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 |
3,070.0 |
3,088.0 |
18.0 |
0.6% |
3,065.0 |
High |
3,088.0 |
3,097.0 |
9.0 |
0.3% |
3,097.0 |
Low |
3,062.0 |
3,077.0 |
15.0 |
0.5% |
3,058.0 |
Close |
3,081.0 |
3,085.0 |
4.0 |
0.1% |
3,085.0 |
Range |
26.0 |
20.0 |
-6.0 |
-23.1% |
39.0 |
ATR |
35.9 |
34.8 |
-1.1 |
-3.2% |
0.0 |
Volume |
417,623 |
612,735 |
195,112 |
46.7% |
2,332,402 |
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,146.3 |
3,135.7 |
3,096.0 |
|
R3 |
3,126.3 |
3,115.7 |
3,090.5 |
|
R2 |
3,106.3 |
3,106.3 |
3,088.7 |
|
R1 |
3,095.7 |
3,095.7 |
3,086.8 |
3,091.0 |
PP |
3,086.3 |
3,086.3 |
3,086.3 |
3,084.0 |
S1 |
3,075.7 |
3,075.7 |
3,083.2 |
3,071.0 |
S2 |
3,066.3 |
3,066.3 |
3,081.3 |
|
S3 |
3,046.3 |
3,055.7 |
3,079.5 |
|
S4 |
3,026.3 |
3,035.7 |
3,074.0 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,197.0 |
3,180.0 |
3,106.5 |
|
R3 |
3,158.0 |
3,141.0 |
3,095.7 |
|
R2 |
3,119.0 |
3,119.0 |
3,092.2 |
|
R1 |
3,102.0 |
3,102.0 |
3,088.6 |
3,110.5 |
PP |
3,080.0 |
3,080.0 |
3,080.0 |
3,084.3 |
S1 |
3,063.0 |
3,063.0 |
3,081.4 |
3,071.5 |
S2 |
3,041.0 |
3,041.0 |
3,077.9 |
|
S3 |
3,002.0 |
3,024.0 |
3,074.3 |
|
S4 |
2,963.0 |
2,985.0 |
3,063.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,097.0 |
3,033.0 |
64.0 |
2.1% |
21.6 |
0.7% |
81% |
True |
False |
581,424 |
10 |
3,097.0 |
3,011.0 |
86.0 |
2.8% |
30.0 |
1.0% |
86% |
True |
False |
662,395 |
20 |
3,102.0 |
2,992.0 |
110.0 |
3.6% |
35.0 |
1.1% |
85% |
False |
False |
766,442 |
40 |
3,102.0 |
2,880.0 |
222.0 |
7.2% |
34.7 |
1.1% |
92% |
False |
False |
785,636 |
60 |
3,102.0 |
2,748.0 |
354.0 |
11.5% |
34.0 |
1.1% |
95% |
False |
False |
769,302 |
80 |
3,102.0 |
2,699.0 |
403.0 |
13.1% |
34.5 |
1.1% |
96% |
False |
False |
577,837 |
100 |
3,102.0 |
2,634.0 |
468.0 |
15.2% |
33.1 |
1.1% |
96% |
False |
False |
462,365 |
120 |
3,102.0 |
2,481.0 |
621.0 |
20.1% |
34.8 |
1.1% |
97% |
False |
False |
385,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,182.0 |
2.618 |
3,149.4 |
1.618 |
3,129.4 |
1.000 |
3,117.0 |
0.618 |
3,109.4 |
HIGH |
3,097.0 |
0.618 |
3,089.4 |
0.500 |
3,087.0 |
0.382 |
3,084.6 |
LOW |
3,077.0 |
0.618 |
3,064.6 |
1.000 |
3,057.0 |
1.618 |
3,044.6 |
2.618 |
3,024.6 |
4.250 |
2,992.0 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3,087.0 |
3,082.5 |
PP |
3,086.3 |
3,080.0 |
S1 |
3,085.7 |
3,077.5 |
|