| Trading Metrics calculated at close of trading on 27-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
16,070.93 |
16,073.37 |
2.44 |
0.0% |
15,962.72 |
| High |
16,120.25 |
16,107.99 |
-12.26 |
-0.1% |
16,068.78 |
| Low |
16,070.93 |
16,057.34 |
-13.59 |
-0.1% |
15,865.37 |
| Close |
16,072.80 |
16,097.33 |
24.53 |
0.2% |
16,064.77 |
| Range |
49.32 |
50.65 |
1.33 |
2.7% |
203.41 |
| ATR |
106.92 |
102.90 |
-4.02 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,239.50 |
16,219.07 |
16,125.19 |
|
| R3 |
16,188.85 |
16,168.42 |
16,111.26 |
|
| R2 |
16,138.20 |
16,138.20 |
16,106.62 |
|
| R1 |
16,117.77 |
16,117.77 |
16,101.97 |
16,127.99 |
| PP |
16,087.55 |
16,087.55 |
16,087.55 |
16,092.66 |
| S1 |
16,067.12 |
16,067.12 |
16,092.69 |
16,077.34 |
| S2 |
16,036.90 |
16,036.90 |
16,088.04 |
|
| S3 |
15,986.25 |
16,016.47 |
16,083.40 |
|
| S4 |
15,935.60 |
15,965.82 |
16,069.47 |
|
|
| 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 |
15,908.07 |
212.18 |
1.3% |
70.92 |
0.4% |
89% |
False |
False |
|
| 10 |
16,120.25 |
15,798.74 |
321.51 |
2.0% |
84.96 |
0.5% |
93% |
False |
False |
|
| 20 |
16,120.25 |
15,522.18 |
598.07 |
3.7% |
103.56 |
0.6% |
96% |
False |
False |
|
| 40 |
16,120.25 |
14,719.43 |
1,400.82 |
8.7% |
119.68 |
0.7% |
98% |
False |
False |
|
| 60 |
16,120.25 |
14,719.43 |
1,400.82 |
8.7% |
121.67 |
0.8% |
98% |
False |
False |
|
| 80 |
16,120.25 |
14,719.43 |
1,400.82 |
8.7% |
122.68 |
0.8% |
98% |
False |
False |
|
| 100 |
16,120.25 |
14,719.43 |
1,400.82 |
8.7% |
118.23 |
0.7% |
98% |
False |
False |
|
| 120 |
16,120.25 |
14,551.27 |
1,568.98 |
9.7% |
129.25 |
0.8% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,323.25 |
|
2.618 |
16,240.59 |
|
1.618 |
16,189.94 |
|
1.000 |
16,158.64 |
|
0.618 |
16,139.29 |
|
HIGH |
16,107.99 |
|
0.618 |
16,088.64 |
|
0.500 |
16,082.67 |
|
0.382 |
16,076.69 |
|
LOW |
16,057.34 |
|
0.618 |
16,026.04 |
|
1.000 |
16,006.69 |
|
1.618 |
15,975.39 |
|
2.618 |
15,924.74 |
|
4.250 |
15,842.08 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
16,092.44 |
16,094.17 |
| PP |
16,087.55 |
16,091.01 |
| S1 |
16,082.67 |
16,087.86 |
|