Trading Metrics calculated at close of trading on 11-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
14,040 |
14,305 |
265 |
1.9% |
14,360 |
High |
14,310 |
14,380 |
70 |
0.5% |
14,445 |
Low |
14,020 |
14,225 |
205 |
1.5% |
13,910 |
Close |
14,270 |
14,335 |
65 |
0.5% |
14,270 |
Range |
290 |
155 |
-135 |
-46.6% |
535 |
ATR |
282 |
273 |
-9 |
-3.2% |
0 |
Volume |
22,270 |
7,447 |
-14,823 |
-66.6% |
64,773 |
|
Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,778 |
14,712 |
14,420 |
|
R3 |
14,623 |
14,557 |
14,378 |
|
R2 |
14,468 |
14,468 |
14,364 |
|
R1 |
14,402 |
14,402 |
14,349 |
14,435 |
PP |
14,313 |
14,313 |
14,313 |
14,330 |
S1 |
14,247 |
14,247 |
14,321 |
14,280 |
S2 |
14,158 |
14,158 |
14,307 |
|
S3 |
14,003 |
14,092 |
14,293 |
|
S4 |
13,848 |
13,937 |
14,250 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,813 |
15,577 |
14,564 |
|
R3 |
15,278 |
15,042 |
14,417 |
|
R2 |
14,743 |
14,743 |
14,368 |
|
R1 |
14,507 |
14,507 |
14,319 |
14,358 |
PP |
14,208 |
14,208 |
14,208 |
14,134 |
S1 |
13,972 |
13,972 |
14,221 |
13,823 |
S2 |
13,673 |
13,673 |
14,172 |
|
S3 |
13,138 |
13,437 |
14,123 |
|
S4 |
12,603 |
12,902 |
13,976 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,445 |
13,910 |
535 |
3.7% |
292 |
2.0% |
79% |
False |
False |
13,961 |
10 |
14,615 |
13,910 |
705 |
4.9% |
250 |
1.7% |
60% |
False |
False |
10,563 |
20 |
14,885 |
13,910 |
975 |
6.8% |
258 |
1.8% |
44% |
False |
False |
10,306 |
40 |
14,965 |
13,785 |
1,180 |
8.2% |
283 |
2.0% |
47% |
False |
False |
12,157 |
60 |
14,965 |
13,240 |
1,725 |
12.0% |
282 |
2.0% |
63% |
False |
False |
9,956 |
80 |
14,965 |
13,240 |
1,725 |
12.0% |
257 |
1.8% |
63% |
False |
False |
7,471 |
100 |
15,125 |
13,050 |
2,075 |
14.5% |
221 |
1.5% |
62% |
False |
False |
5,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,039 |
2.618 |
14,786 |
1.618 |
14,631 |
1.000 |
14,535 |
0.618 |
14,476 |
HIGH |
14,380 |
0.618 |
14,321 |
0.500 |
14,303 |
0.382 |
14,284 |
LOW |
14,225 |
0.618 |
14,129 |
1.000 |
14,070 |
1.618 |
13,974 |
2.618 |
13,819 |
4.250 |
13,566 |
|
|
Fisher Pivots for day following 11-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
14,324 |
14,279 |
PP |
14,313 |
14,223 |
S1 |
14,303 |
14,168 |
|