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 |
5,368.0 |
5,367.0 |
-1.0 |
0.0% |
5,418.0 |
High |
5,390.0 |
5,389.0 |
-1.0 |
0.0% |
5,419.0 |
Low |
5,362.0 |
5,355.0 |
-7.0 |
-0.1% |
5,293.0 |
Close |
5,375.0 |
5,383.0 |
8.0 |
0.1% |
5,349.0 |
Range |
28.0 |
34.0 |
6.0 |
21.4% |
126.0 |
ATR |
49.6 |
48.5 |
-1.1 |
-2.2% |
0.0 |
Volume |
21,572 |
23,322 |
1,750 |
8.1% |
120,507 |
|
Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,477.7 |
5,464.3 |
5,401.7 |
|
R3 |
5,443.7 |
5,430.3 |
5,392.4 |
|
R2 |
5,409.7 |
5,409.7 |
5,389.2 |
|
R1 |
5,396.3 |
5,396.3 |
5,386.1 |
5,403.0 |
PP |
5,375.7 |
5,375.7 |
5,375.7 |
5,379.0 |
S1 |
5,362.3 |
5,362.3 |
5,379.9 |
5,369.0 |
S2 |
5,341.7 |
5,341.7 |
5,376.8 |
|
S3 |
5,307.7 |
5,328.3 |
5,373.7 |
|
S4 |
5,273.7 |
5,294.3 |
5,364.3 |
|
|
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% |
34.6 |
0.6% |
93% |
False |
False |
23,430 |
10 |
5,420.0 |
5,293.0 |
127.0 |
2.4% |
46.1 |
0.9% |
71% |
False |
False |
25,179 |
20 |
5,465.0 |
5,293.0 |
172.0 |
3.2% |
43.9 |
0.8% |
52% |
False |
False |
23,898 |
40 |
5,465.0 |
5,106.0 |
359.0 |
6.7% |
41.4 |
0.8% |
77% |
False |
False |
21,764 |
60 |
5,465.0 |
5,106.0 |
359.0 |
6.7% |
38.3 |
0.7% |
77% |
False |
False |
22,674 |
80 |
5,465.0 |
4,963.0 |
502.0 |
9.3% |
35.2 |
0.7% |
84% |
False |
False |
17,030 |
100 |
5,465.0 |
4,845.0 |
620.0 |
11.5% |
30.7 |
0.6% |
87% |
False |
False |
13,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,533.5 |
2.618 |
5,478.0 |
1.618 |
5,444.0 |
1.000 |
5,423.0 |
0.618 |
5,410.0 |
HIGH |
5,389.0 |
0.618 |
5,376.0 |
0.500 |
5,372.0 |
0.382 |
5,368.0 |
LOW |
5,355.0 |
0.618 |
5,334.0 |
1.000 |
5,321.0 |
1.618 |
5,300.0 |
2.618 |
5,266.0 |
4.250 |
5,210.5 |
|
|
Fisher Pivots for day following 26-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
5,379.3 |
5,375.0 |
PP |
5,375.7 |
5,367.0 |
S1 |
5,372.0 |
5,359.0 |
|