Trading Metrics calculated at close of trading on 21-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,971.20 |
15,908.07 |
-63.13 |
-0.4% |
15,759.28 |
High |
16,016.85 |
16,016.04 |
-0.81 |
0.0% |
15,962.98 |
Low |
15,865.37 |
15,908.07 |
42.70 |
0.3% |
15,672.00 |
Close |
15,900.82 |
16,009.99 |
109.17 |
0.7% |
15,961.70 |
Range |
151.48 |
107.97 |
-43.51 |
-28.7% |
290.98 |
ATR |
117.71 |
117.53 |
-0.18 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,301.94 |
16,263.94 |
16,069.37 |
|
R3 |
16,193.97 |
16,155.97 |
16,039.68 |
|
R2 |
16,086.00 |
16,086.00 |
16,029.78 |
|
R1 |
16,048.00 |
16,048.00 |
16,019.89 |
16,067.00 |
PP |
15,978.03 |
15,978.03 |
15,978.03 |
15,987.54 |
S1 |
15,940.03 |
15,940.03 |
16,000.09 |
15,959.03 |
S2 |
15,870.06 |
15,870.06 |
15,990.20 |
|
S3 |
15,762.09 |
15,832.06 |
15,980.30 |
|
S4 |
15,654.12 |
15,724.09 |
15,950.61 |
|
|
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 |
15,865.37 |
164.91 |
1.0% |
103.34 |
0.6% |
88% |
False |
False |
|
10 |
16,030.28 |
15,579.35 |
450.93 |
2.8% |
107.82 |
0.7% |
96% |
False |
False |
|
20 |
16,030.28 |
15,512.96 |
517.32 |
3.2% |
110.26 |
0.7% |
96% |
False |
False |
|
40 |
16,030.28 |
14,719.43 |
1,310.85 |
8.2% |
126.14 |
0.8% |
98% |
False |
False |
|
60 |
16,030.28 |
14,719.43 |
1,310.85 |
8.2% |
126.28 |
0.8% |
98% |
False |
False |
|
80 |
16,030.28 |
14,719.43 |
1,310.85 |
8.2% |
125.24 |
0.8% |
98% |
False |
False |
|
100 |
16,030.28 |
14,719.43 |
1,310.85 |
8.2% |
121.27 |
0.8% |
98% |
False |
False |
|
120 |
16,030.28 |
14,551.27 |
1,479.01 |
9.2% |
133.19 |
0.8% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,474.91 |
2.618 |
16,298.71 |
1.618 |
16,190.74 |
1.000 |
16,124.01 |
0.618 |
16,082.77 |
HIGH |
16,016.04 |
0.618 |
15,974.80 |
0.500 |
15,962.06 |
0.382 |
15,949.31 |
LOW |
15,908.07 |
0.618 |
15,841.34 |
1.000 |
15,800.10 |
1.618 |
15,733.37 |
2.618 |
15,625.40 |
4.250 |
15,449.20 |
|
|
Fisher Pivots for day following 21-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,994.01 |
15,988.53 |
PP |
15,978.03 |
15,967.07 |
S1 |
15,962.06 |
15,945.61 |
|