Trading Metrics calculated at close of trading on 13-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,278.6 |
1,268.2 |
-10.4 |
-0.8% |
1,314.4 |
High |
1,286.5 |
1,279.9 |
-6.6 |
-0.5% |
1,325.2 |
Low |
1,263.6 |
1,267.9 |
4.3 |
0.3% |
1,283.0 |
Close |
1,273.2 |
1,270.4 |
-2.8 |
-0.2% |
1,286.6 |
Range |
22.9 |
12.0 |
-10.9 |
-47.6% |
42.2 |
ATR |
20.5 |
19.9 |
-0.6 |
-3.0% |
0.0 |
Volume |
2,952 |
2,774 |
-178 |
-6.0% |
10,118 |
|
Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,308.7 |
1,301.6 |
1,277.0 |
|
R3 |
1,296.7 |
1,289.6 |
1,273.7 |
|
R2 |
1,284.7 |
1,284.7 |
1,272.6 |
|
R1 |
1,277.6 |
1,277.6 |
1,271.5 |
1,281.2 |
PP |
1,272.7 |
1,272.7 |
1,272.7 |
1,274.5 |
S1 |
1,265.6 |
1,265.6 |
1,269.3 |
1,269.2 |
S2 |
1,260.7 |
1,260.7 |
1,268.2 |
|
S3 |
1,248.7 |
1,253.6 |
1,267.1 |
|
S4 |
1,236.7 |
1,241.6 |
1,263.8 |
|
|
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% |
19.7 |
1.6% |
11% |
False |
False |
3,316 |
10 |
1,342.0 |
1,263.6 |
78.4 |
6.2% |
17.0 |
1.3% |
9% |
False |
False |
2,317 |
20 |
1,361.1 |
1,263.6 |
97.5 |
7.7% |
18.2 |
1.4% |
7% |
False |
False |
1,716 |
40 |
1,375.3 |
1,255.0 |
120.3 |
9.5% |
20.7 |
1.6% |
13% |
False |
False |
1,429 |
60 |
1,430.2 |
1,255.0 |
175.2 |
13.8% |
21.2 |
1.7% |
9% |
False |
False |
1,166 |
80 |
1,430.2 |
1,255.0 |
175.2 |
13.8% |
20.5 |
1.6% |
9% |
False |
False |
1,067 |
100 |
1,430.2 |
1,194.4 |
235.8 |
18.6% |
19.7 |
1.6% |
32% |
False |
False |
1,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,330.9 |
2.618 |
1,311.3 |
1.618 |
1,299.3 |
1.000 |
1,291.9 |
0.618 |
1,287.3 |
HIGH |
1,279.9 |
0.618 |
1,275.3 |
0.500 |
1,273.9 |
0.382 |
1,272.5 |
LOW |
1,267.9 |
0.618 |
1,260.5 |
1.000 |
1,255.9 |
1.618 |
1,248.5 |
2.618 |
1,236.5 |
4.250 |
1,216.9 |
|
|
Fisher Pivots for day following 13-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,273.9 |
1,276.3 |
PP |
1,272.7 |
1,274.3 |
S1 |
1,271.6 |
1,272.4 |
|