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 |
5,352.0 |
5,372.0 |
20.0 |
0.4% |
5,458.0 |
High |
5,392.0 |
5,420.0 |
28.0 |
0.5% |
5,465.0 |
Low |
5,340.0 |
5,348.0 |
8.0 |
0.1% |
5,320.0 |
Close |
5,365.0 |
5,409.0 |
44.0 |
0.8% |
5,409.0 |
Range |
52.0 |
72.0 |
20.0 |
38.5% |
145.0 |
ATR |
48.4 |
50.1 |
1.7 |
3.5% |
0.0 |
Volume |
27,599 |
24,949 |
-2,650 |
-9.6% |
132,940 |
|
Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,608.3 |
5,580.7 |
5,448.6 |
|
R3 |
5,536.3 |
5,508.7 |
5,428.8 |
|
R2 |
5,464.3 |
5,464.3 |
5,422.2 |
|
R1 |
5,436.7 |
5,436.7 |
5,415.6 |
5,450.5 |
PP |
5,392.3 |
5,392.3 |
5,392.3 |
5,399.3 |
S1 |
5,364.7 |
5,364.7 |
5,402.4 |
5,378.5 |
S2 |
5,320.3 |
5,320.3 |
5,395.8 |
|
S3 |
5,248.3 |
5,292.7 |
5,389.2 |
|
S4 |
5,176.3 |
5,220.7 |
5,369.4 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,833.0 |
5,766.0 |
5,488.8 |
|
R3 |
5,688.0 |
5,621.0 |
5,448.9 |
|
R2 |
5,543.0 |
5,543.0 |
5,435.6 |
|
R1 |
5,476.0 |
5,476.0 |
5,422.3 |
5,437.0 |
PP |
5,398.0 |
5,398.0 |
5,398.0 |
5,378.5 |
S1 |
5,331.0 |
5,331.0 |
5,395.7 |
5,292.0 |
S2 |
5,253.0 |
5,253.0 |
5,382.4 |
|
S3 |
5,108.0 |
5,186.0 |
5,369.1 |
|
S4 |
4,963.0 |
5,041.0 |
5,329.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,465.0 |
5,320.0 |
145.0 |
2.7% |
65.0 |
1.2% |
61% |
False |
False |
26,588 |
10 |
5,465.0 |
5,320.0 |
145.0 |
2.7% |
49.1 |
0.9% |
61% |
False |
False |
24,213 |
20 |
5,465.0 |
5,320.0 |
145.0 |
2.7% |
43.0 |
0.8% |
61% |
False |
False |
22,685 |
40 |
5,465.0 |
5,106.0 |
359.0 |
6.6% |
42.7 |
0.8% |
84% |
False |
False |
21,169 |
60 |
5,465.0 |
5,052.0 |
413.0 |
7.6% |
37.0 |
0.7% |
86% |
False |
False |
19,932 |
80 |
5,465.0 |
4,963.0 |
502.0 |
9.3% |
33.8 |
0.6% |
89% |
False |
False |
14,974 |
100 |
5,465.0 |
4,678.0 |
787.0 |
14.5% |
29.2 |
0.5% |
93% |
False |
False |
11,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,726.0 |
2.618 |
5,608.5 |
1.618 |
5,536.5 |
1.000 |
5,492.0 |
0.618 |
5,464.5 |
HIGH |
5,420.0 |
0.618 |
5,392.5 |
0.500 |
5,384.0 |
0.382 |
5,375.5 |
LOW |
5,348.0 |
0.618 |
5,303.5 |
1.000 |
5,276.0 |
1.618 |
5,231.5 |
2.618 |
5,159.5 |
4.250 |
5,042.0 |
|
|
Fisher Pivots for day following 15-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
5,400.7 |
5,396.0 |
PP |
5,392.3 |
5,383.0 |
S1 |
5,384.0 |
5,370.0 |
|