Trading Metrics calculated at close of trading on 25-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,242.3 |
1,241.6 |
-0.7 |
-0.1% |
1,288.9 |
High |
1,248.3 |
1,254.0 |
5.7 |
0.5% |
1,289.2 |
Low |
1,240.3 |
1,225.7 |
-14.6 |
-1.2% |
1,235.8 |
Close |
1,244.1 |
1,241.2 |
-2.9 |
-0.2% |
1,244.1 |
Range |
8.0 |
28.3 |
20.3 |
253.8% |
53.4 |
ATR |
21.5 |
22.0 |
0.5 |
2.2% |
0.0 |
Volume |
135,215 |
195,436 |
60,221 |
44.5% |
774,516 |
|
Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,325.2 |
1,311.5 |
1,256.8 |
|
R3 |
1,296.9 |
1,283.2 |
1,249.0 |
|
R2 |
1,268.6 |
1,268.6 |
1,246.4 |
|
R1 |
1,254.9 |
1,254.9 |
1,243.8 |
1,247.6 |
PP |
1,240.3 |
1,240.3 |
1,240.3 |
1,236.7 |
S1 |
1,226.6 |
1,226.6 |
1,238.6 |
1,219.3 |
S2 |
1,212.0 |
1,212.0 |
1,236.0 |
|
S3 |
1,183.7 |
1,198.3 |
1,233.4 |
|
S4 |
1,155.4 |
1,170.0 |
1,225.6 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,416.6 |
1,383.7 |
1,273.5 |
|
R3 |
1,363.2 |
1,330.3 |
1,258.8 |
|
R2 |
1,309.8 |
1,309.8 |
1,253.9 |
|
R1 |
1,276.9 |
1,276.9 |
1,249.0 |
1,266.7 |
PP |
1,256.4 |
1,256.4 |
1,256.4 |
1,251.2 |
S1 |
1,223.5 |
1,223.5 |
1,239.2 |
1,213.3 |
S2 |
1,203.0 |
1,203.0 |
1,234.3 |
|
S3 |
1,149.6 |
1,170.1 |
1,229.4 |
|
S4 |
1,096.2 |
1,116.7 |
1,214.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,278.2 |
1,225.7 |
52.5 |
4.2% |
19.2 |
1.6% |
30% |
False |
True |
171,550 |
10 |
1,293.8 |
1,225.7 |
68.1 |
5.5% |
18.8 |
1.5% |
23% |
False |
True |
150,245 |
20 |
1,360.4 |
1,225.7 |
134.7 |
10.9% |
19.6 |
1.6% |
12% |
False |
True |
141,010 |
40 |
1,361.8 |
1,225.7 |
136.1 |
11.0% |
23.4 |
1.9% |
11% |
False |
True |
141,538 |
60 |
1,416.4 |
1,225.7 |
190.7 |
15.4% |
25.7 |
2.1% |
8% |
False |
True |
146,219 |
80 |
1,434.0 |
1,225.7 |
208.3 |
16.8% |
25.5 |
2.1% |
7% |
False |
True |
145,231 |
100 |
1,434.0 |
1,218.5 |
215.5 |
17.4% |
25.4 |
2.0% |
11% |
False |
False |
128,765 |
120 |
1,434.0 |
1,182.6 |
251.4 |
20.3% |
26.4 |
2.1% |
23% |
False |
False |
108,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,374.3 |
2.618 |
1,328.1 |
1.618 |
1,299.8 |
1.000 |
1,282.3 |
0.618 |
1,271.5 |
HIGH |
1,254.0 |
0.618 |
1,243.2 |
0.500 |
1,239.9 |
0.382 |
1,236.5 |
LOW |
1,225.7 |
0.618 |
1,208.2 |
1.000 |
1,197.4 |
1.618 |
1,179.9 |
2.618 |
1,151.6 |
4.250 |
1,105.4 |
|
|
Fisher Pivots for day following 25-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,240.8 |
1,240.8 |
PP |
1,240.3 |
1,240.3 |
S1 |
1,239.9 |
1,239.9 |
|