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 |
3,362.00 |
3,396.00 |
34.00 |
1.0% |
3,413.75 |
High |
3,399.75 |
3,416.50 |
16.75 |
0.5% |
3,416.50 |
Low |
3,356.00 |
3,395.50 |
39.50 |
1.2% |
3,354.00 |
Close |
3,394.25 |
3,414.00 |
19.75 |
0.6% |
3,414.00 |
Range |
43.75 |
21.00 |
-22.75 |
-52.0% |
62.50 |
ATR |
32.02 |
31.32 |
-0.70 |
-2.2% |
0.00 |
Volume |
719 |
1,237 |
518 |
72.0% |
3,571 |
|
Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,471.75 |
3,463.75 |
3,425.50 |
|
R3 |
3,450.75 |
3,442.75 |
3,419.75 |
|
R2 |
3,429.75 |
3,429.75 |
3,417.75 |
|
R1 |
3,421.75 |
3,421.75 |
3,416.00 |
3,425.75 |
PP |
3,408.75 |
3,408.75 |
3,408.75 |
3,410.50 |
S1 |
3,400.75 |
3,400.75 |
3,412.00 |
3,404.75 |
S2 |
3,387.75 |
3,387.75 |
3,410.25 |
|
S3 |
3,366.75 |
3,379.75 |
3,408.25 |
|
S4 |
3,345.75 |
3,358.75 |
3,402.50 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,582.25 |
3,560.75 |
3,448.50 |
|
R3 |
3,519.75 |
3,498.25 |
3,431.25 |
|
R2 |
3,457.25 |
3,457.25 |
3,425.50 |
|
R1 |
3,435.75 |
3,435.75 |
3,419.75 |
3,446.50 |
PP |
3,394.75 |
3,394.75 |
3,394.75 |
3,400.25 |
S1 |
3,373.25 |
3,373.25 |
3,408.25 |
3,384.00 |
S2 |
3,332.25 |
3,332.25 |
3,402.50 |
|
S3 |
3,269.75 |
3,310.75 |
3,396.75 |
|
S4 |
3,207.25 |
3,248.25 |
3,379.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,416.50 |
3,354.00 |
62.50 |
1.8% |
33.50 |
1.0% |
96% |
True |
False |
714 |
10 |
3,416.50 |
3,340.00 |
76.50 |
2.2% |
28.50 |
0.8% |
97% |
True |
False |
377 |
20 |
3,416.50 |
3,308.25 |
108.25 |
3.2% |
29.25 |
0.9% |
98% |
True |
False |
266 |
40 |
3,416.50 |
3,110.00 |
306.50 |
9.0% |
33.00 |
1.0% |
99% |
True |
False |
225 |
60 |
3,416.50 |
3,060.25 |
356.25 |
10.4% |
24.75 |
0.7% |
99% |
True |
False |
181 |
80 |
3,416.50 |
3,045.00 |
371.50 |
10.9% |
19.25 |
0.6% |
99% |
True |
False |
136 |
100 |
3,416.50 |
2,944.25 |
472.25 |
13.8% |
16.25 |
0.5% |
99% |
True |
False |
109 |
120 |
3,416.50 |
2,831.25 |
585.25 |
17.1% |
14.00 |
0.4% |
100% |
True |
False |
91 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,505.75 |
2.618 |
3,471.50 |
1.618 |
3,450.50 |
1.000 |
3,437.50 |
0.618 |
3,429.50 |
HIGH |
3,416.50 |
0.618 |
3,408.50 |
0.500 |
3,406.00 |
0.382 |
3,403.50 |
LOW |
3,395.50 |
0.618 |
3,382.50 |
1.000 |
3,374.50 |
1.618 |
3,361.50 |
2.618 |
3,340.50 |
4.250 |
3,306.25 |
|
|
Fisher Pivots for day following 22-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3,411.25 |
3,404.50 |
PP |
3,408.75 |
3,394.75 |
S1 |
3,406.00 |
3,385.25 |
|