Trading Metrics calculated at close of trading on 12-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,759.28 |
15,773.15 |
13.87 |
0.1% |
15,621.20 |
High |
15,791.45 |
15,793.38 |
1.93 |
0.0% |
15,797.68 |
Low |
15,737.22 |
15,708.29 |
-28.93 |
-0.2% |
15,522.18 |
Close |
15,783.10 |
15,750.67 |
-32.43 |
-0.2% |
15,761.78 |
Range |
54.23 |
85.09 |
30.86 |
56.9% |
275.50 |
ATR |
126.20 |
123.26 |
-2.94 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,006.05 |
15,963.45 |
15,797.47 |
|
R3 |
15,920.96 |
15,878.36 |
15,774.07 |
|
R2 |
15,835.87 |
15,835.87 |
15,766.27 |
|
R1 |
15,793.27 |
15,793.27 |
15,758.47 |
15,772.03 |
PP |
15,750.78 |
15,750.78 |
15,750.78 |
15,740.16 |
S1 |
15,708.18 |
15,708.18 |
15,742.87 |
15,686.94 |
S2 |
15,665.69 |
15,665.69 |
15,735.07 |
|
S3 |
15,580.60 |
15,623.09 |
15,727.27 |
|
S4 |
15,495.51 |
15,538.00 |
15,703.87 |
|
|
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 |
15,579.35 |
218.33 |
1.4% |
131.44 |
0.8% |
78% |
False |
False |
|
10 |
15,797.68 |
15,522.18 |
275.50 |
1.7% |
121.71 |
0.8% |
83% |
False |
False |
|
20 |
15,797.68 |
15,170.70 |
626.98 |
4.0% |
113.92 |
0.7% |
93% |
False |
False |
|
40 |
15,797.68 |
14,719.43 |
1,078.25 |
6.8% |
131.14 |
0.8% |
96% |
False |
False |
|
60 |
15,797.68 |
14,719.43 |
1,078.25 |
6.8% |
126.90 |
0.8% |
96% |
False |
False |
|
80 |
15,797.68 |
14,719.43 |
1,078.25 |
6.8% |
125.29 |
0.8% |
96% |
False |
False |
|
100 |
15,797.68 |
14,551.27 |
1,246.41 |
7.9% |
125.84 |
0.8% |
96% |
False |
False |
|
120 |
15,797.68 |
14,551.27 |
1,246.41 |
7.9% |
137.09 |
0.9% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,155.01 |
2.618 |
16,016.15 |
1.618 |
15,931.06 |
1.000 |
15,878.47 |
0.618 |
15,845.97 |
HIGH |
15,793.38 |
0.618 |
15,760.88 |
0.500 |
15,750.84 |
0.382 |
15,740.79 |
LOW |
15,708.29 |
0.618 |
15,655.70 |
1.000 |
15,623.20 |
1.618 |
15,570.61 |
2.618 |
15,485.52 |
4.250 |
15,346.66 |
|
|
Fisher Pivots for day following 12-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,750.84 |
15,729.24 |
PP |
15,750.78 |
15,707.80 |
S1 |
15,750.73 |
15,686.37 |
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