Trading Metrics calculated at close of trading on 22-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,155 |
15,575 |
420 |
2.8% |
15,305 |
High |
15,590 |
15,620 |
30 |
0.2% |
15,620 |
Low |
15,155 |
15,330 |
175 |
1.2% |
15,040 |
Close |
15,555 |
15,540 |
-15 |
-0.1% |
15,540 |
Range |
435 |
290 |
-145 |
-33.3% |
580 |
ATR |
288 |
289 |
0 |
0.0% |
0 |
Volume |
15,375 |
12,792 |
-2,583 |
-16.8% |
71,862 |
|
Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,367 |
16,243 |
15,700 |
|
R3 |
16,077 |
15,953 |
15,620 |
|
R2 |
15,787 |
15,787 |
15,593 |
|
R1 |
15,663 |
15,663 |
15,567 |
15,580 |
PP |
15,497 |
15,497 |
15,497 |
15,455 |
S1 |
15,373 |
15,373 |
15,514 |
15,290 |
S2 |
15,207 |
15,207 |
15,487 |
|
S3 |
14,917 |
15,083 |
15,460 |
|
S4 |
14,627 |
14,793 |
15,381 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,140 |
16,920 |
15,859 |
|
R3 |
16,560 |
16,340 |
15,700 |
|
R2 |
15,980 |
15,980 |
15,646 |
|
R1 |
15,760 |
15,760 |
15,593 |
15,870 |
PP |
15,400 |
15,400 |
15,400 |
15,455 |
S1 |
15,180 |
15,180 |
15,487 |
15,290 |
S2 |
14,820 |
14,820 |
15,434 |
|
S3 |
14,240 |
14,600 |
15,381 |
|
S4 |
13,660 |
14,020 |
15,221 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,620 |
15,040 |
580 |
3.7% |
283 |
1.8% |
86% |
True |
False |
14,372 |
10 |
15,620 |
14,225 |
1,395 |
9.0% |
291 |
1.9% |
94% |
True |
False |
13,446 |
20 |
15,620 |
13,910 |
1,710 |
11.0% |
273 |
1.8% |
95% |
True |
False |
11,938 |
40 |
15,620 |
13,785 |
1,835 |
11.8% |
287 |
1.8% |
96% |
True |
False |
12,406 |
60 |
15,620 |
13,340 |
2,280 |
14.7% |
290 |
1.9% |
96% |
True |
False |
12,042 |
80 |
15,620 |
13,240 |
2,380 |
15.3% |
271 |
1.7% |
97% |
True |
False |
9,058 |
100 |
15,620 |
13,240 |
2,380 |
15.3% |
240 |
1.5% |
97% |
True |
False |
7,247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,853 |
2.618 |
16,379 |
1.618 |
16,089 |
1.000 |
15,910 |
0.618 |
15,799 |
HIGH |
15,620 |
0.618 |
15,509 |
0.500 |
15,475 |
0.382 |
15,441 |
LOW |
15,330 |
0.618 |
15,151 |
1.000 |
15,040 |
1.618 |
14,861 |
2.618 |
14,571 |
4.250 |
14,098 |
|
|
Fisher Pivots for day following 22-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,518 |
15,478 |
PP |
15,497 |
15,415 |
S1 |
15,475 |
15,353 |
|