Trading Metrics calculated at close of trading on 12-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,708 |
15,728 |
20 |
0.1% |
15,540 |
High |
15,743 |
15,752 |
9 |
0.1% |
15,779 |
Low |
15,677 |
15,657 |
-20 |
-0.1% |
15,456 |
Close |
15,723 |
15,710 |
-13 |
-0.1% |
15,700 |
Range |
66 |
95 |
29 |
43.9% |
323 |
ATR |
146 |
143 |
-4 |
-2.5% |
0 |
Volume |
80,938 |
116,723 |
35,785 |
44.2% |
750,180 |
|
Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,991 |
15,946 |
15,762 |
|
R3 |
15,896 |
15,851 |
15,736 |
|
R2 |
15,801 |
15,801 |
15,728 |
|
R1 |
15,756 |
15,756 |
15,719 |
15,731 |
PP |
15,706 |
15,706 |
15,706 |
15,694 |
S1 |
15,661 |
15,661 |
15,701 |
15,636 |
S2 |
15,611 |
15,611 |
15,693 |
|
S3 |
15,516 |
15,566 |
15,684 |
|
S4 |
15,421 |
15,471 |
15,658 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,614 |
16,480 |
15,878 |
|
R3 |
16,291 |
16,157 |
15,789 |
|
R2 |
15,968 |
15,968 |
15,759 |
|
R1 |
15,834 |
15,834 |
15,730 |
15,901 |
PP |
15,645 |
15,645 |
15,645 |
15,679 |
S1 |
15,511 |
15,511 |
15,671 |
15,578 |
S2 |
15,322 |
15,322 |
15,641 |
|
S3 |
14,999 |
15,188 |
15,611 |
|
S4 |
14,676 |
14,865 |
15,522 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,779 |
15,495 |
284 |
1.8% |
156 |
1.0% |
76% |
False |
False |
142,466 |
10 |
15,779 |
15,456 |
323 |
2.1% |
139 |
0.9% |
79% |
False |
False |
138,258 |
20 |
15,779 |
15,086 |
693 |
4.4% |
134 |
0.9% |
90% |
False |
False |
130,497 |
40 |
15,779 |
14,648 |
1,131 |
7.2% |
149 |
0.9% |
94% |
False |
False |
145,323 |
60 |
15,779 |
14,648 |
1,131 |
7.2% |
143 |
0.9% |
94% |
False |
False |
103,480 |
80 |
15,779 |
14,648 |
1,131 |
7.2% |
134 |
0.9% |
94% |
False |
False |
77,617 |
100 |
15,779 |
14,410 |
1,369 |
8.7% |
127 |
0.8% |
95% |
False |
False |
62,098 |
120 |
15,779 |
14,410 |
1,369 |
8.7% |
118 |
0.8% |
95% |
False |
False |
51,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,156 |
2.618 |
16,001 |
1.618 |
15,906 |
1.000 |
15,847 |
0.618 |
15,811 |
HIGH |
15,752 |
0.618 |
15,716 |
0.500 |
15,705 |
0.382 |
15,693 |
LOW |
15,657 |
0.618 |
15,598 |
1.000 |
15,562 |
1.618 |
15,503 |
2.618 |
15,408 |
4.250 |
15,253 |
|
|
Fisher Pivots for day following 12-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,708 |
15,681 |
PP |
15,706 |
15,652 |
S1 |
15,705 |
15,624 |
|