Trading Metrics calculated at close of trading on 13-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
14,325 |
14,610 |
285 |
2.0% |
14,360 |
High |
14,625 |
14,745 |
120 |
0.8% |
14,445 |
Low |
14,305 |
14,515 |
210 |
1.5% |
13,910 |
Close |
14,620 |
14,735 |
115 |
0.8% |
14,270 |
Range |
320 |
230 |
-90 |
-28.1% |
535 |
ATR |
276 |
273 |
-3 |
-1.2% |
0 |
Volume |
11,664 |
12,363 |
699 |
6.0% |
64,773 |
|
Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,355 |
15,275 |
14,862 |
|
R3 |
15,125 |
15,045 |
14,798 |
|
R2 |
14,895 |
14,895 |
14,777 |
|
R1 |
14,815 |
14,815 |
14,756 |
14,855 |
PP |
14,665 |
14,665 |
14,665 |
14,685 |
S1 |
14,585 |
14,585 |
14,714 |
14,625 |
S2 |
14,435 |
14,435 |
14,693 |
|
S3 |
14,205 |
14,355 |
14,672 |
|
S4 |
13,975 |
14,125 |
14,609 |
|
|
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 |
14,745 |
13,910 |
835 |
5.7% |
302 |
2.0% |
99% |
True |
False |
15,485 |
10 |
14,745 |
13,910 |
835 |
5.7% |
263 |
1.8% |
99% |
True |
False |
11,341 |
20 |
14,885 |
13,910 |
975 |
6.6% |
256 |
1.7% |
85% |
False |
False |
10,483 |
40 |
14,965 |
13,785 |
1,180 |
8.0% |
280 |
1.9% |
81% |
False |
False |
12,013 |
60 |
14,965 |
13,240 |
1,725 |
11.7% |
281 |
1.9% |
87% |
False |
False |
10,350 |
80 |
14,965 |
13,240 |
1,725 |
11.7% |
263 |
1.8% |
87% |
False |
False |
7,772 |
100 |
15,125 |
13,050 |
2,075 |
14.1% |
227 |
1.5% |
81% |
False |
False |
6,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,723 |
2.618 |
15,347 |
1.618 |
15,117 |
1.000 |
14,975 |
0.618 |
14,887 |
HIGH |
14,745 |
0.618 |
14,657 |
0.500 |
14,630 |
0.382 |
14,603 |
LOW |
14,515 |
0.618 |
14,373 |
1.000 |
14,285 |
1.618 |
14,143 |
2.618 |
13,913 |
4.250 |
13,538 |
|
|
Fisher Pivots for day following 13-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
14,700 |
14,652 |
PP |
14,665 |
14,568 |
S1 |
14,630 |
14,485 |
|