Trading Metrics calculated at close of trading on 20-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,180 |
15,205 |
25 |
0.2% |
14,305 |
High |
15,285 |
15,270 |
-15 |
-0.1% |
15,390 |
Low |
15,040 |
15,085 |
45 |
0.3% |
14,225 |
Close |
15,225 |
15,175 |
-50 |
-0.3% |
15,330 |
Range |
245 |
185 |
-60 |
-24.5% |
1,165 |
ATR |
284 |
277 |
-7 |
-2.5% |
0 |
Volume |
12,259 |
15,851 |
3,592 |
29.3% |
62,601 |
|
Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,732 |
15,638 |
15,277 |
|
R3 |
15,547 |
15,453 |
15,226 |
|
R2 |
15,362 |
15,362 |
15,209 |
|
R1 |
15,268 |
15,268 |
15,192 |
15,223 |
PP |
15,177 |
15,177 |
15,177 |
15,154 |
S1 |
15,083 |
15,083 |
15,158 |
15,038 |
S2 |
14,992 |
14,992 |
15,141 |
|
S3 |
14,807 |
14,898 |
15,124 |
|
S4 |
14,622 |
14,713 |
15,073 |
|
|
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 |
14,690 |
700 |
4.6% |
296 |
2.0% |
69% |
False |
False |
14,964 |
10 |
15,390 |
13,910 |
1,480 |
9.8% |
299 |
2.0% |
85% |
False |
False |
15,225 |
20 |
15,390 |
13,910 |
1,480 |
9.8% |
267 |
1.8% |
85% |
False |
False |
11,554 |
40 |
15,390 |
13,785 |
1,605 |
10.6% |
287 |
1.9% |
87% |
False |
False |
12,417 |
60 |
15,390 |
13,240 |
2,150 |
14.2% |
286 |
1.9% |
90% |
False |
False |
11,575 |
80 |
15,390 |
13,240 |
2,150 |
14.2% |
269 |
1.8% |
90% |
False |
False |
8,706 |
100 |
15,390 |
13,240 |
2,150 |
14.2% |
232 |
1.5% |
90% |
False |
False |
6,966 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,056 |
2.618 |
15,754 |
1.618 |
15,569 |
1.000 |
15,455 |
0.618 |
15,384 |
HIGH |
15,270 |
0.618 |
15,199 |
0.500 |
15,178 |
0.382 |
15,156 |
LOW |
15,085 |
0.618 |
14,971 |
1.000 |
14,900 |
1.618 |
14,786 |
2.618 |
14,601 |
4.250 |
14,299 |
|
|
Fisher Pivots for day following 20-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,178 |
15,193 |
PP |
15,177 |
15,187 |
S1 |
15,176 |
15,181 |
|