Trading Metrics calculated at close of trading on 22-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,246.9 |
1,244.0 |
-2.9 |
-0.2% |
1,289.9 |
High |
1,250.4 |
1,248.5 |
-1.9 |
-0.2% |
1,289.9 |
Low |
1,237.9 |
1,242.5 |
4.6 |
0.4% |
1,237.9 |
Close |
1,245.1 |
1,245.4 |
0.3 |
0.0% |
1,245.4 |
Range |
12.5 |
6.0 |
-6.5 |
-52.0% |
52.0 |
ATR |
19.6 |
18.7 |
-1.0 |
-5.0% |
0.0 |
Volume |
3,086 |
10,443 |
7,357 |
238.4% |
22,652 |
|
Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,263.5 |
1,260.4 |
1,248.7 |
|
R3 |
1,257.5 |
1,254.4 |
1,247.1 |
|
R2 |
1,251.5 |
1,251.5 |
1,246.5 |
|
R1 |
1,248.4 |
1,248.4 |
1,246.0 |
1,250.0 |
PP |
1,245.5 |
1,245.5 |
1,245.5 |
1,246.2 |
S1 |
1,242.4 |
1,242.4 |
1,244.9 |
1,244.0 |
S2 |
1,239.5 |
1,239.5 |
1,244.3 |
|
S3 |
1,233.5 |
1,236.4 |
1,243.8 |
|
S4 |
1,227.5 |
1,230.4 |
1,242.1 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,413.7 |
1,381.6 |
1,274.0 |
|
R3 |
1,361.7 |
1,329.6 |
1,259.7 |
|
R2 |
1,309.7 |
1,309.7 |
1,254.9 |
|
R1 |
1,277.6 |
1,277.6 |
1,250.2 |
1,267.7 |
PP |
1,257.7 |
1,257.7 |
1,257.7 |
1,252.8 |
S1 |
1,225.6 |
1,225.6 |
1,240.6 |
1,215.7 |
S2 |
1,205.7 |
1,205.7 |
1,235.9 |
|
S3 |
1,153.7 |
1,173.6 |
1,231.1 |
|
S4 |
1,101.7 |
1,121.6 |
1,216.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,289.9 |
1,237.9 |
52.0 |
4.2% |
15.3 |
1.2% |
14% |
False |
False |
4,530 |
10 |
1,294.8 |
1,237.9 |
56.9 |
4.6% |
14.3 |
1.1% |
13% |
False |
False |
3,876 |
20 |
1,361.1 |
1,237.9 |
123.2 |
9.9% |
16.0 |
1.3% |
6% |
False |
False |
2,679 |
40 |
1,361.1 |
1,237.9 |
123.2 |
9.9% |
19.7 |
1.6% |
6% |
False |
False |
2,013 |
60 |
1,416.0 |
1,237.9 |
178.1 |
14.3% |
20.8 |
1.7% |
4% |
False |
False |
1,568 |
80 |
1,430.2 |
1,237.9 |
192.3 |
15.4% |
20.4 |
1.6% |
4% |
False |
False |
1,337 |
100 |
1,430.2 |
1,215.8 |
214.4 |
17.2% |
19.2 |
1.5% |
14% |
False |
False |
1,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,274.0 |
2.618 |
1,264.2 |
1.618 |
1,258.2 |
1.000 |
1,254.5 |
0.618 |
1,252.2 |
HIGH |
1,248.5 |
0.618 |
1,246.2 |
0.500 |
1,245.5 |
0.382 |
1,244.8 |
LOW |
1,242.5 |
0.618 |
1,238.8 |
1.000 |
1,236.5 |
1.618 |
1,232.8 |
2.618 |
1,226.8 |
4.250 |
1,217.0 |
|
|
Fisher Pivots for day following 22-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,245.5 |
1,257.2 |
PP |
1,245.5 |
1,253.3 |
S1 |
1,245.4 |
1,249.3 |
|