| Trading Metrics calculated at close of trading on 13-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
15,728 |
15,702 |
-26 |
-0.2% |
15,540 |
| High |
15,752 |
15,811 |
59 |
0.4% |
15,779 |
| Low |
15,657 |
15,613 |
-44 |
-0.3% |
15,456 |
| Close |
15,710 |
15,779 |
69 |
0.4% |
15,700 |
| Range |
95 |
198 |
103 |
108.4% |
323 |
| ATR |
143 |
147 |
4 |
2.8% |
0 |
| Volume |
116,723 |
141,159 |
24,436 |
20.9% |
750,180 |
|
| Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,328 |
16,252 |
15,888 |
|
| R3 |
16,130 |
16,054 |
15,834 |
|
| R2 |
15,932 |
15,932 |
15,815 |
|
| R1 |
15,856 |
15,856 |
15,797 |
15,894 |
| PP |
15,734 |
15,734 |
15,734 |
15,754 |
| S1 |
15,658 |
15,658 |
15,761 |
15,696 |
| S2 |
15,536 |
15,536 |
15,743 |
|
| S3 |
15,338 |
15,460 |
15,725 |
|
| S4 |
15,140 |
15,262 |
15,670 |
|
|
| 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 |
15,811 |
15,495 |
316 |
2.0% |
165 |
1.0% |
90% |
True |
False |
143,936 |
| 10 |
15,811 |
15,456 |
355 |
2.2% |
142 |
0.9% |
91% |
True |
False |
136,047 |
| 20 |
15,811 |
15,137 |
674 |
4.3% |
133 |
0.8% |
95% |
True |
False |
129,259 |
| 40 |
15,811 |
14,648 |
1,163 |
7.4% |
148 |
0.9% |
97% |
True |
False |
144,585 |
| 60 |
15,811 |
14,648 |
1,163 |
7.4% |
145 |
0.9% |
97% |
True |
False |
105,832 |
| 80 |
15,811 |
14,648 |
1,163 |
7.4% |
135 |
0.9% |
97% |
True |
False |
79,381 |
| 100 |
15,811 |
14,552 |
1,259 |
8.0% |
128 |
0.8% |
97% |
True |
False |
63,510 |
| 120 |
15,811 |
14,410 |
1,401 |
8.9% |
119 |
0.8% |
98% |
True |
False |
52,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,653 |
|
2.618 |
16,329 |
|
1.618 |
16,131 |
|
1.000 |
16,009 |
|
0.618 |
15,933 |
|
HIGH |
15,811 |
|
0.618 |
15,735 |
|
0.500 |
15,712 |
|
0.382 |
15,689 |
|
LOW |
15,613 |
|
0.618 |
15,491 |
|
1.000 |
15,415 |
|
1.618 |
15,293 |
|
2.618 |
15,095 |
|
4.250 |
14,772 |
|
|
| Fisher Pivots for day following 13-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,757 |
15,757 |
| PP |
15,734 |
15,734 |
| S1 |
15,712 |
15,712 |
|