Trading Metrics calculated at close of trading on 12-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,288.8 |
1,278.6 |
-10.2 |
-0.8% |
1,314.4 |
High |
1,289.0 |
1,286.5 |
-2.5 |
-0.2% |
1,325.2 |
Low |
1,281.2 |
1,263.6 |
-17.6 |
-1.4% |
1,283.0 |
Close |
1,283.1 |
1,273.2 |
-9.9 |
-0.8% |
1,286.6 |
Range |
7.8 |
22.9 |
15.1 |
193.6% |
42.2 |
ATR |
20.3 |
20.5 |
0.2 |
0.9% |
0.0 |
Volume |
5,358 |
2,952 |
-2,406 |
-44.9% |
10,118 |
|
Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,343.1 |
1,331.1 |
1,285.8 |
|
R3 |
1,320.2 |
1,308.2 |
1,279.5 |
|
R2 |
1,297.3 |
1,297.3 |
1,277.4 |
|
R1 |
1,285.3 |
1,285.3 |
1,275.3 |
1,279.9 |
PP |
1,274.4 |
1,274.4 |
1,274.4 |
1,271.7 |
S1 |
1,262.4 |
1,262.4 |
1,271.1 |
1,257.0 |
S2 |
1,251.5 |
1,251.5 |
1,269.0 |
|
S3 |
1,228.6 |
1,239.5 |
1,266.9 |
|
S4 |
1,205.7 |
1,216.6 |
1,260.6 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,424.9 |
1,397.9 |
1,309.8 |
|
R3 |
1,382.7 |
1,355.7 |
1,298.2 |
|
R2 |
1,340.5 |
1,340.5 |
1,294.3 |
|
R1 |
1,313.5 |
1,313.5 |
1,290.5 |
1,305.9 |
PP |
1,298.3 |
1,298.3 |
1,298.3 |
1,294.5 |
S1 |
1,271.3 |
1,271.3 |
1,282.7 |
1,263.7 |
S2 |
1,256.1 |
1,256.1 |
1,278.9 |
|
S3 |
1,213.9 |
1,229.1 |
1,275.0 |
|
S4 |
1,171.7 |
1,186.9 |
1,263.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,325.2 |
1,263.6 |
61.6 |
4.8% |
19.2 |
1.5% |
16% |
False |
True |
3,105 |
10 |
1,360.6 |
1,263.6 |
97.0 |
7.6% |
18.2 |
1.4% |
10% |
False |
True |
2,082 |
20 |
1,361.1 |
1,263.6 |
97.5 |
7.7% |
18.4 |
1.4% |
10% |
False |
True |
1,730 |
40 |
1,375.3 |
1,255.0 |
120.3 |
9.4% |
22.2 |
1.7% |
15% |
False |
False |
1,369 |
60 |
1,430.2 |
1,255.0 |
175.2 |
13.8% |
21.3 |
1.7% |
10% |
False |
False |
1,127 |
80 |
1,430.2 |
1,255.0 |
175.2 |
13.8% |
20.6 |
1.6% |
10% |
False |
False |
1,048 |
100 |
1,430.2 |
1,194.4 |
235.8 |
18.5% |
19.6 |
1.5% |
33% |
False |
False |
1,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,383.8 |
2.618 |
1,346.5 |
1.618 |
1,323.6 |
1.000 |
1,309.4 |
0.618 |
1,300.7 |
HIGH |
1,286.5 |
0.618 |
1,277.8 |
0.500 |
1,275.1 |
0.382 |
1,272.3 |
LOW |
1,263.6 |
0.618 |
1,249.4 |
1.000 |
1,240.7 |
1.618 |
1,226.5 |
2.618 |
1,203.6 |
4.250 |
1,166.3 |
|
|
Fisher Pivots for day following 12-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,275.1 |
1,288.5 |
PP |
1,274.4 |
1,283.4 |
S1 |
1,273.8 |
1,278.3 |
|