Trading Metrics calculated at close of trading on 19-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,305 |
15,180 |
-125 |
-0.8% |
14,305 |
High |
15,345 |
15,285 |
-60 |
-0.4% |
15,390 |
Low |
15,085 |
15,040 |
-45 |
-0.3% |
14,225 |
Close |
15,180 |
15,225 |
45 |
0.3% |
15,330 |
Range |
260 |
245 |
-15 |
-5.8% |
1,165 |
ATR |
287 |
284 |
-3 |
-1.1% |
0 |
Volume |
15,585 |
12,259 |
-3,326 |
-21.3% |
62,601 |
|
Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,918 |
15,817 |
15,360 |
|
R3 |
15,673 |
15,572 |
15,293 |
|
R2 |
15,428 |
15,428 |
15,270 |
|
R1 |
15,327 |
15,327 |
15,248 |
15,378 |
PP |
15,183 |
15,183 |
15,183 |
15,209 |
S1 |
15,082 |
15,082 |
15,203 |
15,133 |
S2 |
14,938 |
14,938 |
15,180 |
|
S3 |
14,693 |
14,837 |
15,158 |
|
S4 |
14,448 |
14,592 |
15,090 |
|
|
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 |
14,515 |
875 |
5.7% |
305 |
2.0% |
81% |
False |
False |
14,266 |
10 |
15,390 |
13,910 |
1,480 |
9.7% |
310 |
2.0% |
89% |
False |
False |
14,558 |
20 |
15,390 |
13,910 |
1,480 |
9.7% |
285 |
1.9% |
89% |
False |
False |
11,549 |
40 |
15,390 |
13,785 |
1,605 |
10.5% |
287 |
1.9% |
90% |
False |
False |
12,288 |
60 |
15,390 |
13,240 |
2,150 |
14.1% |
290 |
1.9% |
92% |
False |
False |
11,312 |
80 |
15,390 |
13,240 |
2,150 |
14.1% |
268 |
1.8% |
92% |
False |
False |
8,508 |
100 |
15,390 |
13,240 |
2,150 |
14.1% |
235 |
1.5% |
92% |
False |
False |
6,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,326 |
2.618 |
15,927 |
1.618 |
15,682 |
1.000 |
15,530 |
0.618 |
15,437 |
HIGH |
15,285 |
0.618 |
15,192 |
0.500 |
15,163 |
0.382 |
15,134 |
LOW |
15,040 |
0.618 |
14,889 |
1.000 |
14,795 |
1.618 |
14,644 |
2.618 |
14,399 |
4.250 |
13,999 |
|
|
Fisher Pivots for day following 19-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,204 |
15,218 |
PP |
15,183 |
15,212 |
S1 |
15,163 |
15,205 |
|