Trading Metrics calculated at close of trading on 20-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,250 |
15,290 |
40 |
0.3% |
14,390 |
High |
15,320 |
15,335 |
15 |
0.1% |
15,460 |
Low |
15,165 |
15,195 |
30 |
0.2% |
14,390 |
Close |
15,310 |
15,260 |
-50 |
-0.3% |
15,420 |
Range |
155 |
140 |
-15 |
-9.7% |
1,070 |
ATR |
207 |
202 |
-5 |
-2.3% |
0 |
Volume |
70 |
29 |
-41 |
-58.6% |
160 |
|
Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,683 |
15,612 |
15,337 |
|
R3 |
15,543 |
15,472 |
15,299 |
|
R2 |
15,403 |
15,403 |
15,286 |
|
R1 |
15,332 |
15,332 |
15,273 |
15,298 |
PP |
15,263 |
15,263 |
15,263 |
15,246 |
S1 |
15,192 |
15,192 |
15,247 |
15,158 |
S2 |
15,123 |
15,123 |
15,234 |
|
S3 |
14,983 |
15,052 |
15,222 |
|
S4 |
14,843 |
14,912 |
15,183 |
|
|
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 |
14,810 |
650 |
4.3% |
218 |
1.4% |
69% |
False |
False |
48 |
10 |
15,460 |
14,070 |
1,390 |
9.1% |
185 |
1.2% |
86% |
False |
False |
34 |
20 |
15,460 |
14,070 |
1,390 |
9.1% |
134 |
0.9% |
86% |
False |
False |
20 |
40 |
15,460 |
13,905 |
1,555 |
10.2% |
116 |
0.8% |
87% |
False |
False |
12 |
60 |
15,460 |
13,450 |
2,010 |
13.2% |
85 |
0.6% |
90% |
False |
False |
8 |
80 |
15,460 |
13,330 |
2,130 |
14.0% |
64 |
0.4% |
91% |
False |
False |
6 |
100 |
15,460 |
13,330 |
2,130 |
14.0% |
55 |
0.4% |
91% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,930 |
2.618 |
15,702 |
1.618 |
15,562 |
1.000 |
15,475 |
0.618 |
15,422 |
HIGH |
15,335 |
0.618 |
15,282 |
0.500 |
15,265 |
0.382 |
15,249 |
LOW |
15,195 |
0.618 |
15,109 |
1.000 |
15,055 |
1.618 |
14,969 |
2.618 |
14,829 |
4.250 |
14,600 |
|
|
Fisher Pivots for day following 20-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,265 |
15,268 |
PP |
15,263 |
15,265 |
S1 |
15,262 |
15,263 |
|