Trading Metrics calculated at close of trading on 13-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,773.15 |
15,739.50 |
-33.65 |
-0.2% |
15,621.20 |
High |
15,793.38 |
15,822.98 |
29.60 |
0.2% |
15,797.68 |
Low |
15,708.29 |
15,672.00 |
-36.29 |
-0.2% |
15,522.18 |
Close |
15,750.67 |
15,821.63 |
70.96 |
0.5% |
15,761.78 |
Range |
85.09 |
150.98 |
65.89 |
77.4% |
275.50 |
ATR |
123.26 |
125.24 |
1.98 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,225.14 |
16,174.37 |
15,904.67 |
|
R3 |
16,074.16 |
16,023.39 |
15,863.15 |
|
R2 |
15,923.18 |
15,923.18 |
15,849.31 |
|
R1 |
15,872.41 |
15,872.41 |
15,835.47 |
15,897.80 |
PP |
15,772.20 |
15,772.20 |
15,772.20 |
15,784.90 |
S1 |
15,721.43 |
15,721.43 |
15,807.79 |
15,746.82 |
S2 |
15,621.22 |
15,621.22 |
15,793.95 |
|
S3 |
15,470.24 |
15,570.45 |
15,780.11 |
|
S4 |
15,319.26 |
15,419.47 |
15,738.59 |
|
|
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 |
15,822.98 |
15,579.35 |
243.63 |
1.5% |
137.32 |
0.9% |
99% |
True |
False |
|
10 |
15,822.98 |
15,522.18 |
300.80 |
1.9% |
122.16 |
0.8% |
100% |
True |
False |
|
20 |
15,822.98 |
15,229.02 |
593.96 |
3.8% |
111.29 |
0.7% |
100% |
True |
False |
|
40 |
15,822.98 |
14,719.43 |
1,103.55 |
7.0% |
128.93 |
0.8% |
100% |
True |
False |
|
60 |
15,822.98 |
14,719.43 |
1,103.55 |
7.0% |
128.04 |
0.8% |
100% |
True |
False |
|
80 |
15,822.98 |
14,719.43 |
1,103.55 |
7.0% |
126.42 |
0.8% |
100% |
True |
False |
|
100 |
15,822.98 |
14,669.69 |
1,153.29 |
7.3% |
124.90 |
0.8% |
100% |
True |
False |
|
120 |
15,822.98 |
14,551.27 |
1,271.71 |
8.0% |
137.45 |
0.9% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,464.65 |
2.618 |
16,218.25 |
1.618 |
16,067.27 |
1.000 |
15,973.96 |
0.618 |
15,916.29 |
HIGH |
15,822.98 |
0.618 |
15,765.31 |
0.500 |
15,747.49 |
0.382 |
15,729.67 |
LOW |
15,672.00 |
0.618 |
15,578.69 |
1.000 |
15,521.02 |
1.618 |
15,427.71 |
2.618 |
15,276.73 |
4.250 |
15,030.34 |
|
|
Fisher Pivots for day following 13-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,796.92 |
15,796.92 |
PP |
15,772.20 |
15,772.20 |
S1 |
15,747.49 |
15,747.49 |
|