Trading Metrics calculated at close of trading on 21-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,276.5 |
1,246.9 |
-29.6 |
-2.3% |
1,288.8 |
High |
1,276.5 |
1,250.4 |
-26.1 |
-2.0% |
1,294.8 |
Low |
1,243.5 |
1,237.9 |
-5.6 |
-0.5% |
1,263.6 |
Close |
1,259.8 |
1,245.1 |
-14.7 |
-1.2% |
1,289.2 |
Range |
33.0 |
12.5 |
-20.5 |
-62.1% |
31.2 |
ATR |
19.5 |
19.6 |
0.2 |
0.9% |
0.0 |
Volume |
6,250 |
3,086 |
-3,164 |
-50.6% |
16,116 |
|
Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,282.0 |
1,276.0 |
1,252.0 |
|
R3 |
1,269.5 |
1,263.5 |
1,248.5 |
|
R2 |
1,257.0 |
1,257.0 |
1,247.4 |
|
R1 |
1,251.0 |
1,251.0 |
1,246.2 |
1,247.8 |
PP |
1,244.5 |
1,244.5 |
1,244.5 |
1,242.8 |
S1 |
1,238.5 |
1,238.5 |
1,244.0 |
1,235.3 |
S2 |
1,232.0 |
1,232.0 |
1,242.8 |
|
S3 |
1,219.5 |
1,226.0 |
1,241.7 |
|
S4 |
1,207.0 |
1,213.5 |
1,238.2 |
|
|
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 |
1,292.0 |
1,237.9 |
54.1 |
4.3% |
15.9 |
1.3% |
13% |
False |
True |
2,761 |
10 |
1,313.3 |
1,237.9 |
75.4 |
6.1% |
16.7 |
1.3% |
10% |
False |
True |
3,205 |
20 |
1,361.1 |
1,237.9 |
123.2 |
9.9% |
16.6 |
1.3% |
6% |
False |
True |
2,177 |
40 |
1,361.1 |
1,237.9 |
123.2 |
9.9% |
20.0 |
1.6% |
6% |
False |
True |
1,776 |
60 |
1,419.2 |
1,237.9 |
181.3 |
14.6% |
21.0 |
1.7% |
4% |
False |
True |
1,402 |
80 |
1,430.2 |
1,237.9 |
192.3 |
15.4% |
20.6 |
1.7% |
4% |
False |
True |
1,219 |
100 |
1,430.2 |
1,215.8 |
214.4 |
17.2% |
19.3 |
1.6% |
14% |
False |
False |
1,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,303.5 |
2.618 |
1,283.1 |
1.618 |
1,270.6 |
1.000 |
1,262.9 |
0.618 |
1,258.1 |
HIGH |
1,250.4 |
0.618 |
1,245.6 |
0.500 |
1,244.2 |
0.382 |
1,242.7 |
LOW |
1,237.9 |
0.618 |
1,230.2 |
1.000 |
1,225.4 |
1.618 |
1,217.7 |
2.618 |
1,205.2 |
4.250 |
1,184.8 |
|
|
Fisher Pivots for day following 21-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,244.8 |
1,258.3 |
PP |
1,244.5 |
1,253.9 |
S1 |
1,244.2 |
1,249.5 |
|