Trading Metrics calculated at close of trading on 15-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
14,810 |
15,145 |
335 |
2.3% |
14,390 |
High |
15,165 |
15,460 |
295 |
1.9% |
15,460 |
Low |
14,810 |
15,145 |
335 |
2.3% |
14,390 |
Close |
15,165 |
15,420 |
255 |
1.7% |
15,420 |
Range |
355 |
315 |
-40 |
-11.3% |
1,070 |
ATR |
206 |
214 |
8 |
3.8% |
0 |
Volume |
23 |
45 |
22 |
95.7% |
160 |
|
Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,287 |
16,168 |
15,593 |
|
R3 |
15,972 |
15,853 |
15,507 |
|
R2 |
15,657 |
15,657 |
15,478 |
|
R1 |
15,538 |
15,538 |
15,449 |
15,598 |
PP |
15,342 |
15,342 |
15,342 |
15,371 |
S1 |
15,223 |
15,223 |
15,391 |
15,283 |
S2 |
15,027 |
15,027 |
15,362 |
|
S3 |
14,712 |
14,908 |
15,334 |
|
S4 |
14,397 |
14,593 |
15,247 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,300 |
17,930 |
16,009 |
|
R3 |
17,230 |
16,860 |
15,714 |
|
R2 |
16,160 |
16,160 |
15,616 |
|
R1 |
15,790 |
15,790 |
15,518 |
15,975 |
PP |
15,090 |
15,090 |
15,090 |
15,183 |
S1 |
14,720 |
14,720 |
15,322 |
14,905 |
S2 |
14,020 |
14,020 |
15,224 |
|
S3 |
12,950 |
13,650 |
15,126 |
|
S4 |
11,880 |
12,580 |
14,832 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,460 |
14,390 |
1,070 |
6.9% |
218 |
1.4% |
96% |
True |
False |
32 |
10 |
15,460 |
14,070 |
1,390 |
9.0% |
163 |
1.1% |
97% |
True |
False |
17 |
20 |
15,460 |
14,070 |
1,390 |
9.0% |
126 |
0.8% |
97% |
True |
False |
11 |
40 |
15,460 |
13,905 |
1,555 |
10.1% |
109 |
0.7% |
97% |
True |
False |
8 |
60 |
15,460 |
13,330 |
2,130 |
13.8% |
78 |
0.5% |
98% |
True |
False |
6 |
80 |
15,460 |
13,330 |
2,130 |
13.8% |
63 |
0.4% |
98% |
True |
False |
4 |
100 |
15,460 |
13,330 |
2,130 |
13.8% |
51 |
0.3% |
98% |
True |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,799 |
2.618 |
16,285 |
1.618 |
15,970 |
1.000 |
15,775 |
0.618 |
15,655 |
HIGH |
15,460 |
0.618 |
15,340 |
0.500 |
15,303 |
0.382 |
15,265 |
LOW |
15,145 |
0.618 |
14,950 |
1.000 |
14,830 |
1.618 |
14,635 |
2.618 |
14,320 |
4.250 |
13,806 |
|
|
Fisher Pivots for day following 15-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,381 |
15,300 |
PP |
15,342 |
15,180 |
S1 |
15,303 |
15,060 |
|