Trading Metrics calculated at close of trading on 20-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,974.06 |
15,971.20 |
-2.86 |
0.0% |
15,759.28 |
High |
16,025.85 |
16,016.85 |
-9.00 |
-0.1% |
15,962.98 |
Low |
15,943.78 |
15,865.37 |
-78.41 |
-0.5% |
15,672.00 |
Close |
15,967.03 |
15,900.82 |
-66.21 |
-0.4% |
15,961.70 |
Range |
82.07 |
151.48 |
69.41 |
84.6% |
290.98 |
ATR |
115.11 |
117.71 |
2.60 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,382.12 |
16,292.95 |
15,984.13 |
|
R3 |
16,230.64 |
16,141.47 |
15,942.48 |
|
R2 |
16,079.16 |
16,079.16 |
15,928.59 |
|
R1 |
15,989.99 |
15,989.99 |
15,914.71 |
15,958.84 |
PP |
15,927.68 |
15,927.68 |
15,927.68 |
15,912.10 |
S1 |
15,838.51 |
15,838.51 |
15,886.93 |
15,807.36 |
S2 |
15,776.20 |
15,776.20 |
15,873.05 |
|
S3 |
15,624.72 |
15,687.03 |
15,859.16 |
|
S4 |
15,473.24 |
15,535.55 |
15,817.51 |
|
|
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 |
15,798.74 |
231.54 |
1.5% |
99.00 |
0.6% |
44% |
False |
False |
|
10 |
16,030.28 |
15,579.35 |
450.93 |
2.8% |
118.16 |
0.7% |
71% |
False |
False |
|
20 |
16,030.28 |
15,414.13 |
616.15 |
3.9% |
110.59 |
0.7% |
79% |
False |
False |
|
40 |
16,030.28 |
14,719.43 |
1,310.85 |
8.2% |
126.26 |
0.8% |
90% |
False |
False |
|
60 |
16,030.28 |
14,719.43 |
1,310.85 |
8.2% |
126.26 |
0.8% |
90% |
False |
False |
|
80 |
16,030.28 |
14,719.43 |
1,310.85 |
8.2% |
125.66 |
0.8% |
90% |
False |
False |
|
100 |
16,030.28 |
14,719.43 |
1,310.85 |
8.2% |
121.98 |
0.8% |
90% |
False |
False |
|
120 |
16,030.28 |
14,551.27 |
1,479.01 |
9.3% |
133.99 |
0.8% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,660.64 |
2.618 |
16,413.42 |
1.618 |
16,261.94 |
1.000 |
16,168.33 |
0.618 |
16,110.46 |
HIGH |
16,016.85 |
0.618 |
15,958.98 |
0.500 |
15,941.11 |
0.382 |
15,923.24 |
LOW |
15,865.37 |
0.618 |
15,771.76 |
1.000 |
15,713.89 |
1.618 |
15,620.28 |
2.618 |
15,468.80 |
4.250 |
15,221.58 |
|
|
Fisher Pivots for day following 20-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,941.11 |
15,947.83 |
PP |
15,927.68 |
15,932.16 |
S1 |
15,914.25 |
15,916.49 |
|