Trading Metrics calculated at close of trading on 18-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,085 |
15,305 |
220 |
1.5% |
14,305 |
High |
15,390 |
15,345 |
-45 |
-0.3% |
15,390 |
Low |
15,020 |
15,085 |
65 |
0.4% |
14,225 |
Close |
15,330 |
15,180 |
-150 |
-1.0% |
15,330 |
Range |
370 |
260 |
-110 |
-29.7% |
1,165 |
ATR |
289 |
287 |
-2 |
-0.7% |
0 |
Volume |
13,197 |
15,585 |
2,388 |
18.1% |
62,601 |
|
Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,983 |
15,842 |
15,323 |
|
R3 |
15,723 |
15,582 |
15,252 |
|
R2 |
15,463 |
15,463 |
15,228 |
|
R1 |
15,322 |
15,322 |
15,204 |
15,263 |
PP |
15,203 |
15,203 |
15,203 |
15,174 |
S1 |
15,062 |
15,062 |
15,156 |
15,003 |
S2 |
14,943 |
14,943 |
15,132 |
|
S3 |
14,683 |
14,802 |
15,109 |
|
S4 |
14,423 |
14,542 |
15,037 |
|
|
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 |
14,305 |
1,085 |
7.1% |
320 |
2.1% |
81% |
False |
False |
14,147 |
10 |
15,390 |
13,910 |
1,480 |
9.7% |
306 |
2.0% |
86% |
False |
False |
14,054 |
20 |
15,390 |
13,910 |
1,480 |
9.7% |
282 |
1.9% |
86% |
False |
False |
11,538 |
40 |
15,390 |
13,785 |
1,605 |
10.6% |
287 |
1.9% |
87% |
False |
False |
12,233 |
60 |
15,390 |
13,240 |
2,150 |
14.2% |
288 |
1.9% |
90% |
False |
False |
11,116 |
80 |
15,390 |
13,240 |
2,150 |
14.2% |
269 |
1.8% |
90% |
False |
False |
8,355 |
100 |
15,390 |
13,240 |
2,150 |
14.2% |
232 |
1.5% |
90% |
False |
False |
6,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,450 |
2.618 |
16,026 |
1.618 |
15,766 |
1.000 |
15,605 |
0.618 |
15,506 |
HIGH |
15,345 |
0.618 |
15,246 |
0.500 |
15,215 |
0.382 |
15,184 |
LOW |
15,085 |
0.618 |
14,924 |
1.000 |
14,825 |
1.618 |
14,664 |
2.618 |
14,404 |
4.250 |
13,980 |
|
|
Fisher Pivots for day following 18-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,215 |
15,133 |
PP |
15,203 |
15,087 |
S1 |
15,192 |
15,040 |
|