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 |
5,334.0 |
5,368.0 |
34.0 |
0.6% |
5,418.0 |
High |
5,367.0 |
5,390.0 |
23.0 |
0.4% |
5,419.0 |
Low |
5,328.0 |
5,362.0 |
34.0 |
0.6% |
5,293.0 |
Close |
5,349.0 |
5,375.0 |
26.0 |
0.5% |
5,349.0 |
Range |
39.0 |
28.0 |
-11.0 |
-28.2% |
126.0 |
ATR |
50.2 |
49.6 |
-0.7 |
-1.3% |
0.0 |
Volume |
17,927 |
21,572 |
3,645 |
20.3% |
120,507 |
|
Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,459.7 |
5,445.3 |
5,390.4 |
|
R3 |
5,431.7 |
5,417.3 |
5,382.7 |
|
R2 |
5,403.7 |
5,403.7 |
5,380.1 |
|
R1 |
5,389.3 |
5,389.3 |
5,377.6 |
5,396.5 |
PP |
5,375.7 |
5,375.7 |
5,375.7 |
5,379.3 |
S1 |
5,361.3 |
5,361.3 |
5,372.4 |
5,368.5 |
S2 |
5,347.7 |
5,347.7 |
5,369.9 |
|
S3 |
5,319.7 |
5,333.3 |
5,367.3 |
|
S4 |
5,291.7 |
5,305.3 |
5,359.6 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,731.7 |
5,666.3 |
5,418.3 |
|
R3 |
5,605.7 |
5,540.3 |
5,383.7 |
|
R2 |
5,479.7 |
5,479.7 |
5,372.1 |
|
R1 |
5,414.3 |
5,414.3 |
5,360.6 |
5,384.0 |
PP |
5,353.7 |
5,353.7 |
5,353.7 |
5,338.5 |
S1 |
5,288.3 |
5,288.3 |
5,337.5 |
5,258.0 |
S2 |
5,227.7 |
5,227.7 |
5,325.9 |
|
S3 |
5,101.7 |
5,162.3 |
5,314.4 |
|
S4 |
4,975.7 |
5,036.3 |
5,279.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,390.0 |
5,293.0 |
97.0 |
1.8% |
33.2 |
0.6% |
85% |
True |
False |
23,170 |
10 |
5,439.0 |
5,293.0 |
146.0 |
2.7% |
46.6 |
0.9% |
56% |
False |
False |
24,938 |
20 |
5,465.0 |
5,293.0 |
172.0 |
3.2% |
44.0 |
0.8% |
48% |
False |
False |
23,882 |
40 |
5,465.0 |
5,106.0 |
359.0 |
6.7% |
41.7 |
0.8% |
75% |
False |
False |
21,806 |
60 |
5,465.0 |
5,106.0 |
359.0 |
6.7% |
37.9 |
0.7% |
75% |
False |
False |
22,287 |
80 |
5,465.0 |
4,963.0 |
502.0 |
9.3% |
34.8 |
0.6% |
82% |
False |
False |
16,739 |
100 |
5,465.0 |
4,807.0 |
658.0 |
12.2% |
30.6 |
0.6% |
86% |
False |
False |
13,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,509.0 |
2.618 |
5,463.3 |
1.618 |
5,435.3 |
1.000 |
5,418.0 |
0.618 |
5,407.3 |
HIGH |
5,390.0 |
0.618 |
5,379.3 |
0.500 |
5,376.0 |
0.382 |
5,372.7 |
LOW |
5,362.0 |
0.618 |
5,344.7 |
1.000 |
5,334.0 |
1.618 |
5,316.7 |
2.618 |
5,288.7 |
4.250 |
5,243.0 |
|
|
Fisher Pivots for day following 25-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
5,376.0 |
5,363.8 |
PP |
5,375.7 |
5,352.7 |
S1 |
5,375.3 |
5,341.5 |
|