Trading Metrics calculated at close of trading on 18-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,145 |
15,280 |
135 |
0.9% |
14,390 |
High |
15,460 |
15,370 |
-90 |
-0.6% |
15,460 |
Low |
15,145 |
15,245 |
100 |
0.7% |
14,390 |
Close |
15,420 |
15,265 |
-155 |
-1.0% |
15,420 |
Range |
315 |
125 |
-190 |
-60.3% |
1,070 |
ATR |
214 |
211 |
-3 |
-1.3% |
0 |
Volume |
45 |
73 |
28 |
62.2% |
160 |
|
Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,668 |
15,592 |
15,334 |
|
R3 |
15,543 |
15,467 |
15,300 |
|
R2 |
15,418 |
15,418 |
15,288 |
|
R1 |
15,342 |
15,342 |
15,277 |
15,318 |
PP |
15,293 |
15,293 |
15,293 |
15,281 |
S1 |
15,217 |
15,217 |
15,254 |
15,193 |
S2 |
15,168 |
15,168 |
15,242 |
|
S3 |
15,043 |
15,092 |
15,231 |
|
S4 |
14,918 |
14,967 |
15,196 |
|
|
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 |
14,510 |
950 |
6.2% |
229 |
1.5% |
79% |
False |
False |
40 |
10 |
15,460 |
14,070 |
1,390 |
9.1% |
164 |
1.1% |
86% |
False |
False |
24 |
20 |
15,460 |
14,070 |
1,390 |
9.1% |
130 |
0.8% |
86% |
False |
False |
15 |
40 |
15,460 |
13,905 |
1,555 |
10.2% |
112 |
0.7% |
87% |
False |
False |
10 |
60 |
15,460 |
13,330 |
2,130 |
14.0% |
80 |
0.5% |
91% |
False |
False |
7 |
80 |
15,460 |
13,330 |
2,130 |
14.0% |
65 |
0.4% |
91% |
False |
False |
5 |
100 |
15,460 |
13,330 |
2,130 |
14.0% |
52 |
0.3% |
91% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,901 |
2.618 |
15,697 |
1.618 |
15,572 |
1.000 |
15,495 |
0.618 |
15,447 |
HIGH |
15,370 |
0.618 |
15,322 |
0.500 |
15,308 |
0.382 |
15,293 |
LOW |
15,245 |
0.618 |
15,168 |
1.000 |
15,120 |
1.618 |
15,043 |
2.618 |
14,918 |
4.250 |
14,714 |
|
|
Fisher Pivots for day following 18-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,308 |
15,222 |
PP |
15,293 |
15,178 |
S1 |
15,279 |
15,135 |
|