Trading Metrics calculated at close of trading on 13-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
14,510 |
14,660 |
150 |
1.0% |
14,335 |
High |
14,705 |
14,815 |
110 |
0.7% |
14,515 |
Low |
14,510 |
14,660 |
150 |
1.0% |
14,070 |
Close |
14,705 |
14,815 |
110 |
0.7% |
14,365 |
Range |
195 |
155 |
-40 |
-20.5% |
445 |
ATR |
198 |
195 |
-3 |
-1.5% |
0 |
Volume |
18 |
42 |
24 |
133.3% |
15 |
|
Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,228 |
15,177 |
14,900 |
|
R3 |
15,073 |
15,022 |
14,858 |
|
R2 |
14,918 |
14,918 |
14,844 |
|
R1 |
14,867 |
14,867 |
14,829 |
14,893 |
PP |
14,763 |
14,763 |
14,763 |
14,776 |
S1 |
14,712 |
14,712 |
14,801 |
14,738 |
S2 |
14,608 |
14,608 |
14,787 |
|
S3 |
14,453 |
14,557 |
14,773 |
|
S4 |
14,298 |
14,402 |
14,730 |
|
|
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 |
14,815 |
14,070 |
745 |
5.0% |
151 |
1.0% |
100% |
True |
False |
20 |
10 |
14,815 |
14,070 |
745 |
5.0% |
108 |
0.7% |
100% |
True |
False |
11 |
20 |
14,910 |
14,070 |
840 |
5.7% |
92 |
0.6% |
89% |
False |
False |
8 |
40 |
15,000 |
13,905 |
1,095 |
7.4% |
92 |
0.6% |
83% |
False |
False |
6 |
60 |
15,000 |
13,330 |
1,670 |
11.3% |
67 |
0.5% |
89% |
False |
False |
5 |
80 |
15,000 |
13,330 |
1,670 |
11.3% |
55 |
0.4% |
89% |
False |
False |
4 |
100 |
15,190 |
13,290 |
1,900 |
12.8% |
44 |
0.3% |
80% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,474 |
2.618 |
15,221 |
1.618 |
15,066 |
1.000 |
14,970 |
0.618 |
14,911 |
HIGH |
14,815 |
0.618 |
14,756 |
0.500 |
14,738 |
0.382 |
14,719 |
LOW |
14,660 |
0.618 |
14,564 |
1.000 |
14,505 |
1.618 |
14,409 |
2.618 |
14,254 |
4.250 |
14,001 |
|
|
Fisher Pivots for day following 13-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
14,789 |
14,744 |
PP |
14,763 |
14,673 |
S1 |
14,738 |
14,603 |
|