Trading Metrics calculated at close of trading on 08-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,678 |
15,544 |
-134 |
-0.9% |
15,540 |
High |
15,779 |
15,719 |
-60 |
-0.4% |
15,779 |
Low |
15,539 |
15,495 |
-44 |
-0.3% |
15,456 |
Close |
15,567 |
15,700 |
133 |
0.9% |
15,700 |
Range |
240 |
224 |
-16 |
-6.7% |
323 |
ATR |
147 |
152 |
6 |
3.8% |
0 |
Volume |
209,613 |
171,251 |
-38,362 |
-18.3% |
750,180 |
|
Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,310 |
16,229 |
15,823 |
|
R3 |
16,086 |
16,005 |
15,762 |
|
R2 |
15,862 |
15,862 |
15,741 |
|
R1 |
15,781 |
15,781 |
15,721 |
15,822 |
PP |
15,638 |
15,638 |
15,638 |
15,658 |
S1 |
15,557 |
15,557 |
15,680 |
15,598 |
S2 |
15,414 |
15,414 |
15,659 |
|
S3 |
15,190 |
15,333 |
15,639 |
|
S4 |
14,966 |
15,109 |
15,577 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,614 |
16,480 |
15,878 |
|
R3 |
16,291 |
16,157 |
15,789 |
|
R2 |
15,968 |
15,968 |
15,759 |
|
R1 |
15,834 |
15,834 |
15,730 |
15,901 |
PP |
15,645 |
15,645 |
15,645 |
15,679 |
S1 |
15,511 |
15,511 |
15,671 |
15,578 |
S2 |
15,322 |
15,322 |
15,641 |
|
S3 |
14,999 |
15,188 |
15,611 |
|
S4 |
14,676 |
14,865 |
15,522 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,779 |
15,456 |
323 |
2.1% |
167 |
1.1% |
76% |
False |
False |
150,036 |
10 |
15,779 |
15,456 |
323 |
2.1% |
148 |
0.9% |
76% |
False |
False |
138,192 |
20 |
15,779 |
15,037 |
742 |
4.7% |
145 |
0.9% |
89% |
False |
False |
137,893 |
40 |
15,779 |
14,648 |
1,131 |
7.2% |
150 |
1.0% |
93% |
False |
False |
146,491 |
60 |
15,779 |
14,648 |
1,131 |
7.2% |
144 |
0.9% |
93% |
False |
False |
100,190 |
80 |
15,779 |
14,648 |
1,131 |
7.2% |
134 |
0.9% |
93% |
False |
False |
75,147 |
100 |
15,779 |
14,410 |
1,369 |
8.7% |
129 |
0.8% |
94% |
False |
False |
60,123 |
120 |
15,779 |
14,410 |
1,369 |
8.7% |
119 |
0.8% |
94% |
False |
False |
50,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,671 |
2.618 |
16,306 |
1.618 |
16,082 |
1.000 |
15,943 |
0.618 |
15,858 |
HIGH |
15,719 |
0.618 |
15,634 |
0.500 |
15,607 |
0.382 |
15,581 |
LOW |
15,495 |
0.618 |
15,357 |
1.000 |
15,271 |
1.618 |
15,133 |
2.618 |
14,909 |
4.250 |
14,543 |
|
|
Fisher Pivots for day following 08-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,669 |
15,679 |
PP |
15,638 |
15,658 |
S1 |
15,607 |
15,637 |
|