Trading Metrics calculated at close of trading on 12-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
14,390 |
14,510 |
120 |
0.8% |
14,335 |
High |
14,460 |
14,705 |
245 |
1.7% |
14,515 |
Low |
14,390 |
14,510 |
120 |
0.8% |
14,070 |
Close |
14,420 |
14,705 |
285 |
2.0% |
14,365 |
Range |
70 |
195 |
125 |
178.6% |
445 |
ATR |
191 |
198 |
7 |
3.5% |
0 |
Volume |
32 |
18 |
-14 |
-43.8% |
15 |
|
Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,225 |
15,160 |
14,812 |
|
R3 |
15,030 |
14,965 |
14,759 |
|
R2 |
14,835 |
14,835 |
14,741 |
|
R1 |
14,770 |
14,770 |
14,723 |
14,803 |
PP |
14,640 |
14,640 |
14,640 |
14,656 |
S1 |
14,575 |
14,575 |
14,687 |
14,608 |
S2 |
14,445 |
14,445 |
14,669 |
|
S3 |
14,250 |
14,380 |
14,652 |
|
S4 |
14,055 |
14,185 |
14,598 |
|
|
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 |
14,705 |
14,070 |
635 |
4.3% |
125 |
0.9% |
100% |
True |
False |
12 |
10 |
14,705 |
14,070 |
635 |
4.3% |
102 |
0.7% |
100% |
True |
False |
7 |
20 |
14,910 |
14,070 |
840 |
5.7% |
85 |
0.6% |
76% |
False |
False |
6 |
40 |
15,000 |
13,905 |
1,095 |
7.4% |
90 |
0.6% |
73% |
False |
False |
5 |
60 |
15,000 |
13,330 |
1,670 |
11.4% |
65 |
0.4% |
82% |
False |
False |
4 |
80 |
15,000 |
13,330 |
1,670 |
11.4% |
53 |
0.4% |
82% |
False |
False |
3 |
100 |
15,190 |
13,290 |
1,900 |
12.9% |
42 |
0.3% |
74% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,534 |
2.618 |
15,216 |
1.618 |
15,021 |
1.000 |
14,900 |
0.618 |
14,826 |
HIGH |
14,705 |
0.618 |
14,631 |
0.500 |
14,608 |
0.382 |
14,585 |
LOW |
14,510 |
0.618 |
14,390 |
1.000 |
14,315 |
1.618 |
14,195 |
2.618 |
14,000 |
4.250 |
13,681 |
|
|
Fisher Pivots for day following 12-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
14,673 |
14,610 |
PP |
14,640 |
14,515 |
S1 |
14,608 |
14,420 |
|