| Trading Metrics calculated at close of trading on 15-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
15,783 |
15,839 |
56 |
0.4% |
15,708 |
| High |
15,851 |
15,930 |
79 |
0.5% |
15,930 |
| Low |
15,763 |
15,825 |
62 |
0.4% |
15,613 |
| Close |
15,839 |
15,913 |
74 |
0.5% |
15,913 |
| Range |
88 |
105 |
17 |
19.3% |
317 |
| ATR |
142 |
140 |
-3 |
-1.9% |
0 |
| Volume |
125,836 |
98,255 |
-27,581 |
-21.9% |
562,911 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,204 |
16,164 |
15,971 |
|
| R3 |
16,099 |
16,059 |
15,942 |
|
| R2 |
15,994 |
15,994 |
15,932 |
|
| R1 |
15,954 |
15,954 |
15,923 |
15,974 |
| PP |
15,889 |
15,889 |
15,889 |
15,900 |
| S1 |
15,849 |
15,849 |
15,904 |
15,869 |
| S2 |
15,784 |
15,784 |
15,894 |
|
| S3 |
15,679 |
15,744 |
15,884 |
|
| S4 |
15,574 |
15,639 |
15,855 |
|
|
| 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 |
15,930 |
15,613 |
317 |
2.0% |
111 |
0.7% |
95% |
True |
False |
112,582 |
| 10 |
15,930 |
15,456 |
474 |
3.0% |
139 |
0.9% |
96% |
True |
False |
131,309 |
| 20 |
15,930 |
15,297 |
633 |
4.0% |
129 |
0.8% |
97% |
True |
False |
127,553 |
| 40 |
15,930 |
14,648 |
1,282 |
8.1% |
145 |
0.9% |
99% |
True |
False |
144,325 |
| 60 |
15,930 |
14,648 |
1,282 |
8.1% |
143 |
0.9% |
99% |
True |
False |
109,565 |
| 80 |
15,930 |
14,648 |
1,282 |
8.1% |
136 |
0.9% |
99% |
True |
False |
82,182 |
| 100 |
15,930 |
14,648 |
1,282 |
8.1% |
128 |
0.8% |
99% |
True |
False |
65,750 |
| 120 |
15,930 |
14,410 |
1,520 |
9.6% |
120 |
0.8% |
99% |
True |
False |
54,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,376 |
|
2.618 |
16,205 |
|
1.618 |
16,100 |
|
1.000 |
16,035 |
|
0.618 |
15,995 |
|
HIGH |
15,930 |
|
0.618 |
15,890 |
|
0.500 |
15,878 |
|
0.382 |
15,865 |
|
LOW |
15,825 |
|
0.618 |
15,760 |
|
1.000 |
15,720 |
|
1.618 |
15,655 |
|
2.618 |
15,550 |
|
4.250 |
15,379 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,901 |
15,866 |
| PP |
15,889 |
15,819 |
| S1 |
15,878 |
15,772 |
|