Trading Metrics calculated at close of trading on 15-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,806.22 |
15,876.16 |
69.94 |
0.4% |
15,759.28 |
High |
15,884.99 |
15,962.98 |
77.99 |
0.5% |
15,962.98 |
Low |
15,798.74 |
15,875.90 |
77.16 |
0.5% |
15,672.00 |
Close |
15,876.22 |
15,961.70 |
85.48 |
0.5% |
15,961.70 |
Range |
86.25 |
87.08 |
0.83 |
1.0% |
290.98 |
ATR |
122.46 |
119.93 |
-2.53 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,194.77 |
16,165.31 |
16,009.59 |
|
R3 |
16,107.69 |
16,078.23 |
15,985.65 |
|
R2 |
16,020.61 |
16,020.61 |
15,977.66 |
|
R1 |
15,991.15 |
15,991.15 |
15,969.68 |
16,005.88 |
PP |
15,933.53 |
15,933.53 |
15,933.53 |
15,940.89 |
S1 |
15,904.07 |
15,904.07 |
15,953.72 |
15,918.80 |
S2 |
15,846.45 |
15,846.45 |
15,945.74 |
|
S3 |
15,759.37 |
15,816.99 |
15,937.75 |
|
S4 |
15,672.29 |
15,729.91 |
15,913.81 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,738.50 |
16,641.08 |
16,121.74 |
|
R3 |
16,447.52 |
16,350.10 |
16,041.72 |
|
R2 |
16,156.54 |
16,156.54 |
16,015.05 |
|
R1 |
16,059.12 |
16,059.12 |
15,988.37 |
16,107.83 |
PP |
15,865.56 |
15,865.56 |
15,865.56 |
15,889.92 |
S1 |
15,768.14 |
15,768.14 |
15,935.03 |
15,816.85 |
S2 |
15,574.58 |
15,574.58 |
15,908.35 |
|
S3 |
15,283.60 |
15,477.16 |
15,881.68 |
|
S4 |
14,992.62 |
15,186.18 |
15,801.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,962.98 |
15,672.00 |
290.98 |
1.8% |
92.73 |
0.6% |
100% |
True |
False |
|
10 |
15,962.98 |
15,522.18 |
440.80 |
2.8% |
118.16 |
0.7% |
100% |
True |
False |
|
20 |
15,962.98 |
15,362.66 |
600.32 |
3.8% |
108.05 |
0.7% |
100% |
True |
False |
|
40 |
15,962.98 |
14,719.43 |
1,243.55 |
7.8% |
126.33 |
0.8% |
100% |
True |
False |
|
60 |
15,962.98 |
14,719.43 |
1,243.55 |
7.8% |
127.11 |
0.8% |
100% |
True |
False |
|
80 |
15,962.98 |
14,719.43 |
1,243.55 |
7.8% |
125.96 |
0.8% |
100% |
True |
False |
|
100 |
15,962.98 |
14,719.43 |
1,243.55 |
7.8% |
123.52 |
0.8% |
100% |
True |
False |
|
120 |
15,962.98 |
14,551.27 |
1,411.71 |
8.8% |
135.69 |
0.9% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,333.07 |
2.618 |
16,190.96 |
1.618 |
16,103.88 |
1.000 |
16,050.06 |
0.618 |
16,016.80 |
HIGH |
15,962.98 |
0.618 |
15,929.72 |
0.500 |
15,919.44 |
0.382 |
15,909.16 |
LOW |
15,875.90 |
0.618 |
15,822.08 |
1.000 |
15,788.82 |
1.618 |
15,735.00 |
2.618 |
15,647.92 |
4.250 |
15,505.81 |
|
|
Fisher Pivots for day following 15-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,947.61 |
15,913.63 |
PP |
15,933.53 |
15,865.56 |
S1 |
15,919.44 |
15,817.49 |
|