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 |
1,241.6 |
1,250.9 |
9.3 |
0.7% |
1,288.9 |
High |
1,254.0 |
1,257.8 |
3.8 |
0.3% |
1,289.2 |
Low |
1,225.7 |
1,239.2 |
13.5 |
1.1% |
1,235.8 |
Close |
1,241.2 |
1,241.4 |
0.2 |
0.0% |
1,244.1 |
Range |
28.3 |
18.6 |
-9.7 |
-34.3% |
53.4 |
ATR |
22.0 |
21.8 |
-0.2 |
-1.1% |
0.0 |
Volume |
195,436 |
178,417 |
-17,019 |
-8.7% |
774,516 |
|
Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,301.9 |
1,290.3 |
1,251.6 |
|
R3 |
1,283.3 |
1,271.7 |
1,246.5 |
|
R2 |
1,264.7 |
1,264.7 |
1,244.8 |
|
R1 |
1,253.1 |
1,253.1 |
1,243.1 |
1,249.6 |
PP |
1,246.1 |
1,246.1 |
1,246.1 |
1,244.4 |
S1 |
1,234.5 |
1,234.5 |
1,239.7 |
1,231.0 |
S2 |
1,227.5 |
1,227.5 |
1,238.0 |
|
S3 |
1,208.9 |
1,215.9 |
1,236.3 |
|
S4 |
1,190.3 |
1,197.3 |
1,231.2 |
|
|
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 |
1,275.7 |
1,225.7 |
50.0 |
4.0% |
20.9 |
1.7% |
31% |
False |
False |
186,204 |
10 |
1,293.8 |
1,225.7 |
68.1 |
5.5% |
18.1 |
1.5% |
23% |
False |
False |
153,433 |
20 |
1,359.6 |
1,225.7 |
133.9 |
10.8% |
19.5 |
1.6% |
12% |
False |
False |
143,572 |
40 |
1,361.8 |
1,225.7 |
136.1 |
11.0% |
22.5 |
1.8% |
12% |
False |
False |
140,677 |
60 |
1,415.0 |
1,225.7 |
189.3 |
15.2% |
25.3 |
2.0% |
8% |
False |
False |
145,759 |
80 |
1,434.0 |
1,225.7 |
208.3 |
16.8% |
25.4 |
2.0% |
8% |
False |
False |
146,238 |
100 |
1,434.0 |
1,225.7 |
208.3 |
16.8% |
25.3 |
2.0% |
8% |
False |
False |
130,374 |
120 |
1,434.0 |
1,182.6 |
251.4 |
20.3% |
26.2 |
2.1% |
23% |
False |
False |
110,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,336.9 |
2.618 |
1,306.5 |
1.618 |
1,287.9 |
1.000 |
1,276.4 |
0.618 |
1,269.3 |
HIGH |
1,257.8 |
0.618 |
1,250.7 |
0.500 |
1,248.5 |
0.382 |
1,246.3 |
LOW |
1,239.2 |
0.618 |
1,227.7 |
1.000 |
1,220.6 |
1.618 |
1,209.1 |
2.618 |
1,190.5 |
4.250 |
1,160.2 |
|
|
Fisher Pivots for day following 26-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,248.5 |
1,241.8 |
PP |
1,246.1 |
1,241.6 |
S1 |
1,243.8 |
1,241.5 |
|