Trading Metrics calculated at close of trading on 25-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,575 |
15,530 |
-45 |
-0.3% |
15,305 |
High |
15,620 |
15,655 |
35 |
0.2% |
15,620 |
Low |
15,330 |
15,495 |
165 |
1.1% |
15,040 |
Close |
15,540 |
15,530 |
-10 |
-0.1% |
15,540 |
Range |
290 |
160 |
-130 |
-44.8% |
580 |
ATR |
289 |
279 |
-9 |
-3.2% |
0 |
Volume |
12,792 |
10,370 |
-2,422 |
-18.9% |
71,862 |
|
Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,040 |
15,945 |
15,618 |
|
R3 |
15,880 |
15,785 |
15,574 |
|
R2 |
15,720 |
15,720 |
15,559 |
|
R1 |
15,625 |
15,625 |
15,545 |
15,610 |
PP |
15,560 |
15,560 |
15,560 |
15,553 |
S1 |
15,465 |
15,465 |
15,515 |
15,450 |
S2 |
15,400 |
15,400 |
15,501 |
|
S3 |
15,240 |
15,305 |
15,486 |
|
S4 |
15,080 |
15,145 |
15,442 |
|
|
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 |
15,655 |
15,040 |
615 |
4.0% |
263 |
1.7% |
80% |
True |
False |
13,329 |
10 |
15,655 |
14,305 |
1,350 |
8.7% |
292 |
1.9% |
91% |
True |
False |
13,738 |
20 |
15,655 |
13,910 |
1,745 |
11.2% |
271 |
1.7% |
93% |
True |
False |
12,151 |
40 |
15,655 |
13,785 |
1,870 |
12.0% |
284 |
1.8% |
93% |
True |
False |
12,263 |
60 |
15,655 |
13,490 |
2,165 |
13.9% |
288 |
1.9% |
94% |
True |
False |
12,213 |
80 |
15,655 |
13,240 |
2,415 |
15.6% |
272 |
1.7% |
95% |
True |
False |
9,187 |
100 |
15,655 |
13,240 |
2,415 |
15.6% |
241 |
1.6% |
95% |
True |
False |
7,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,335 |
2.618 |
16,074 |
1.618 |
15,914 |
1.000 |
15,815 |
0.618 |
15,754 |
HIGH |
15,655 |
0.618 |
15,594 |
0.500 |
15,575 |
0.382 |
15,556 |
LOW |
15,495 |
0.618 |
15,396 |
1.000 |
15,335 |
1.618 |
15,236 |
2.618 |
15,076 |
4.250 |
14,815 |
|
|
Fisher Pivots for day following 25-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,575 |
15,488 |
PP |
15,560 |
15,447 |
S1 |
15,545 |
15,405 |
|