Trading Metrics calculated at close of trading on 08-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
14,175 |
14,135 |
-40 |
-0.3% |
14,335 |
High |
14,175 |
14,365 |
190 |
1.3% |
14,515 |
Low |
14,070 |
14,135 |
65 |
0.5% |
14,070 |
Close |
14,125 |
14,365 |
240 |
1.7% |
14,365 |
Range |
105 |
230 |
125 |
119.0% |
445 |
ATR |
195 |
199 |
3 |
1.6% |
0 |
Volume |
1 |
8 |
7 |
700.0% |
15 |
|
Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,978 |
14,902 |
14,492 |
|
R3 |
14,748 |
14,672 |
14,428 |
|
R2 |
14,518 |
14,518 |
14,407 |
|
R1 |
14,442 |
14,442 |
14,386 |
14,480 |
PP |
14,288 |
14,288 |
14,288 |
14,308 |
S1 |
14,212 |
14,212 |
14,344 |
14,250 |
S2 |
14,058 |
14,058 |
14,323 |
|
S3 |
13,828 |
13,982 |
14,302 |
|
S4 |
13,598 |
13,752 |
14,239 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,652 |
15,453 |
14,610 |
|
R3 |
15,207 |
15,008 |
14,488 |
|
R2 |
14,762 |
14,762 |
14,447 |
|
R1 |
14,563 |
14,563 |
14,406 |
14,663 |
PP |
14,317 |
14,317 |
14,317 |
14,366 |
S1 |
14,118 |
14,118 |
14,324 |
14,218 |
S2 |
13,872 |
13,872 |
14,284 |
|
S3 |
13,427 |
13,673 |
14,243 |
|
S4 |
12,982 |
13,228 |
14,120 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,515 |
14,070 |
445 |
3.1% |
107 |
0.7% |
66% |
False |
False |
3 |
10 |
14,680 |
14,070 |
610 |
4.2% |
82 |
0.6% |
48% |
False |
False |
3 |
20 |
14,910 |
14,070 |
840 |
5.8% |
79 |
0.5% |
35% |
False |
False |
4 |
40 |
15,000 |
13,905 |
1,095 |
7.6% |
85 |
0.6% |
42% |
False |
False |
4 |
60 |
15,000 |
13,330 |
1,670 |
11.6% |
60 |
0.4% |
62% |
False |
False |
3 |
80 |
15,050 |
13,330 |
1,720 |
12.0% |
50 |
0.3% |
60% |
False |
False |
2 |
100 |
15,190 |
13,085 |
2,105 |
14.7% |
40 |
0.3% |
61% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,343 |
2.618 |
14,967 |
1.618 |
14,737 |
1.000 |
14,595 |
0.618 |
14,507 |
HIGH |
14,365 |
0.618 |
14,277 |
0.500 |
14,250 |
0.382 |
14,223 |
LOW |
14,135 |
0.618 |
13,993 |
1.000 |
13,905 |
1.618 |
13,763 |
2.618 |
13,533 |
4.250 |
13,158 |
|
|
Fisher Pivots for day following 08-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
14,327 |
14,341 |
PP |
14,288 |
14,317 |
S1 |
14,250 |
14,293 |
|