Trading Metrics calculated at close of trading on 15-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,284.6 |
1,292.0 |
7.4 |
0.6% |
1,288.8 |
High |
1,294.8 |
1,292.0 |
-2.8 |
-0.2% |
1,294.8 |
Low |
1,279.9 |
1,283.2 |
3.3 |
0.3% |
1,263.6 |
Close |
1,288.2 |
1,289.2 |
1.0 |
0.1% |
1,289.2 |
Range |
14.9 |
8.8 |
-6.1 |
-40.9% |
31.2 |
ATR |
20.2 |
19.4 |
-0.8 |
-4.0% |
0.0 |
Volume |
3,436 |
1,596 |
-1,840 |
-53.6% |
16,116 |
|
Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,314.5 |
1,310.7 |
1,294.0 |
|
R3 |
1,305.7 |
1,301.9 |
1,291.6 |
|
R2 |
1,296.9 |
1,296.9 |
1,290.8 |
|
R1 |
1,293.1 |
1,293.1 |
1,290.0 |
1,290.6 |
PP |
1,288.1 |
1,288.1 |
1,288.1 |
1,286.9 |
S1 |
1,284.3 |
1,284.3 |
1,288.4 |
1,281.8 |
S2 |
1,279.3 |
1,279.3 |
1,287.6 |
|
S3 |
1,270.5 |
1,275.5 |
1,286.8 |
|
S4 |
1,261.7 |
1,266.7 |
1,284.4 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.1 |
1,363.9 |
1,306.4 |
|
R3 |
1,344.9 |
1,332.7 |
1,297.8 |
|
R2 |
1,313.7 |
1,313.7 |
1,294.9 |
|
R1 |
1,301.5 |
1,301.5 |
1,292.1 |
1,307.6 |
PP |
1,282.5 |
1,282.5 |
1,282.5 |
1,285.6 |
S1 |
1,270.3 |
1,270.3 |
1,286.3 |
1,276.4 |
S2 |
1,251.3 |
1,251.3 |
1,283.5 |
|
S3 |
1,220.1 |
1,239.1 |
1,280.6 |
|
S4 |
1,188.9 |
1,207.9 |
1,272.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,294.8 |
1,263.6 |
31.2 |
2.4% |
13.3 |
1.0% |
82% |
False |
False |
3,223 |
10 |
1,325.2 |
1,263.6 |
61.6 |
4.8% |
15.3 |
1.2% |
42% |
False |
False |
2,623 |
20 |
1,361.1 |
1,263.6 |
97.5 |
7.6% |
16.4 |
1.3% |
26% |
False |
False |
1,878 |
40 |
1,361.1 |
1,255.0 |
106.1 |
8.2% |
19.9 |
1.5% |
32% |
False |
False |
1,510 |
60 |
1,430.2 |
1,255.0 |
175.2 |
13.6% |
21.0 |
1.6% |
20% |
False |
False |
1,237 |
80 |
1,430.2 |
1,255.0 |
175.2 |
13.6% |
20.3 |
1.6% |
20% |
False |
False |
1,095 |
100 |
1,430.2 |
1,194.4 |
235.8 |
18.3% |
19.7 |
1.5% |
40% |
False |
False |
1,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,329.4 |
2.618 |
1,315.0 |
1.618 |
1,306.2 |
1.000 |
1,300.8 |
0.618 |
1,297.4 |
HIGH |
1,292.0 |
0.618 |
1,288.6 |
0.500 |
1,287.6 |
0.382 |
1,286.6 |
LOW |
1,283.2 |
0.618 |
1,277.8 |
1.000 |
1,274.4 |
1.618 |
1,269.0 |
2.618 |
1,260.2 |
4.250 |
1,245.8 |
|
|
Fisher Pivots for day following 15-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,288.7 |
1,286.6 |
PP |
1,288.1 |
1,284.0 |
S1 |
1,287.6 |
1,281.4 |
|