Trading Metrics calculated at close of trading on 14-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,702 |
15,783 |
81 |
0.5% |
15,540 |
High |
15,811 |
15,851 |
40 |
0.3% |
15,779 |
Low |
15,613 |
15,763 |
150 |
1.0% |
15,456 |
Close |
15,779 |
15,839 |
60 |
0.4% |
15,700 |
Range |
198 |
88 |
-110 |
-55.6% |
323 |
ATR |
147 |
142 |
-4 |
-2.9% |
0 |
Volume |
141,159 |
125,836 |
-15,323 |
-10.9% |
750,180 |
|
Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,082 |
16,048 |
15,888 |
|
R3 |
15,994 |
15,960 |
15,863 |
|
R2 |
15,906 |
15,906 |
15,855 |
|
R1 |
15,872 |
15,872 |
15,847 |
15,889 |
PP |
15,818 |
15,818 |
15,818 |
15,826 |
S1 |
15,784 |
15,784 |
15,831 |
15,801 |
S2 |
15,730 |
15,730 |
15,823 |
|
S3 |
15,642 |
15,696 |
15,815 |
|
S4 |
15,554 |
15,608 |
15,791 |
|
|
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 |
15,851 |
15,495 |
356 |
2.2% |
134 |
0.8% |
97% |
True |
False |
127,181 |
10 |
15,851 |
15,456 |
395 |
2.5% |
139 |
0.9% |
97% |
True |
False |
134,276 |
20 |
15,851 |
15,260 |
591 |
3.7% |
129 |
0.8% |
98% |
True |
False |
128,969 |
40 |
15,851 |
14,648 |
1,203 |
7.6% |
147 |
0.9% |
99% |
True |
False |
144,641 |
60 |
15,851 |
14,648 |
1,203 |
7.6% |
144 |
0.9% |
99% |
True |
False |
107,928 |
80 |
15,851 |
14,648 |
1,203 |
7.6% |
135 |
0.9% |
99% |
True |
False |
80,954 |
100 |
15,851 |
14,648 |
1,203 |
7.6% |
128 |
0.8% |
99% |
True |
False |
64,768 |
120 |
15,851 |
14,410 |
1,441 |
9.1% |
119 |
0.8% |
99% |
True |
False |
53,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,225 |
2.618 |
16,082 |
1.618 |
15,994 |
1.000 |
15,939 |
0.618 |
15,906 |
HIGH |
15,851 |
0.618 |
15,818 |
0.500 |
15,807 |
0.382 |
15,797 |
LOW |
15,763 |
0.618 |
15,709 |
1.000 |
15,675 |
1.618 |
15,621 |
2.618 |
15,533 |
4.250 |
15,389 |
|
|
Fisher Pivots for day following 14-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,828 |
15,803 |
PP |
15,818 |
15,768 |
S1 |
15,807 |
15,732 |
|