| Trading Metrics calculated at close of trading on 21-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
15,290 |
15,415 |
125 |
0.8% |
14,390 |
| High |
15,335 |
15,680 |
345 |
2.2% |
15,460 |
| Low |
15,195 |
15,415 |
220 |
1.4% |
14,390 |
| Close |
15,260 |
15,645 |
385 |
2.5% |
15,420 |
| Range |
140 |
265 |
125 |
89.3% |
1,070 |
| ATR |
202 |
218 |
16 |
7.7% |
0 |
| Volume |
29 |
40 |
11 |
37.9% |
160 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,375 |
16,275 |
15,791 |
|
| R3 |
16,110 |
16,010 |
15,718 |
|
| R2 |
15,845 |
15,845 |
15,694 |
|
| R1 |
15,745 |
15,745 |
15,669 |
15,795 |
| PP |
15,580 |
15,580 |
15,580 |
15,605 |
| S1 |
15,480 |
15,480 |
15,621 |
15,530 |
| S2 |
15,315 |
15,315 |
15,597 |
|
| S3 |
15,050 |
15,215 |
15,572 |
|
| S4 |
14,785 |
14,950 |
15,499 |
|
|
| 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 |
15,680 |
15,145 |
535 |
3.4% |
200 |
1.3% |
93% |
True |
False |
51 |
| 10 |
15,680 |
14,135 |
1,545 |
9.9% |
201 |
1.3% |
98% |
True |
False |
38 |
| 20 |
15,680 |
14,070 |
1,610 |
10.3% |
142 |
0.9% |
98% |
True |
False |
20 |
| 40 |
15,680 |
13,905 |
1,775 |
11.3% |
122 |
0.8% |
98% |
True |
False |
13 |
| 60 |
15,680 |
13,450 |
2,230 |
14.3% |
90 |
0.6% |
98% |
True |
False |
9 |
| 80 |
15,680 |
13,330 |
2,350 |
15.0% |
67 |
0.4% |
99% |
True |
False |
7 |
| 100 |
15,680 |
13,330 |
2,350 |
15.0% |
58 |
0.4% |
99% |
True |
False |
6 |
| 120 |
15,680 |
12,780 |
2,900 |
18.5% |
50 |
0.3% |
99% |
True |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,806 |
|
2.618 |
16,374 |
|
1.618 |
16,109 |
|
1.000 |
15,945 |
|
0.618 |
15,844 |
|
HIGH |
15,680 |
|
0.618 |
15,579 |
|
0.500 |
15,548 |
|
0.382 |
15,516 |
|
LOW |
15,415 |
|
0.618 |
15,251 |
|
1.000 |
15,150 |
|
1.618 |
14,986 |
|
2.618 |
14,721 |
|
4.250 |
14,289 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,613 |
15,571 |
| PP |
15,580 |
15,497 |
| S1 |
15,548 |
15,423 |
|