Trading Metrics calculated at close of trading on 20-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,950 |
15,932 |
-18 |
-0.1% |
15,708 |
High |
15,993 |
15,989 |
-4 |
0.0% |
15,930 |
Low |
15,909 |
15,834 |
-75 |
-0.5% |
15,613 |
Close |
15,934 |
15,878 |
-56 |
-0.4% |
15,913 |
Range |
84 |
155 |
71 |
84.5% |
317 |
ATR |
133 |
135 |
2 |
1.2% |
0 |
Volume |
139,072 |
189,282 |
50,210 |
36.1% |
562,911 |
|
Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,365 |
16,277 |
15,963 |
|
R3 |
16,210 |
16,122 |
15,921 |
|
R2 |
16,055 |
16,055 |
15,907 |
|
R1 |
15,967 |
15,967 |
15,892 |
15,934 |
PP |
15,900 |
15,900 |
15,900 |
15,884 |
S1 |
15,812 |
15,812 |
15,864 |
15,779 |
S2 |
15,745 |
15,745 |
15,850 |
|
S3 |
15,590 |
15,657 |
15,836 |
|
S4 |
15,435 |
15,502 |
15,793 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,770 |
16,658 |
16,087 |
|
R3 |
16,453 |
16,341 |
16,000 |
|
R2 |
16,136 |
16,136 |
15,971 |
|
R1 |
16,024 |
16,024 |
15,942 |
16,080 |
PP |
15,819 |
15,819 |
15,819 |
15,847 |
S1 |
15,707 |
15,707 |
15,884 |
15,763 |
S2 |
15,502 |
15,502 |
15,855 |
|
S3 |
15,185 |
15,390 |
15,826 |
|
S4 |
14,868 |
15,073 |
15,739 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,994 |
15,763 |
231 |
1.5% |
106 |
0.7% |
50% |
False |
False |
135,566 |
10 |
15,994 |
15,495 |
499 |
3.1% |
136 |
0.9% |
77% |
False |
False |
139,751 |
20 |
15,994 |
15,347 |
647 |
4.1% |
130 |
0.8% |
82% |
False |
False |
130,916 |
40 |
15,994 |
14,648 |
1,346 |
8.5% |
144 |
0.9% |
91% |
False |
False |
144,940 |
60 |
15,994 |
14,648 |
1,346 |
8.5% |
142 |
0.9% |
91% |
False |
False |
117,120 |
80 |
15,994 |
14,648 |
1,346 |
8.5% |
137 |
0.9% |
91% |
False |
False |
87,854 |
100 |
15,994 |
14,648 |
1,346 |
8.5% |
128 |
0.8% |
91% |
False |
False |
70,286 |
120 |
15,994 |
14,410 |
1,584 |
10.0% |
120 |
0.8% |
93% |
False |
False |
58,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,648 |
2.618 |
16,395 |
1.618 |
16,240 |
1.000 |
16,144 |
0.618 |
16,085 |
HIGH |
15,989 |
0.618 |
15,930 |
0.500 |
15,912 |
0.382 |
15,893 |
LOW |
15,834 |
0.618 |
15,738 |
1.000 |
15,679 |
1.618 |
15,583 |
2.618 |
15,428 |
4.250 |
15,175 |
|
|
Fisher Pivots for day following 20-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,912 |
15,914 |
PP |
15,900 |
15,902 |
S1 |
15,889 |
15,890 |
|