Trading Metrics calculated at close of trading on 11-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
14,135 |
14,390 |
255 |
1.8% |
14,335 |
High |
14,365 |
14,460 |
95 |
0.7% |
14,515 |
Low |
14,135 |
14,390 |
255 |
1.8% |
14,070 |
Close |
14,365 |
14,420 |
55 |
0.4% |
14,365 |
Range |
230 |
70 |
-160 |
-69.6% |
445 |
ATR |
199 |
191 |
-7 |
-3.7% |
0 |
Volume |
8 |
32 |
24 |
300.0% |
15 |
|
Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,633 |
14,597 |
14,459 |
|
R3 |
14,563 |
14,527 |
14,439 |
|
R2 |
14,493 |
14,493 |
14,433 |
|
R1 |
14,457 |
14,457 |
14,427 |
14,475 |
PP |
14,423 |
14,423 |
14,423 |
14,433 |
S1 |
14,387 |
14,387 |
14,414 |
14,405 |
S2 |
14,353 |
14,353 |
14,407 |
|
S3 |
14,283 |
14,317 |
14,401 |
|
S4 |
14,213 |
14,247 |
14,382 |
|
|
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% |
99 |
0.7% |
79% |
False |
False |
9 |
10 |
14,680 |
14,070 |
610 |
4.2% |
88 |
0.6% |
57% |
False |
False |
5 |
20 |
14,910 |
14,070 |
840 |
5.8% |
83 |
0.6% |
42% |
False |
False |
5 |
40 |
15,000 |
13,905 |
1,095 |
7.6% |
85 |
0.6% |
47% |
False |
False |
5 |
60 |
15,000 |
13,330 |
1,670 |
11.6% |
61 |
0.4% |
65% |
False |
False |
4 |
80 |
15,000 |
13,330 |
1,670 |
11.6% |
51 |
0.4% |
65% |
False |
False |
3 |
100 |
15,190 |
13,290 |
1,900 |
13.2% |
41 |
0.3% |
59% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,758 |
2.618 |
14,643 |
1.618 |
14,573 |
1.000 |
14,530 |
0.618 |
14,503 |
HIGH |
14,460 |
0.618 |
14,433 |
0.500 |
14,425 |
0.382 |
14,417 |
LOW |
14,390 |
0.618 |
14,347 |
1.000 |
14,320 |
1.618 |
14,277 |
2.618 |
14,207 |
4.250 |
14,093 |
|
|
Fisher Pivots for day following 11-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
14,425 |
14,368 |
PP |
14,423 |
14,317 |
S1 |
14,422 |
14,265 |
|