Trading Metrics calculated at close of trading on 11-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,591.54 |
15,759.28 |
167.74 |
1.1% |
15,621.20 |
High |
15,764.29 |
15,791.45 |
27.16 |
0.2% |
15,797.68 |
Low |
15,579.35 |
15,737.22 |
157.87 |
1.0% |
15,522.18 |
Close |
15,761.78 |
15,783.10 |
21.32 |
0.1% |
15,761.78 |
Range |
184.94 |
54.23 |
-130.71 |
-70.7% |
275.50 |
ATR |
131.73 |
126.20 |
-5.54 |
-4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,933.28 |
15,912.42 |
15,812.93 |
|
R3 |
15,879.05 |
15,858.19 |
15,798.01 |
|
R2 |
15,824.82 |
15,824.82 |
15,793.04 |
|
R1 |
15,803.96 |
15,803.96 |
15,788.07 |
15,814.39 |
PP |
15,770.59 |
15,770.59 |
15,770.59 |
15,775.81 |
S1 |
15,749.73 |
15,749.73 |
15,778.13 |
15,760.16 |
S2 |
15,716.36 |
15,716.36 |
15,773.16 |
|
S3 |
15,662.13 |
15,695.50 |
15,768.19 |
|
S4 |
15,607.90 |
15,641.27 |
15,753.27 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,520.38 |
16,416.58 |
15,913.31 |
|
R3 |
16,244.88 |
16,141.08 |
15,837.54 |
|
R2 |
15,969.38 |
15,969.38 |
15,812.29 |
|
R1 |
15,865.58 |
15,865.58 |
15,787.03 |
15,917.48 |
PP |
15,693.88 |
15,693.88 |
15,693.88 |
15,719.83 |
S1 |
15,590.08 |
15,590.08 |
15,736.53 |
15,641.98 |
S2 |
15,418.38 |
15,418.38 |
15,711.27 |
|
S3 |
15,142.88 |
15,314.58 |
15,686.02 |
|
S4 |
14,867.38 |
15,039.08 |
15,610.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,797.68 |
15,522.18 |
275.50 |
1.7% |
140.36 |
0.9% |
95% |
False |
False |
|
10 |
15,797.68 |
15,522.18 |
275.50 |
1.7% |
124.29 |
0.8% |
95% |
False |
False |
|
20 |
15,797.68 |
15,161.33 |
636.35 |
4.0% |
116.69 |
0.7% |
98% |
False |
False |
|
40 |
15,797.68 |
14,719.43 |
1,078.25 |
6.8% |
130.31 |
0.8% |
99% |
False |
False |
|
60 |
15,797.68 |
14,719.43 |
1,078.25 |
6.8% |
127.17 |
0.8% |
99% |
False |
False |
|
80 |
15,797.68 |
14,719.43 |
1,078.25 |
6.8% |
124.97 |
0.8% |
99% |
False |
False |
|
100 |
15,797.68 |
14,551.27 |
1,246.41 |
7.9% |
126.69 |
0.8% |
99% |
False |
False |
|
120 |
15,797.68 |
14,551.27 |
1,246.41 |
7.9% |
137.78 |
0.9% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,021.93 |
2.618 |
15,933.42 |
1.618 |
15,879.19 |
1.000 |
15,845.68 |
0.618 |
15,824.96 |
HIGH |
15,791.45 |
0.618 |
15,770.73 |
0.500 |
15,764.34 |
0.382 |
15,757.94 |
LOW |
15,737.22 |
0.618 |
15,703.71 |
1.000 |
15,682.99 |
1.618 |
15,649.48 |
2.618 |
15,595.25 |
4.250 |
15,506.74 |
|
|
Fisher Pivots for day following 11-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,776.85 |
15,751.57 |
PP |
15,770.59 |
15,720.04 |
S1 |
15,764.34 |
15,688.52 |
|