Trading Metrics calculated at close of trading on 14-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
14,610 |
14,715 |
105 |
0.7% |
14,360 |
High |
14,745 |
15,110 |
365 |
2.5% |
14,445 |
Low |
14,515 |
14,690 |
175 |
1.2% |
13,910 |
Close |
14,735 |
15,080 |
345 |
2.3% |
14,270 |
Range |
230 |
420 |
190 |
82.6% |
535 |
ATR |
273 |
283 |
11 |
3.9% |
0 |
Volume |
12,363 |
17,930 |
5,567 |
45.0% |
64,773 |
|
Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,220 |
16,070 |
15,311 |
|
R3 |
15,800 |
15,650 |
15,196 |
|
R2 |
15,380 |
15,380 |
15,157 |
|
R1 |
15,230 |
15,230 |
15,119 |
15,305 |
PP |
14,960 |
14,960 |
14,960 |
14,998 |
S1 |
14,810 |
14,810 |
15,042 |
14,885 |
S2 |
14,540 |
14,540 |
15,003 |
|
S3 |
14,120 |
14,390 |
14,965 |
|
S4 |
13,700 |
13,970 |
14,849 |
|
|
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 |
15,110 |
14,020 |
1,090 |
7.2% |
283 |
1.9% |
97% |
True |
False |
14,334 |
10 |
15,110 |
13,910 |
1,200 |
8.0% |
284 |
1.9% |
98% |
True |
False |
12,341 |
20 |
15,110 |
13,910 |
1,200 |
8.0% |
265 |
1.8% |
98% |
True |
False |
10,796 |
40 |
15,110 |
13,785 |
1,325 |
8.8% |
282 |
1.9% |
98% |
True |
False |
11,896 |
60 |
15,110 |
13,240 |
1,870 |
12.4% |
285 |
1.9% |
98% |
True |
False |
10,646 |
80 |
15,110 |
13,240 |
1,870 |
12.4% |
267 |
1.8% |
98% |
True |
False |
7,996 |
100 |
15,125 |
13,225 |
1,900 |
12.6% |
228 |
1.5% |
98% |
False |
False |
6,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,895 |
2.618 |
16,210 |
1.618 |
15,790 |
1.000 |
15,530 |
0.618 |
15,370 |
HIGH |
15,110 |
0.618 |
14,950 |
0.500 |
14,900 |
0.382 |
14,851 |
LOW |
14,690 |
0.618 |
14,431 |
1.000 |
14,270 |
1.618 |
14,011 |
2.618 |
13,591 |
4.250 |
12,905 |
|
|
Fisher Pivots for day following 14-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,020 |
14,956 |
PP |
14,960 |
14,832 |
S1 |
14,900 |
14,708 |
|