| 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 |
15,913 |
15,950 |
37 |
0.2% |
15,708 |
| High |
15,994 |
15,993 |
-1 |
0.0% |
15,930 |
| Low |
15,895 |
15,909 |
14 |
0.1% |
15,613 |
| Close |
15,938 |
15,934 |
-4 |
0.0% |
15,913 |
| Range |
99 |
84 |
-15 |
-15.2% |
317 |
| ATR |
137 |
133 |
-4 |
-2.8% |
0 |
| Volume |
125,387 |
139,072 |
13,685 |
10.9% |
562,911 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,197 |
16,150 |
15,980 |
|
| R3 |
16,113 |
16,066 |
15,957 |
|
| R2 |
16,029 |
16,029 |
15,950 |
|
| R1 |
15,982 |
15,982 |
15,942 |
15,964 |
| PP |
15,945 |
15,945 |
15,945 |
15,936 |
| S1 |
15,898 |
15,898 |
15,926 |
15,880 |
| S2 |
15,861 |
15,861 |
15,919 |
|
| S3 |
15,777 |
15,814 |
15,911 |
|
| S4 |
15,693 |
15,730 |
15,888 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,770 |
16,658 |
16,087 |
|
| R3 |
16,453 |
16,341 |
16,000 |
|
| R2 |
16,136 |
16,136 |
15,971 |
|
| R1 |
16,024 |
16,024 |
15,942 |
16,080 |
| PP |
15,819 |
15,819 |
15,819 |
15,847 |
| S1 |
15,707 |
15,707 |
15,884 |
15,763 |
| S2 |
15,502 |
15,502 |
15,855 |
|
| S3 |
15,185 |
15,390 |
15,826 |
|
| S4 |
14,868 |
15,073 |
15,739 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,994 |
15,613 |
381 |
2.4% |
115 |
0.7% |
84% |
False |
False |
125,941 |
| 10 |
15,994 |
15,495 |
499 |
3.1% |
135 |
0.8% |
88% |
False |
False |
134,203 |
| 20 |
15,994 |
15,303 |
691 |
4.3% |
127 |
0.8% |
91% |
False |
False |
128,234 |
| 40 |
15,994 |
14,648 |
1,346 |
8.4% |
143 |
0.9% |
96% |
False |
False |
144,175 |
| 60 |
15,994 |
14,648 |
1,346 |
8.4% |
143 |
0.9% |
96% |
False |
False |
113,965 |
| 80 |
15,994 |
14,648 |
1,346 |
8.4% |
136 |
0.9% |
96% |
False |
False |
85,488 |
| 100 |
15,994 |
14,648 |
1,346 |
8.4% |
128 |
0.8% |
96% |
False |
False |
68,393 |
| 120 |
15,994 |
14,410 |
1,584 |
9.9% |
120 |
0.8% |
96% |
False |
False |
56,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,350 |
|
2.618 |
16,213 |
|
1.618 |
16,129 |
|
1.000 |
16,077 |
|
0.618 |
16,045 |
|
HIGH |
15,993 |
|
0.618 |
15,961 |
|
0.500 |
15,951 |
|
0.382 |
15,941 |
|
LOW |
15,909 |
|
0.618 |
15,857 |
|
1.000 |
15,825 |
|
1.618 |
15,773 |
|
2.618 |
15,689 |
|
4.250 |
15,552 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,951 |
15,926 |
| PP |
15,945 |
15,918 |
| S1 |
15,940 |
15,910 |
|