Trading Metrics calculated at close of trading on 25-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,675 |
15,710 |
35 |
0.2% |
15,280 |
High |
15,700 |
15,725 |
25 |
0.2% |
15,700 |
Low |
15,500 |
15,595 |
95 |
0.6% |
15,165 |
Close |
15,625 |
15,625 |
0 |
0.0% |
15,625 |
Range |
200 |
130 |
-70 |
-35.0% |
535 |
ATR |
217 |
210 |
-6 |
-2.9% |
0 |
Volume |
116 |
301 |
185 |
159.5% |
328 |
|
Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,038 |
15,962 |
15,697 |
|
R3 |
15,908 |
15,832 |
15,661 |
|
R2 |
15,778 |
15,778 |
15,649 |
|
R1 |
15,702 |
15,702 |
15,637 |
15,675 |
PP |
15,648 |
15,648 |
15,648 |
15,635 |
S1 |
15,572 |
15,572 |
15,613 |
15,545 |
S2 |
15,518 |
15,518 |
15,601 |
|
S3 |
15,388 |
15,442 |
15,589 |
|
S4 |
15,258 |
15,312 |
15,554 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,102 |
16,898 |
15,919 |
|
R3 |
16,567 |
16,363 |
15,772 |
|
R2 |
16,032 |
16,032 |
15,723 |
|
R1 |
15,828 |
15,828 |
15,674 |
15,930 |
PP |
15,497 |
15,497 |
15,497 |
15,548 |
S1 |
15,293 |
15,293 |
15,576 |
15,395 |
S2 |
14,962 |
14,962 |
15,527 |
|
S3 |
14,427 |
14,758 |
15,478 |
|
S4 |
13,892 |
14,223 |
15,331 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,725 |
15,165 |
560 |
3.6% |
178 |
1.1% |
82% |
True |
False |
111 |
10 |
15,725 |
14,510 |
1,215 |
7.8% |
204 |
1.3% |
92% |
True |
False |
75 |
20 |
15,725 |
14,070 |
1,655 |
10.6% |
146 |
0.9% |
94% |
True |
False |
40 |
40 |
15,725 |
13,905 |
1,820 |
11.6% |
126 |
0.8% |
95% |
True |
False |
23 |
60 |
15,725 |
13,905 |
1,820 |
11.6% |
95 |
0.6% |
95% |
True |
False |
16 |
80 |
15,725 |
13,330 |
2,395 |
15.3% |
71 |
0.5% |
96% |
True |
False |
12 |
100 |
15,725 |
13,330 |
2,395 |
15.3% |
61 |
0.4% |
96% |
True |
False |
10 |
120 |
15,725 |
12,780 |
2,945 |
18.8% |
51 |
0.3% |
97% |
True |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,278 |
2.618 |
16,065 |
1.618 |
15,935 |
1.000 |
15,855 |
0.618 |
15,805 |
HIGH |
15,725 |
0.618 |
15,675 |
0.500 |
15,660 |
0.382 |
15,645 |
LOW |
15,595 |
0.618 |
15,515 |
1.000 |
15,465 |
1.618 |
15,385 |
2.618 |
15,255 |
4.250 |
15,043 |
|
|
Fisher Pivots for day following 25-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,660 |
15,607 |
PP |
15,648 |
15,588 |
S1 |
15,637 |
15,570 |
|