Trading Metrics calculated at close of trading on 18-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,876.16 |
15,962.72 |
86.56 |
0.5% |
15,759.28 |
High |
15,962.98 |
16,030.28 |
67.30 |
0.4% |
15,962.98 |
Low |
15,875.90 |
15,942.17 |
66.27 |
0.4% |
15,672.00 |
Close |
15,961.70 |
15,976.02 |
14.32 |
0.1% |
15,961.70 |
Range |
87.08 |
88.11 |
1.03 |
1.2% |
290.98 |
ATR |
119.93 |
117.66 |
-2.27 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,247.15 |
16,199.70 |
16,024.48 |
|
R3 |
16,159.04 |
16,111.59 |
16,000.25 |
|
R2 |
16,070.93 |
16,070.93 |
15,992.17 |
|
R1 |
16,023.48 |
16,023.48 |
15,984.10 |
16,047.21 |
PP |
15,982.82 |
15,982.82 |
15,982.82 |
15,994.69 |
S1 |
15,935.37 |
15,935.37 |
15,967.94 |
15,959.10 |
S2 |
15,894.71 |
15,894.71 |
15,959.87 |
|
S3 |
15,806.60 |
15,847.26 |
15,951.79 |
|
S4 |
15,718.49 |
15,759.15 |
15,927.56 |
|
|
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 |
16,030.28 |
15,672.00 |
358.28 |
2.2% |
99.50 |
0.6% |
85% |
True |
False |
|
10 |
16,030.28 |
15,522.18 |
508.10 |
3.2% |
119.93 |
0.8% |
89% |
True |
False |
|
20 |
16,030.28 |
15,366.19 |
664.09 |
4.2% |
110.08 |
0.7% |
92% |
True |
False |
|
40 |
16,030.28 |
14,719.43 |
1,310.85 |
8.2% |
126.07 |
0.8% |
96% |
True |
False |
|
60 |
16,030.28 |
14,719.43 |
1,310.85 |
8.2% |
127.01 |
0.8% |
96% |
True |
False |
|
80 |
16,030.28 |
14,719.43 |
1,310.85 |
8.2% |
125.11 |
0.8% |
96% |
True |
False |
|
100 |
16,030.28 |
14,719.43 |
1,310.85 |
8.2% |
122.86 |
0.8% |
96% |
True |
False |
|
120 |
16,030.28 |
14,551.27 |
1,479.01 |
9.3% |
135.44 |
0.8% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,404.75 |
2.618 |
16,260.95 |
1.618 |
16,172.84 |
1.000 |
16,118.39 |
0.618 |
16,084.73 |
HIGH |
16,030.28 |
0.618 |
15,996.62 |
0.500 |
15,986.23 |
0.382 |
15,975.83 |
LOW |
15,942.17 |
0.618 |
15,887.72 |
1.000 |
15,854.06 |
1.618 |
15,799.61 |
2.618 |
15,711.50 |
4.250 |
15,567.70 |
|
|
Fisher Pivots for day following 18-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,986.23 |
15,955.52 |
PP |
15,982.82 |
15,935.01 |
S1 |
15,979.42 |
15,914.51 |
|