| Trading Metrics calculated at close of trading on 18-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
15,839 |
15,913 |
74 |
0.5% |
15,708 |
| High |
15,930 |
15,994 |
64 |
0.4% |
15,930 |
| Low |
15,825 |
15,895 |
70 |
0.4% |
15,613 |
| Close |
15,913 |
15,938 |
25 |
0.2% |
15,913 |
| Range |
105 |
99 |
-6 |
-5.7% |
317 |
| ATR |
140 |
137 |
-3 |
-2.1% |
0 |
| Volume |
98,255 |
125,387 |
27,132 |
27.6% |
562,911 |
|
| Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,239 |
16,188 |
15,993 |
|
| R3 |
16,140 |
16,089 |
15,965 |
|
| R2 |
16,041 |
16,041 |
15,956 |
|
| R1 |
15,990 |
15,990 |
15,947 |
16,016 |
| PP |
15,942 |
15,942 |
15,942 |
15,955 |
| S1 |
15,891 |
15,891 |
15,929 |
15,917 |
| S2 |
15,843 |
15,843 |
15,920 |
|
| S3 |
15,744 |
15,792 |
15,911 |
|
| S4 |
15,645 |
15,693 |
15,884 |
|
|
| 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 |
15,994 |
15,613 |
381 |
2.4% |
117 |
0.7% |
85% |
True |
False |
121,472 |
| 10 |
15,994 |
15,456 |
538 |
3.4% |
140 |
0.9% |
90% |
True |
False |
134,359 |
| 20 |
15,994 |
15,303 |
691 |
4.3% |
131 |
0.8% |
92% |
True |
False |
129,497 |
| 40 |
15,994 |
14,648 |
1,346 |
8.4% |
144 |
0.9% |
96% |
True |
False |
143,922 |
| 60 |
15,994 |
14,648 |
1,346 |
8.4% |
143 |
0.9% |
96% |
True |
False |
111,649 |
| 80 |
15,994 |
14,648 |
1,346 |
8.4% |
136 |
0.8% |
96% |
True |
False |
83,750 |
| 100 |
15,994 |
14,648 |
1,346 |
8.4% |
128 |
0.8% |
96% |
True |
False |
67,003 |
| 120 |
15,994 |
14,410 |
1,584 |
9.9% |
121 |
0.8% |
96% |
True |
False |
55,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,415 |
|
2.618 |
16,253 |
|
1.618 |
16,154 |
|
1.000 |
16,093 |
|
0.618 |
16,055 |
|
HIGH |
15,994 |
|
0.618 |
15,956 |
|
0.500 |
15,945 |
|
0.382 |
15,933 |
|
LOW |
15,895 |
|
0.618 |
15,834 |
|
1.000 |
15,796 |
|
1.618 |
15,735 |
|
2.618 |
15,636 |
|
4.250 |
15,474 |
|
|
| Fisher Pivots for day following 18-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,945 |
15,918 |
| PP |
15,942 |
15,898 |
| S1 |
15,940 |
15,879 |
|