Trading Metrics calculated at close of trading on 18-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,292.0 |
1,289.9 |
-2.1 |
-0.2% |
1,288.8 |
High |
1,292.0 |
1,289.9 |
-2.1 |
-0.2% |
1,294.8 |
Low |
1,283.2 |
1,273.4 |
-9.8 |
-0.8% |
1,263.6 |
Close |
1,289.2 |
1,274.0 |
-15.2 |
-1.2% |
1,289.2 |
Range |
8.8 |
16.5 |
7.7 |
87.5% |
31.2 |
ATR |
19.4 |
19.2 |
-0.2 |
-1.1% |
0.0 |
Volume |
1,596 |
1,312 |
-284 |
-17.8% |
16,116 |
|
Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,328.6 |
1,317.8 |
1,283.1 |
|
R3 |
1,312.1 |
1,301.3 |
1,278.5 |
|
R2 |
1,295.6 |
1,295.6 |
1,277.0 |
|
R1 |
1,284.8 |
1,284.8 |
1,275.5 |
1,282.0 |
PP |
1,279.1 |
1,279.1 |
1,279.1 |
1,277.7 |
S1 |
1,268.3 |
1,268.3 |
1,272.5 |
1,265.5 |
S2 |
1,262.6 |
1,262.6 |
1,271.0 |
|
S3 |
1,246.1 |
1,251.8 |
1,269.5 |
|
S4 |
1,229.6 |
1,235.3 |
1,264.9 |
|
|
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% |
15.0 |
1.2% |
33% |
False |
False |
2,414 |
10 |
1,325.2 |
1,263.6 |
61.6 |
4.8% |
16.0 |
1.3% |
17% |
False |
False |
2,587 |
20 |
1,361.1 |
1,263.6 |
97.5 |
7.7% |
16.8 |
1.3% |
11% |
False |
False |
1,896 |
40 |
1,361.1 |
1,255.0 |
106.1 |
8.3% |
20.0 |
1.6% |
18% |
False |
False |
1,533 |
60 |
1,430.2 |
1,255.0 |
175.2 |
13.8% |
20.9 |
1.6% |
11% |
False |
False |
1,247 |
80 |
1,430.2 |
1,255.0 |
175.2 |
13.8% |
20.3 |
1.6% |
11% |
False |
False |
1,104 |
100 |
1,430.2 |
1,194.4 |
235.8 |
18.5% |
19.5 |
1.5% |
34% |
False |
False |
1,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,360.0 |
2.618 |
1,333.1 |
1.618 |
1,316.6 |
1.000 |
1,306.4 |
0.618 |
1,300.1 |
HIGH |
1,289.9 |
0.618 |
1,283.6 |
0.500 |
1,281.7 |
0.382 |
1,279.7 |
LOW |
1,273.4 |
0.618 |
1,263.2 |
1.000 |
1,256.9 |
1.618 |
1,246.7 |
2.618 |
1,230.2 |
4.250 |
1,203.3 |
|
|
Fisher Pivots for day following 18-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,281.7 |
1,284.1 |
PP |
1,279.1 |
1,280.7 |
S1 |
1,276.6 |
1,277.4 |
|