| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
15,415 |
15,675 |
260 |
1.7% |
15,280 |
| High |
15,680 |
15,700 |
20 |
0.1% |
15,700 |
| Low |
15,415 |
15,500 |
85 |
0.6% |
15,165 |
| Close |
15,645 |
15,625 |
-20 |
-0.1% |
15,625 |
| Range |
265 |
200 |
-65 |
-24.5% |
535 |
| ATR |
218 |
217 |
-1 |
-0.6% |
0 |
| Volume |
40 |
116 |
76 |
190.0% |
328 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,208 |
16,117 |
15,735 |
|
| R3 |
16,008 |
15,917 |
15,680 |
|
| R2 |
15,808 |
15,808 |
15,662 |
|
| R1 |
15,717 |
15,717 |
15,643 |
15,663 |
| PP |
15,608 |
15,608 |
15,608 |
15,581 |
| S1 |
15,517 |
15,517 |
15,607 |
15,463 |
| S2 |
15,408 |
15,408 |
15,588 |
|
| S3 |
15,208 |
15,317 |
15,570 |
|
| S4 |
15,008 |
15,117 |
15,515 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,102 |
16,898 |
15,919 |
|
| R3 |
16,567 |
16,363 |
15,772 |
|
| R2 |
16,032 |
16,032 |
15,723 |
|
| R1 |
15,828 |
15,828 |
15,674 |
15,930 |
| PP |
15,497 |
15,497 |
15,497 |
15,548 |
| S1 |
15,293 |
15,293 |
15,576 |
15,395 |
| S2 |
14,962 |
14,962 |
15,527 |
|
| S3 |
14,427 |
14,758 |
15,478 |
|
| S4 |
13,892 |
14,223 |
15,331 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,700 |
15,165 |
535 |
3.4% |
177 |
1.1% |
86% |
True |
False |
65 |
| 10 |
15,700 |
14,390 |
1,310 |
8.4% |
198 |
1.3% |
94% |
True |
False |
48 |
| 20 |
15,700 |
14,070 |
1,630 |
10.4% |
140 |
0.9% |
95% |
True |
False |
26 |
| 40 |
15,700 |
13,905 |
1,795 |
11.5% |
123 |
0.8% |
96% |
True |
False |
16 |
| 60 |
15,700 |
13,450 |
2,250 |
14.4% |
93 |
0.6% |
97% |
True |
False |
11 |
| 80 |
15,700 |
13,330 |
2,370 |
15.2% |
70 |
0.4% |
97% |
True |
False |
8 |
| 100 |
15,700 |
13,330 |
2,370 |
15.2% |
60 |
0.4% |
97% |
True |
False |
7 |
| 120 |
15,700 |
12,780 |
2,920 |
18.7% |
52 |
0.3% |
97% |
True |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,550 |
|
2.618 |
16,224 |
|
1.618 |
16,024 |
|
1.000 |
15,900 |
|
0.618 |
15,824 |
|
HIGH |
15,700 |
|
0.618 |
15,624 |
|
0.500 |
15,600 |
|
0.382 |
15,577 |
|
LOW |
15,500 |
|
0.618 |
15,377 |
|
1.000 |
15,300 |
|
1.618 |
15,177 |
|
2.618 |
14,977 |
|
4.250 |
14,650 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,617 |
15,566 |
| PP |
15,608 |
15,507 |
| S1 |
15,600 |
15,448 |
|