |
1,799.75 |
|
R1 |
1,804.50 |
1,804.50 |
1,797.00 |
1,809.50 |
PP |
1,786.50 |
1,786.50 |
1,786.50 |
1,789.00 |
S1 |
1,776.25 |
1,776.25 |
1,792.00 |
1,781.50 |
S2 |
1,758.25 |
1,758.25 |
1,789.25 |
|
S3 |
1,730.00 |
1,748.00 |
1,786.75 |
|
S4 |
1,701.75 |
1,719.75 |
1,779.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,796.50 |
1,768.25 |
28.25 |
1.6% |
15.00 |
0.8% |
93% |
True |
False |
4,858 |
10 |
1,796.50 |
1,748.00 |
48.50 |
2.7% |
14.00 |
0.8% |
96% |
True |
False |
4,948 |
20 |
1,796.50 |
1,729.50 |
67.00 |
3.7% |
15.75 |
0.9% |
97% |
True |
False |
5,313 |
40 |
1,796.50 |
1,633.50 |
163.00 |
9.1% |
17.00 |
1.0% |
99% |
True |
False |
5,320 |
60 |
1,796.50 |
1,613.00 |
183.50 |
10.2% |
16.00 |
0.9% |
99% |
True |
False |
3,911 |
80 |
1,796.50 |
1,613.00 |
183.50 |
10.2% |
15.25 |
0.8% |
99% |
True |
False |
2,948 |
100 |
1,796.50 |
1,599.00 |
197.50 |
11.0% |
14.25 |
0.8% |
99% |
True |
False |
2,371 |
120 |
1,796.50 |
1,542.25 |
254.25 |
14.2% |
15.00 |
0.8% |
99% |
True |
False |
1,999 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,843.25 |
2.618 |
1,825.25 |
1.618 |
1,814.25 |
1.000 |
1,807.50 |
0.618 |
1,803.25 |
HIGH |
1,796.50 |
0.618 |
1,792.25 |
0.500 |
1,791.00 |
0.382 |
1,789.75 |
LOW |
1,785.50 |
0.618 |
1,778.75 |
1.000 |
1,774.50 |
1.618 |
1,767.75 |
2.618 |
1,756.75 |
4.250 |
1,738.75 |
|
|
Fisher Pivots for day following 22-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,793.25 |
1,790.50 |
PP |
1,792.25 |
1,786.50 |
S1 |
1,791.00 |
1,782.50 |
|