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 |
3,412.25 |
3,416.50 |
4.25 |
0.1% |
3,361.50 |
High |
3,421.25 |
3,425.75 |
4.50 |
0.1% |
3,421.25 |
Low |
3,405.25 |
3,380.25 |
-25.00 |
-0.7% |
3,338.25 |
Close |
3,416.50 |
3,384.00 |
-32.50 |
-1.0% |
3,416.50 |
Range |
16.00 |
45.50 |
29.50 |
184.4% |
83.00 |
ATR |
37.00 |
37.61 |
0.61 |
1.6% |
0.00 |
Volume |
156,493 |
223,476 |
66,983 |
42.8% |
1,012,766 |
|
Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,533.25 |
3,504.00 |
3,409.00 |
|
R3 |
3,487.75 |
3,458.50 |
3,396.50 |
|
R2 |
3,442.25 |
3,442.25 |
3,392.25 |
|
R1 |
3,413.00 |
3,413.00 |
3,388.25 |
3,405.00 |
PP |
3,396.75 |
3,396.75 |
3,396.75 |
3,392.50 |
S1 |
3,367.50 |
3,367.50 |
3,379.75 |
3,359.50 |
S2 |
3,351.25 |
3,351.25 |
3,375.75 |
|
S3 |
3,305.75 |
3,322.00 |
3,371.50 |
|
S4 |
3,260.25 |
3,276.50 |
3,359.00 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,641.00 |
3,611.75 |
3,462.25 |
|
R3 |
3,558.00 |
3,528.75 |
3,439.25 |
|
R2 |
3,475.00 |
3,475.00 |
3,431.75 |
|
R1 |
3,445.75 |
3,445.75 |
3,424.00 |
3,460.50 |
PP |
3,392.00 |
3,392.00 |
3,392.00 |
3,399.25 |
S1 |
3,362.75 |
3,362.75 |
3,409.00 |
3,377.50 |
S2 |
3,309.00 |
3,309.00 |
3,401.25 |
|
S3 |
3,226.00 |
3,279.75 |
3,393.75 |
|
S4 |
3,143.00 |
3,196.75 |
3,370.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,425.75 |
3,338.25 |
87.50 |
2.6% |
36.50 |
1.1% |
52% |
True |
False |
214,260 |
10 |
3,425.75 |
3,310.00 |
115.75 |
3.4% |
39.00 |
1.2% |
64% |
True |
False |
237,275 |
20 |
3,425.75 |
3,310.00 |
115.75 |
3.4% |
35.75 |
1.1% |
64% |
True |
False |
234,051 |
40 |
3,425.75 |
3,110.75 |
315.00 |
9.3% |
39.50 |
1.2% |
87% |
True |
False |
248,278 |
60 |
3,425.75 |
3,050.00 |
375.75 |
11.1% |
38.00 |
1.1% |
89% |
True |
False |
195,677 |
80 |
3,425.75 |
3,049.25 |
376.50 |
11.1% |
34.50 |
1.0% |
89% |
True |
False |
146,821 |
100 |
3,425.75 |
2,887.00 |
538.75 |
15.9% |
31.25 |
0.9% |
92% |
True |
False |
117,464 |
120 |
3,425.75 |
2,813.00 |
612.75 |
18.1% |
28.50 |
0.8% |
93% |
True |
False |
97,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,619.00 |
2.618 |
3,544.75 |
1.618 |
3,499.25 |
1.000 |
3,471.25 |
0.618 |
3,453.75 |
HIGH |
3,425.75 |
0.618 |
3,408.25 |
0.500 |
3,403.00 |
0.382 |
3,397.75 |
LOW |
3,380.25 |
0.618 |
3,352.25 |
1.000 |
3,334.75 |
1.618 |
3,306.75 |
2.618 |
3,261.25 |
4.250 |
3,187.00 |
|
|
Fisher Pivots for day following 18-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3,403.00 |
3,403.00 |
PP |
3,396.75 |
3,396.75 |
S1 |
3,390.25 |
3,390.25 |
|