Trading Metrics calculated at close of trading on 25-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,972 |
16,038 |
66 |
0.4% |
15,913 |
High |
16,043 |
16,100 |
57 |
0.4% |
16,043 |
Low |
15,948 |
16,028 |
80 |
0.5% |
15,834 |
Close |
16,027 |
16,062 |
35 |
0.2% |
16,027 |
Range |
95 |
72 |
-23 |
-24.2% |
209 |
ATR |
132 |
128 |
-4 |
-3.2% |
0 |
Volume |
107,021 |
121,230 |
14,209 |
13.3% |
681,362 |
|
Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,279 |
16,243 |
16,102 |
|
R3 |
16,207 |
16,171 |
16,082 |
|
R2 |
16,135 |
16,135 |
16,075 |
|
R1 |
16,099 |
16,099 |
16,069 |
16,117 |
PP |
16,063 |
16,063 |
16,063 |
16,073 |
S1 |
16,027 |
16,027 |
16,056 |
16,045 |
S2 |
15,991 |
15,991 |
16,049 |
|
S3 |
15,919 |
15,955 |
16,042 |
|
S4 |
15,847 |
15,883 |
16,023 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,595 |
16,520 |
16,142 |
|
R3 |
16,386 |
16,311 |
16,085 |
|
R2 |
16,177 |
16,177 |
16,065 |
|
R1 |
16,102 |
16,102 |
16,046 |
16,140 |
PP |
15,968 |
15,968 |
15,968 |
15,987 |
S1 |
15,893 |
15,893 |
16,008 |
15,931 |
S2 |
15,759 |
15,759 |
15,989 |
|
S3 |
15,550 |
15,684 |
15,970 |
|
S4 |
15,341 |
15,475 |
15,912 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,100 |
15,834 |
266 |
1.7% |
109 |
0.7% |
86% |
True |
False |
135,441 |
10 |
16,100 |
15,613 |
487 |
3.0% |
113 |
0.7% |
92% |
True |
False |
128,456 |
20 |
16,100 |
15,456 |
644 |
4.0% |
128 |
0.8% |
94% |
True |
False |
132,614 |
40 |
16,100 |
14,648 |
1,452 |
9.0% |
142 |
0.9% |
97% |
True |
False |
143,083 |
60 |
16,100 |
14,648 |
1,452 |
9.0% |
142 |
0.9% |
97% |
True |
False |
122,919 |
80 |
16,100 |
14,648 |
1,452 |
9.0% |
137 |
0.9% |
97% |
True |
False |
92,214 |
100 |
16,100 |
14,648 |
1,452 |
9.0% |
125 |
0.8% |
97% |
True |
False |
73,774 |
120 |
16,100 |
14,410 |
1,690 |
10.5% |
123 |
0.8% |
98% |
True |
False |
61,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,406 |
2.618 |
16,289 |
1.618 |
16,217 |
1.000 |
16,172 |
0.618 |
16,145 |
HIGH |
16,100 |
0.618 |
16,073 |
0.500 |
16,064 |
0.382 |
16,056 |
LOW |
16,028 |
0.618 |
15,984 |
1.000 |
15,956 |
1.618 |
15,912 |
2.618 |
15,840 |
4.250 |
15,722 |
|
|
Fisher Pivots for day following 25-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
16,064 |
16,033 |
PP |
16,063 |
16,003 |
S1 |
16,063 |
15,974 |
|