Trading Metrics calculated at close of trading on 19-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,962.72 |
15,974.06 |
11.34 |
0.1% |
15,759.28 |
High |
16,030.28 |
16,025.85 |
-4.43 |
0.0% |
15,962.98 |
Low |
15,942.17 |
15,943.78 |
1.61 |
0.0% |
15,672.00 |
Close |
15,976.02 |
15,967.03 |
-8.99 |
-0.1% |
15,961.70 |
Range |
88.11 |
82.07 |
-6.04 |
-6.9% |
290.98 |
ATR |
117.66 |
115.11 |
-2.54 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,225.10 |
16,178.13 |
16,012.17 |
|
R3 |
16,143.03 |
16,096.06 |
15,989.60 |
|
R2 |
16,060.96 |
16,060.96 |
15,982.08 |
|
R1 |
16,013.99 |
16,013.99 |
15,974.55 |
15,996.44 |
PP |
15,978.89 |
15,978.89 |
15,978.89 |
15,970.11 |
S1 |
15,931.92 |
15,931.92 |
15,959.51 |
15,914.37 |
S2 |
15,896.82 |
15,896.82 |
15,951.98 |
|
S3 |
15,814.75 |
15,849.85 |
15,944.46 |
|
S4 |
15,732.68 |
15,767.78 |
15,921.89 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,738.50 |
16,641.08 |
16,121.74 |
|
R3 |
16,447.52 |
16,350.10 |
16,041.72 |
|
R2 |
16,156.54 |
16,156.54 |
16,015.05 |
|
R1 |
16,059.12 |
16,059.12 |
15,988.37 |
16,107.83 |
PP |
15,865.56 |
15,865.56 |
15,865.56 |
15,889.92 |
S1 |
15,768.14 |
15,768.14 |
15,935.03 |
15,816.85 |
S2 |
15,574.58 |
15,574.58 |
15,908.35 |
|
S3 |
15,283.60 |
15,477.16 |
15,881.68 |
|
S4 |
14,992.62 |
15,186.18 |
15,801.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,030.28 |
15,672.00 |
358.28 |
2.2% |
98.90 |
0.6% |
82% |
False |
False |
|
10 |
16,030.28 |
15,579.35 |
450.93 |
2.8% |
115.17 |
0.7% |
86% |
False |
False |
|
20 |
16,030.28 |
15,366.19 |
664.09 |
4.2% |
107.98 |
0.7% |
90% |
False |
False |
|
40 |
16,030.28 |
14,719.43 |
1,310.85 |
8.2% |
125.45 |
0.8% |
95% |
False |
False |
|
60 |
16,030.28 |
14,719.43 |
1,310.85 |
8.2% |
126.63 |
0.8% |
95% |
False |
False |
|
80 |
16,030.28 |
14,719.43 |
1,310.85 |
8.2% |
125.20 |
0.8% |
95% |
False |
False |
|
100 |
16,030.28 |
14,719.43 |
1,310.85 |
8.2% |
122.18 |
0.8% |
95% |
False |
False |
|
120 |
16,030.28 |
14,551.27 |
1,479.01 |
9.3% |
133.82 |
0.8% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,374.65 |
2.618 |
16,240.71 |
1.618 |
16,158.64 |
1.000 |
16,107.92 |
0.618 |
16,076.57 |
HIGH |
16,025.85 |
0.618 |
15,994.50 |
0.500 |
15,984.82 |
0.382 |
15,975.13 |
LOW |
15,943.78 |
0.618 |
15,893.06 |
1.000 |
15,861.71 |
1.618 |
15,810.99 |
2.618 |
15,728.92 |
4.250 |
15,594.98 |
|
|
Fisher Pivots for day following 19-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,984.82 |
15,962.38 |
PP |
15,978.89 |
15,957.74 |
S1 |
15,972.96 |
15,953.09 |
|