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 |
1,250.9 |
1,241.6 |
-9.3 |
-0.7% |
1,288.9 |
High |
1,257.8 |
1,254.8 |
-3.0 |
-0.2% |
1,289.2 |
Low |
1,239.2 |
1,235.5 |
-3.7 |
-0.3% |
1,235.8 |
Close |
1,241.4 |
1,237.8 |
-3.6 |
-0.3% |
1,244.1 |
Range |
18.6 |
19.3 |
0.7 |
3.8% |
53.4 |
ATR |
21.8 |
21.6 |
-0.2 |
-0.8% |
0.0 |
Volume |
178,417 |
82,331 |
-96,086 |
-53.9% |
774,516 |
|
Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,300.6 |
1,288.5 |
1,248.4 |
|
R3 |
1,281.3 |
1,269.2 |
1,243.1 |
|
R2 |
1,262.0 |
1,262.0 |
1,241.3 |
|
R1 |
1,249.9 |
1,249.9 |
1,239.6 |
1,246.3 |
PP |
1,242.7 |
1,242.7 |
1,242.7 |
1,240.9 |
S1 |
1,230.6 |
1,230.6 |
1,236.0 |
1,227.0 |
S2 |
1,223.4 |
1,223.4 |
1,234.3 |
|
S3 |
1,204.1 |
1,211.3 |
1,232.5 |
|
S4 |
1,184.8 |
1,192.0 |
1,227.2 |
|
|
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 |
1,257.8 |
1,225.7 |
32.1 |
2.6% |
17.7 |
1.4% |
38% |
False |
False |
157,833 |
10 |
1,293.8 |
1,225.7 |
68.1 |
5.5% |
18.2 |
1.5% |
18% |
False |
False |
148,319 |
20 |
1,343.0 |
1,225.7 |
117.3 |
9.5% |
19.3 |
1.6% |
10% |
False |
False |
139,859 |
40 |
1,361.8 |
1,225.7 |
136.1 |
11.0% |
21.8 |
1.8% |
9% |
False |
False |
138,332 |
60 |
1,400.0 |
1,225.7 |
174.3 |
14.1% |
25.1 |
2.0% |
7% |
False |
False |
144,824 |
80 |
1,434.0 |
1,225.7 |
208.3 |
16.8% |
25.3 |
2.0% |
6% |
False |
False |
145,448 |
100 |
1,434.0 |
1,225.7 |
208.3 |
16.8% |
25.3 |
2.0% |
6% |
False |
False |
130,962 |
120 |
1,434.0 |
1,182.6 |
251.4 |
20.3% |
26.3 |
2.1% |
22% |
False |
False |
110,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,336.8 |
2.618 |
1,305.3 |
1.618 |
1,286.0 |
1.000 |
1,274.1 |
0.618 |
1,266.7 |
HIGH |
1,254.8 |
0.618 |
1,247.4 |
0.500 |
1,245.2 |
0.382 |
1,242.9 |
LOW |
1,235.5 |
0.618 |
1,223.6 |
1.000 |
1,216.2 |
1.618 |
1,204.3 |
2.618 |
1,185.0 |
4.250 |
1,153.5 |
|
|
Fisher Pivots for day following 27-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,245.2 |
1,241.8 |
PP |
1,242.7 |
1,240.4 |
S1 |
1,240.3 |
1,239.1 |
|