Trading Metrics calculated at close of trading on 29-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,241.6 |
1,239.3 |
-2.3 |
-0.2% |
1,241.6 |
High |
1,254.8 |
1,254.5 |
-0.3 |
0.0% |
1,257.8 |
Low |
1,235.5 |
1,233.7 |
-1.8 |
-0.1% |
1,225.7 |
Close |
1,237.8 |
1,250.6 |
12.8 |
1.0% |
1,250.6 |
Range |
19.3 |
20.8 |
1.5 |
7.8% |
32.1 |
ATR |
21.6 |
21.5 |
-0.1 |
-0.3% |
0.0 |
Volume |
82,331 |
9,203 |
-73,128 |
-88.8% |
465,387 |
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,308.7 |
1,300.4 |
1,262.0 |
|
R3 |
1,287.9 |
1,279.6 |
1,256.3 |
|
R2 |
1,267.1 |
1,267.1 |
1,254.4 |
|
R1 |
1,258.8 |
1,258.8 |
1,252.5 |
1,263.0 |
PP |
1,246.3 |
1,246.3 |
1,246.3 |
1,248.3 |
S1 |
1,238.0 |
1,238.0 |
1,248.7 |
1,242.2 |
S2 |
1,225.5 |
1,225.5 |
1,246.8 |
|
S3 |
1,204.7 |
1,217.2 |
1,244.9 |
|
S4 |
1,183.9 |
1,196.4 |
1,239.2 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,341.0 |
1,327.9 |
1,268.3 |
|
R3 |
1,308.9 |
1,295.8 |
1,259.4 |
|
R2 |
1,276.8 |
1,276.8 |
1,256.5 |
|
R1 |
1,263.7 |
1,263.7 |
1,253.5 |
1,270.3 |
PP |
1,244.7 |
1,244.7 |
1,244.7 |
1,248.0 |
S1 |
1,231.6 |
1,231.6 |
1,247.7 |
1,238.2 |
S2 |
1,212.6 |
1,212.6 |
1,244.7 |
|
S3 |
1,180.5 |
1,199.5 |
1,241.8 |
|
S4 |
1,148.4 |
1,167.4 |
1,232.9 |
|
|
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% |
19.0 |
1.5% |
78% |
False |
False |
120,120 |
10 |
1,290.8 |
1,225.7 |
65.1 |
5.2% |
18.6 |
1.5% |
38% |
False |
False |
133,308 |
20 |
1,327.3 |
1,225.7 |
101.6 |
8.1% |
19.1 |
1.5% |
25% |
False |
False |
132,720 |
40 |
1,361.8 |
1,225.7 |
136.1 |
10.9% |
21.8 |
1.7% |
18% |
False |
False |
135,335 |
60 |
1,395.0 |
1,225.7 |
169.3 |
13.5% |
24.9 |
2.0% |
15% |
False |
False |
142,057 |
80 |
1,434.0 |
1,225.7 |
208.3 |
16.7% |
25.3 |
2.0% |
12% |
False |
False |
144,038 |
100 |
1,434.0 |
1,225.7 |
208.3 |
16.7% |
25.3 |
2.0% |
12% |
False |
False |
130,861 |
120 |
1,434.0 |
1,182.6 |
251.4 |
20.1% |
26.3 |
2.1% |
27% |
False |
False |
110,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,342.9 |
2.618 |
1,309.0 |
1.618 |
1,288.2 |
1.000 |
1,275.3 |
0.618 |
1,267.4 |
HIGH |
1,254.5 |
0.618 |
1,246.6 |
0.500 |
1,244.1 |
0.382 |
1,241.6 |
LOW |
1,233.7 |
0.618 |
1,220.8 |
1.000 |
1,212.9 |
1.618 |
1,200.0 |
2.618 |
1,179.2 |
4.250 |
1,145.3 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,248.4 |
1,249.0 |
PP |
1,246.3 |
1,247.4 |
S1 |
1,244.1 |
1,245.8 |
|