Trading Metrics calculated at close of trading on 14-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
14,660 |
14,810 |
150 |
1.0% |
14,335 |
High |
14,815 |
15,165 |
350 |
2.4% |
14,515 |
Low |
14,660 |
14,810 |
150 |
1.0% |
14,070 |
Close |
14,815 |
15,165 |
350 |
2.4% |
14,365 |
Range |
155 |
355 |
200 |
129.0% |
445 |
ATR |
195 |
206 |
11 |
5.9% |
0 |
Volume |
42 |
23 |
-19 |
-45.2% |
15 |
|
Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,112 |
15,993 |
15,360 |
|
R3 |
15,757 |
15,638 |
15,263 |
|
R2 |
15,402 |
15,402 |
15,230 |
|
R1 |
15,283 |
15,283 |
15,198 |
15,343 |
PP |
15,047 |
15,047 |
15,047 |
15,076 |
S1 |
14,928 |
14,928 |
15,133 |
14,988 |
S2 |
14,692 |
14,692 |
15,100 |
|
S3 |
14,337 |
14,573 |
15,068 |
|
S4 |
13,982 |
14,218 |
14,970 |
|
|
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 |
15,165 |
14,135 |
1,030 |
6.8% |
201 |
1.3% |
100% |
True |
False |
24 |
10 |
15,165 |
14,070 |
1,095 |
7.2% |
136 |
0.9% |
100% |
True |
False |
13 |
20 |
15,165 |
14,070 |
1,095 |
7.2% |
110 |
0.7% |
100% |
True |
False |
9 |
40 |
15,165 |
13,905 |
1,260 |
8.3% |
101 |
0.7% |
100% |
True |
False |
7 |
60 |
15,165 |
13,330 |
1,835 |
12.1% |
73 |
0.5% |
100% |
True |
False |
5 |
80 |
15,165 |
13,330 |
1,835 |
12.1% |
59 |
0.4% |
100% |
True |
False |
4 |
100 |
15,190 |
13,290 |
1,900 |
12.5% |
48 |
0.3% |
99% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,674 |
2.618 |
16,095 |
1.618 |
15,740 |
1.000 |
15,520 |
0.618 |
15,385 |
HIGH |
15,165 |
0.618 |
15,030 |
0.500 |
14,988 |
0.382 |
14,946 |
LOW |
14,810 |
0.618 |
14,591 |
1.000 |
14,455 |
1.618 |
14,236 |
2.618 |
13,881 |
4.250 |
13,301 |
|
|
Fisher Pivots for day following 14-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,106 |
15,056 |
PP |
15,047 |
14,947 |
S1 |
14,988 |
14,838 |
|