| 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 |
15,280 |
15,250 |
-30 |
-0.2% |
14,390 |
| High |
15,370 |
15,320 |
-50 |
-0.3% |
15,460 |
| Low |
15,245 |
15,165 |
-80 |
-0.5% |
14,390 |
| Close |
15,265 |
15,310 |
45 |
0.3% |
15,420 |
| Range |
125 |
155 |
30 |
24.0% |
1,070 |
| ATR |
211 |
207 |
-4 |
-1.9% |
0 |
| Volume |
73 |
70 |
-3 |
-4.1% |
160 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,730 |
15,675 |
15,395 |
|
| R3 |
15,575 |
15,520 |
15,353 |
|
| R2 |
15,420 |
15,420 |
15,339 |
|
| R1 |
15,365 |
15,365 |
15,324 |
15,393 |
| PP |
15,265 |
15,265 |
15,265 |
15,279 |
| S1 |
15,210 |
15,210 |
15,296 |
15,238 |
| S2 |
15,110 |
15,110 |
15,282 |
|
| S3 |
14,955 |
15,055 |
15,268 |
|
| S4 |
14,800 |
14,900 |
15,225 |
|
|
| 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 |
15,460 |
14,660 |
800 |
5.2% |
221 |
1.4% |
81% |
False |
False |
50 |
| 10 |
15,460 |
14,070 |
1,390 |
9.1% |
173 |
1.1% |
89% |
False |
False |
31 |
| 20 |
15,460 |
14,070 |
1,390 |
9.1% |
137 |
0.9% |
89% |
False |
False |
18 |
| 40 |
15,460 |
13,905 |
1,555 |
10.2% |
116 |
0.8% |
90% |
False |
False |
11 |
| 60 |
15,460 |
13,330 |
2,130 |
13.9% |
83 |
0.5% |
93% |
False |
False |
8 |
| 80 |
15,460 |
13,330 |
2,130 |
13.9% |
63 |
0.4% |
93% |
False |
False |
6 |
| 100 |
15,460 |
13,330 |
2,130 |
13.9% |
54 |
0.3% |
93% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,979 |
|
2.618 |
15,726 |
|
1.618 |
15,571 |
|
1.000 |
15,475 |
|
0.618 |
15,416 |
|
HIGH |
15,320 |
|
0.618 |
15,261 |
|
0.500 |
15,243 |
|
0.382 |
15,224 |
|
LOW |
15,165 |
|
0.618 |
15,069 |
|
1.000 |
15,010 |
|
1.618 |
14,914 |
|
2.618 |
14,759 |
|
4.250 |
14,506 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,288 |
15,308 |
| PP |
15,265 |
15,305 |
| S1 |
15,243 |
15,303 |
|