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 |
14,715 |
15,085 |
370 |
2.5% |
14,305 |
High |
15,110 |
15,390 |
280 |
1.9% |
15,390 |
Low |
14,690 |
15,020 |
330 |
2.2% |
14,225 |
Close |
15,080 |
15,330 |
250 |
1.7% |
15,330 |
Range |
420 |
370 |
-50 |
-11.9% |
1,165 |
ATR |
283 |
289 |
6 |
2.2% |
0 |
Volume |
17,930 |
13,197 |
-4,733 |
-26.4% |
62,601 |
|
Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,357 |
16,213 |
15,534 |
|
R3 |
15,987 |
15,843 |
15,432 |
|
R2 |
15,617 |
15,617 |
15,398 |
|
R1 |
15,473 |
15,473 |
15,364 |
15,545 |
PP |
15,247 |
15,247 |
15,247 |
15,283 |
S1 |
15,103 |
15,103 |
15,296 |
15,175 |
S2 |
14,877 |
14,877 |
15,262 |
|
S3 |
14,507 |
14,733 |
15,228 |
|
S4 |
14,137 |
14,363 |
15,127 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,477 |
18,068 |
15,971 |
|
R3 |
17,312 |
16,903 |
15,651 |
|
R2 |
16,147 |
16,147 |
15,544 |
|
R1 |
15,738 |
15,738 |
15,437 |
15,943 |
PP |
14,982 |
14,982 |
14,982 |
15,084 |
S1 |
14,573 |
14,573 |
15,223 |
14,778 |
S2 |
13,817 |
13,817 |
15,117 |
|
S3 |
12,652 |
13,408 |
15,010 |
|
S4 |
11,487 |
12,243 |
14,689 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,390 |
14,225 |
1,165 |
7.6% |
299 |
2.0% |
95% |
True |
False |
12,520 |
10 |
15,390 |
13,910 |
1,480 |
9.7% |
291 |
1.9% |
96% |
True |
False |
12,737 |
20 |
15,390 |
13,910 |
1,480 |
9.7% |
275 |
1.8% |
96% |
True |
False |
11,059 |
40 |
15,390 |
13,785 |
1,605 |
10.5% |
286 |
1.9% |
96% |
True |
False |
11,999 |
60 |
15,390 |
13,240 |
2,150 |
14.0% |
285 |
1.9% |
97% |
True |
False |
10,864 |
80 |
15,390 |
13,240 |
2,150 |
14.0% |
269 |
1.8% |
97% |
True |
False |
8,161 |
100 |
15,390 |
13,240 |
2,150 |
14.0% |
231 |
1.5% |
97% |
True |
False |
6,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,963 |
2.618 |
16,359 |
1.618 |
15,989 |
1.000 |
15,760 |
0.618 |
15,619 |
HIGH |
15,390 |
0.618 |
15,249 |
0.500 |
15,205 |
0.382 |
15,161 |
LOW |
15,020 |
0.618 |
14,791 |
1.000 |
14,650 |
1.618 |
14,421 |
2.618 |
14,051 |
4.250 |
13,448 |
|
|
Fisher Pivots for day following 15-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,288 |
15,204 |
PP |
15,247 |
15,078 |
S1 |
15,205 |
14,953 |
|