| Trading Metrics calculated at close of trading on 26-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
16,072.09 |
16,070.93 |
-1.16 |
0.0% |
15,962.72 |
| High |
16,109.63 |
16,120.25 |
10.62 |
0.1% |
16,068.78 |
| Low |
16,055.46 |
16,070.93 |
15.47 |
0.1% |
15,865.37 |
| Close |
16,072.54 |
16,072.80 |
0.26 |
0.0% |
16,064.77 |
| Range |
54.17 |
49.32 |
-4.85 |
-9.0% |
203.41 |
| ATR |
111.35 |
106.92 |
-4.43 |
-4.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,235.95 |
16,203.70 |
16,099.93 |
|
| R3 |
16,186.63 |
16,154.38 |
16,086.36 |
|
| R2 |
16,137.31 |
16,137.31 |
16,081.84 |
|
| R1 |
16,105.06 |
16,105.06 |
16,077.32 |
16,121.19 |
| PP |
16,087.99 |
16,087.99 |
16,087.99 |
16,096.06 |
| S1 |
16,055.74 |
16,055.74 |
16,068.28 |
16,071.87 |
| S2 |
16,038.67 |
16,038.67 |
16,063.76 |
|
| S3 |
15,989.35 |
16,006.42 |
16,059.24 |
|
| S4 |
15,940.03 |
15,957.10 |
16,045.67 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,609.87 |
16,540.73 |
16,176.65 |
|
| R3 |
16,406.46 |
16,337.32 |
16,120.71 |
|
| R2 |
16,203.05 |
16,203.05 |
16,102.06 |
|
| R1 |
16,133.91 |
16,133.91 |
16,083.42 |
16,168.48 |
| PP |
15,999.64 |
15,999.64 |
15,999.64 |
16,016.93 |
| S1 |
15,930.50 |
15,930.50 |
16,046.12 |
15,965.07 |
| S2 |
15,796.23 |
15,796.23 |
16,027.48 |
|
| S3 |
15,592.82 |
15,727.09 |
16,008.83 |
|
| S4 |
15,389.41 |
15,523.68 |
15,952.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,120.25 |
15,865.37 |
254.88 |
1.6% |
91.09 |
0.6% |
81% |
True |
False |
|
| 10 |
16,120.25 |
15,672.00 |
448.25 |
2.8% |
94.99 |
0.6% |
89% |
True |
False |
|
| 20 |
16,120.25 |
15,522.18 |
598.07 |
3.7% |
108.35 |
0.7% |
92% |
True |
False |
|
| 40 |
16,120.25 |
14,719.43 |
1,400.82 |
8.7% |
121.87 |
0.8% |
97% |
True |
False |
|
| 60 |
16,120.25 |
14,719.43 |
1,400.82 |
8.7% |
123.45 |
0.8% |
97% |
True |
False |
|
| 80 |
16,120.25 |
14,719.43 |
1,400.82 |
8.7% |
123.73 |
0.8% |
97% |
True |
False |
|
| 100 |
16,120.25 |
14,719.43 |
1,400.82 |
8.7% |
118.65 |
0.7% |
97% |
True |
False |
|
| 120 |
16,120.25 |
14,551.27 |
1,568.98 |
9.8% |
129.57 |
0.8% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,329.86 |
|
2.618 |
16,249.37 |
|
1.618 |
16,200.05 |
|
1.000 |
16,169.57 |
|
0.618 |
16,150.73 |
|
HIGH |
16,120.25 |
|
0.618 |
16,101.41 |
|
0.500 |
16,095.59 |
|
0.382 |
16,089.77 |
|
LOW |
16,070.93 |
|
0.618 |
16,040.45 |
|
1.000 |
16,021.61 |
|
1.618 |
15,991.13 |
|
2.618 |
15,941.81 |
|
4.250 |
15,861.32 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
16,095.59 |
16,064.62 |
| PP |
16,087.99 |
16,056.44 |
| S1 |
16,080.40 |
16,048.26 |
|