Trading Metrics calculated at close of trading on 21-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,290 |
15,415 |
125 |
0.8% |
14,390 |
High |
15,335 |
15,680 |
345 |
2.2% |
15,460 |
Low |
15,195 |
15,415 |
220 |
1.4% |
14,390 |
Close |
15,260 |
15,645 |
385 |
2.5% |
15,420 |
Range |
140 |
265 |
125 |
89.3% |
1,070 |
ATR |
202 |
218 |
16 |
7.7% |
0 |
Volume |
29 |
40 |
11 |
37.9% |
160 |
|
Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,375 |
16,275 |
15,791 |
|
R3 |
16,110 |
16,010 |
15,718 |
|
R2 |
15,845 |
15,845 |
15,694 |
|
R1 |
15,745 |
15,745 |
15,669 |
15,795 |
PP |
15,580 |
15,580 |
15,580 |
15,605 |
S1 |
15,480 |
15,480 |
15,621 |
15,530 |
S2 |
15,315 |
15,315 |
15,597 |
|
S3 |
15,050 |
15,215 |
15,572 |
|
S4 |
14,785 |
14,950 |
15,499 |
|
|
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 |
15,680 |
15,145 |
535 |
3.4% |
200 |
1.3% |
93% |
True |
False |
51 |
10 |
15,680 |
14,135 |
1,545 |
9.9% |
201 |
1.3% |
98% |
True |
False |
38 |
20 |
15,680 |
14,070 |
1,610 |
10.3% |
142 |
0.9% |
98% |
True |
False |
20 |
40 |
15,680 |
13,905 |
1,775 |
11.3% |
122 |
0.8% |
98% |
True |
False |
13 |
60 |
15,680 |
13,450 |
2,230 |
14.3% |
90 |
0.6% |
98% |
True |
False |
9 |
80 |
15,680 |
13,330 |
2,350 |
15.0% |
67 |
0.4% |
99% |
True |
False |
7 |
100 |
15,680 |
13,330 |
2,350 |
15.0% |
58 |
0.4% |
99% |
True |
False |
6 |
120 |
15,680 |
12,780 |
2,900 |
18.5% |
50 |
0.3% |
99% |
True |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,806 |
2.618 |
16,374 |
1.618 |
16,109 |
1.000 |
15,945 |
0.618 |
15,844 |
HIGH |
15,680 |
0.618 |
15,579 |
0.500 |
15,548 |
0.382 |
15,516 |
LOW |
15,415 |
0.618 |
15,251 |
1.000 |
15,150 |
1.618 |
14,986 |
2.618 |
14,721 |
4.250 |
14,289 |
|
|
Fisher Pivots for day following 21-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,613 |
15,571 |
PP |
15,580 |
15,497 |
S1 |
15,548 |
15,423 |
|