Trading Metrics calculated at close of trading on 14-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,739.50 |
15,806.22 |
66.72 |
0.4% |
15,621.20 |
High |
15,822.98 |
15,884.99 |
62.01 |
0.4% |
15,797.68 |
Low |
15,672.00 |
15,798.74 |
126.74 |
0.8% |
15,522.18 |
Close |
15,821.63 |
15,876.22 |
54.59 |
0.3% |
15,761.78 |
Range |
150.98 |
86.25 |
-64.73 |
-42.9% |
275.50 |
ATR |
125.24 |
122.46 |
-2.79 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,112.07 |
16,080.39 |
15,923.66 |
|
R3 |
16,025.82 |
15,994.14 |
15,899.94 |
|
R2 |
15,939.57 |
15,939.57 |
15,892.03 |
|
R1 |
15,907.89 |
15,907.89 |
15,884.13 |
15,923.73 |
PP |
15,853.32 |
15,853.32 |
15,853.32 |
15,861.24 |
S1 |
15,821.64 |
15,821.64 |
15,868.31 |
15,837.48 |
S2 |
15,767.07 |
15,767.07 |
15,860.41 |
|
S3 |
15,680.82 |
15,735.39 |
15,852.50 |
|
S4 |
15,594.57 |
15,649.14 |
15,828.78 |
|
|
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 |
15,884.99 |
15,579.35 |
305.64 |
1.9% |
112.30 |
0.7% |
97% |
True |
False |
|
10 |
15,884.99 |
15,522.18 |
362.81 |
2.3% |
120.07 |
0.8% |
98% |
True |
False |
|
20 |
15,884.99 |
15,321.81 |
563.18 |
3.5% |
108.25 |
0.7% |
98% |
True |
False |
|
40 |
15,884.99 |
14,719.43 |
1,165.56 |
7.3% |
129.32 |
0.8% |
99% |
True |
False |
|
60 |
15,884.99 |
14,719.43 |
1,165.56 |
7.3% |
127.16 |
0.8% |
99% |
True |
False |
|
80 |
15,884.99 |
14,719.43 |
1,165.56 |
7.3% |
126.18 |
0.8% |
99% |
True |
False |
|
100 |
15,884.99 |
14,719.43 |
1,165.56 |
7.3% |
124.34 |
0.8% |
99% |
True |
False |
|
120 |
15,884.99 |
14,551.27 |
1,333.72 |
8.4% |
136.39 |
0.9% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,251.55 |
2.618 |
16,110.79 |
1.618 |
16,024.54 |
1.000 |
15,971.24 |
0.618 |
15,938.29 |
HIGH |
15,884.99 |
0.618 |
15,852.04 |
0.500 |
15,841.87 |
0.382 |
15,831.69 |
LOW |
15,798.74 |
0.618 |
15,745.44 |
1.000 |
15,712.49 |
1.618 |
15,659.19 |
2.618 |
15,572.94 |
4.250 |
15,432.18 |
|
|
Fisher Pivots for day following 14-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,864.77 |
15,843.65 |
PP |
15,853.32 |
15,811.07 |
S1 |
15,841.87 |
15,778.50 |
|