Trading Metrics calculated at close of trading on 11-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,544 |
15,708 |
164 |
1.1% |
15,540 |
High |
15,719 |
15,743 |
24 |
0.2% |
15,779 |
Low |
15,495 |
15,677 |
182 |
1.2% |
15,456 |
Close |
15,700 |
15,723 |
23 |
0.1% |
15,700 |
Range |
224 |
66 |
-158 |
-70.5% |
323 |
ATR |
152 |
146 |
-6 |
-4.0% |
0 |
Volume |
171,251 |
80,938 |
-90,313 |
-52.7% |
750,180 |
|
Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,912 |
15,884 |
15,759 |
|
R3 |
15,846 |
15,818 |
15,741 |
|
R2 |
15,780 |
15,780 |
15,735 |
|
R1 |
15,752 |
15,752 |
15,729 |
15,766 |
PP |
15,714 |
15,714 |
15,714 |
15,722 |
S1 |
15,686 |
15,686 |
15,717 |
15,700 |
S2 |
15,648 |
15,648 |
15,711 |
|
S3 |
15,582 |
15,620 |
15,705 |
|
S4 |
15,516 |
15,554 |
15,687 |
|
|
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% |
163 |
1.0% |
83% |
False |
False |
147,247 |
10 |
15,779 |
15,456 |
323 |
2.1% |
144 |
0.9% |
83% |
False |
False |
136,773 |
20 |
15,779 |
15,086 |
693 |
4.4% |
138 |
0.9% |
92% |
False |
False |
135,047 |
40 |
15,779 |
14,648 |
1,131 |
7.2% |
149 |
0.9% |
95% |
False |
False |
144,877 |
60 |
15,779 |
14,648 |
1,131 |
7.2% |
144 |
0.9% |
95% |
False |
False |
101,537 |
80 |
15,779 |
14,648 |
1,131 |
7.2% |
133 |
0.8% |
95% |
False |
False |
76,158 |
100 |
15,779 |
14,410 |
1,369 |
8.7% |
126 |
0.8% |
96% |
False |
False |
60,931 |
120 |
15,779 |
14,410 |
1,369 |
8.7% |
118 |
0.7% |
96% |
False |
False |
50,778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,024 |
2.618 |
15,916 |
1.618 |
15,850 |
1.000 |
15,809 |
0.618 |
15,784 |
HIGH |
15,743 |
0.618 |
15,718 |
0.500 |
15,710 |
0.382 |
15,702 |
LOW |
15,677 |
0.618 |
15,636 |
1.000 |
15,611 |
1.618 |
15,570 |
2.618 |
15,504 |
4.250 |
15,397 |
|
|
Fisher Pivots for day following 11-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,719 |
15,694 |
PP |
15,714 |
15,666 |
S1 |
15,710 |
15,637 |
|