Trading Metrics calculated at close of trading on 12-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
14,305 |
14,325 |
20 |
0.1% |
14,360 |
High |
14,380 |
14,625 |
245 |
1.7% |
14,445 |
Low |
14,225 |
14,305 |
80 |
0.6% |
13,910 |
Close |
14,335 |
14,620 |
285 |
2.0% |
14,270 |
Range |
155 |
320 |
165 |
106.5% |
535 |
ATR |
273 |
276 |
3 |
1.2% |
0 |
Volume |
7,447 |
11,664 |
4,217 |
56.6% |
64,773 |
|
Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,477 |
15,368 |
14,796 |
|
R3 |
15,157 |
15,048 |
14,708 |
|
R2 |
14,837 |
14,837 |
14,679 |
|
R1 |
14,728 |
14,728 |
14,649 |
14,783 |
PP |
14,517 |
14,517 |
14,517 |
14,544 |
S1 |
14,408 |
14,408 |
14,591 |
14,463 |
S2 |
14,197 |
14,197 |
14,561 |
|
S3 |
13,877 |
14,088 |
14,532 |
|
S4 |
13,557 |
13,768 |
14,444 |
|
|
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 |
14,625 |
13,910 |
715 |
4.9% |
315 |
2.2% |
99% |
True |
False |
14,849 |
10 |
14,625 |
13,910 |
715 |
4.9% |
255 |
1.7% |
99% |
True |
False |
11,007 |
20 |
14,885 |
13,910 |
975 |
6.7% |
261 |
1.8% |
73% |
False |
False |
10,322 |
40 |
14,965 |
13,785 |
1,180 |
8.1% |
284 |
1.9% |
71% |
False |
False |
12,252 |
60 |
14,965 |
13,240 |
1,725 |
11.8% |
283 |
1.9% |
80% |
False |
False |
10,149 |
80 |
14,965 |
13,240 |
1,725 |
11.8% |
261 |
1.8% |
80% |
False |
False |
7,617 |
100 |
15,125 |
13,050 |
2,075 |
14.2% |
224 |
1.5% |
76% |
False |
False |
6,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,985 |
2.618 |
15,463 |
1.618 |
15,143 |
1.000 |
14,945 |
0.618 |
14,823 |
HIGH |
14,625 |
0.618 |
14,503 |
0.500 |
14,465 |
0.382 |
14,427 |
LOW |
14,305 |
0.618 |
14,107 |
1.000 |
13,985 |
1.618 |
13,787 |
2.618 |
13,467 |
4.250 |
12,945 |
|
|
Fisher Pivots for day following 12-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
14,568 |
14,521 |
PP |
14,517 |
14,422 |
S1 |
14,465 |
14,323 |
|