Trading Metrics calculated at close of trading on 21-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,932 |
15,880 |
-52 |
-0.3% |
15,708 |
High |
15,989 |
15,986 |
-3 |
0.0% |
15,930 |
Low |
15,834 |
15,848 |
14 |
0.1% |
15,613 |
Close |
15,878 |
15,975 |
97 |
0.6% |
15,913 |
Range |
155 |
138 |
-17 |
-11.0% |
317 |
ATR |
135 |
135 |
0 |
0.2% |
0 |
Volume |
189,282 |
120,600 |
-68,682 |
-36.3% |
562,911 |
|
Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,350 |
16,301 |
16,051 |
|
R3 |
16,212 |
16,163 |
16,013 |
|
R2 |
16,074 |
16,074 |
16,000 |
|
R1 |
16,025 |
16,025 |
15,988 |
16,050 |
PP |
15,936 |
15,936 |
15,936 |
15,949 |
S1 |
15,887 |
15,887 |
15,962 |
15,912 |
S2 |
15,798 |
15,798 |
15,950 |
|
S3 |
15,660 |
15,749 |
15,937 |
|
S4 |
15,522 |
15,611 |
15,899 |
|
|
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 |
15,825 |
169 |
1.1% |
116 |
0.7% |
89% |
False |
False |
134,519 |
10 |
15,994 |
15,495 |
499 |
3.1% |
125 |
0.8% |
96% |
False |
False |
130,850 |
20 |
15,994 |
15,416 |
578 |
3.6% |
130 |
0.8% |
97% |
False |
False |
130,944 |
40 |
15,994 |
14,648 |
1,346 |
8.4% |
145 |
0.9% |
99% |
False |
False |
144,745 |
60 |
15,994 |
14,648 |
1,346 |
8.4% |
143 |
0.9% |
99% |
False |
False |
119,127 |
80 |
15,994 |
14,648 |
1,346 |
8.4% |
137 |
0.9% |
99% |
False |
False |
89,361 |
100 |
15,994 |
14,648 |
1,346 |
8.4% |
127 |
0.8% |
99% |
False |
False |
71,492 |
120 |
15,994 |
14,410 |
1,584 |
9.9% |
122 |
0.8% |
99% |
False |
False |
59,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,573 |
2.618 |
16,347 |
1.618 |
16,209 |
1.000 |
16,124 |
0.618 |
16,071 |
HIGH |
15,986 |
0.618 |
15,933 |
0.500 |
15,917 |
0.382 |
15,901 |
LOW |
15,848 |
0.618 |
15,763 |
1.000 |
15,710 |
1.618 |
15,625 |
2.618 |
15,487 |
4.250 |
15,262 |
|
|
Fisher Pivots for day following 21-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,956 |
15,955 |
PP |
15,936 |
15,934 |
S1 |
15,917 |
15,914 |
|