Trading Metrics calculated at close of trading on 14-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,268.2 |
1,284.6 |
16.4 |
1.3% |
1,314.4 |
High |
1,279.9 |
1,294.8 |
14.9 |
1.2% |
1,325.2 |
Low |
1,267.9 |
1,279.9 |
12.0 |
0.9% |
1,283.0 |
Close |
1,270.4 |
1,288.2 |
17.8 |
1.4% |
1,286.6 |
Range |
12.0 |
14.9 |
2.9 |
24.2% |
42.2 |
ATR |
19.9 |
20.2 |
0.3 |
1.6% |
0.0 |
Volume |
2,774 |
3,436 |
662 |
23.9% |
10,118 |
|
Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,332.3 |
1,325.2 |
1,296.4 |
|
R3 |
1,317.4 |
1,310.3 |
1,292.3 |
|
R2 |
1,302.5 |
1,302.5 |
1,290.9 |
|
R1 |
1,295.4 |
1,295.4 |
1,289.6 |
1,299.0 |
PP |
1,287.6 |
1,287.6 |
1,287.6 |
1,289.4 |
S1 |
1,280.5 |
1,280.5 |
1,286.8 |
1,284.1 |
S2 |
1,272.7 |
1,272.7 |
1,285.5 |
|
S3 |
1,257.8 |
1,265.6 |
1,284.1 |
|
S4 |
1,242.9 |
1,250.7 |
1,280.0 |
|
|
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 |
1,313.3 |
1,263.6 |
49.7 |
3.9% |
17.6 |
1.4% |
49% |
False |
False |
3,649 |
10 |
1,328.0 |
1,263.6 |
64.4 |
5.0% |
16.4 |
1.3% |
38% |
False |
False |
2,582 |
20 |
1,361.1 |
1,263.6 |
97.5 |
7.6% |
16.7 |
1.3% |
25% |
False |
False |
1,815 |
40 |
1,369.6 |
1,255.0 |
114.6 |
8.9% |
20.7 |
1.6% |
29% |
False |
False |
1,482 |
60 |
1,430.2 |
1,255.0 |
175.2 |
13.6% |
21.3 |
1.7% |
19% |
False |
False |
1,220 |
80 |
1,430.2 |
1,255.0 |
175.2 |
13.6% |
20.3 |
1.6% |
19% |
False |
False |
1,090 |
100 |
1,430.2 |
1,194.4 |
235.8 |
18.3% |
19.8 |
1.5% |
40% |
False |
False |
1,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,358.1 |
2.618 |
1,333.8 |
1.618 |
1,318.9 |
1.000 |
1,309.7 |
0.618 |
1,304.0 |
HIGH |
1,294.8 |
0.618 |
1,289.1 |
0.500 |
1,287.4 |
0.382 |
1,285.6 |
LOW |
1,279.9 |
0.618 |
1,270.7 |
1.000 |
1,265.0 |
1.618 |
1,255.8 |
2.618 |
1,240.9 |
4.250 |
1,216.6 |
|
|
Fisher Pivots for day following 14-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,287.9 |
1,285.2 |
PP |
1,287.6 |
1,282.2 |
S1 |
1,287.4 |
1,279.2 |
|