Trading Metrics calculated at close of trading on 29-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
5,359.0 |
5,364.0 |
5.0 |
0.1% |
5,368.0 |
High |
5,379.0 |
5,364.0 |
-15.0 |
-0.3% |
5,390.0 |
Low |
5,341.0 |
5,314.0 |
-27.0 |
-0.5% |
5,314.0 |
Close |
5,352.0 |
5,329.0 |
-23.0 |
-0.4% |
5,329.0 |
Range |
38.0 |
50.0 |
12.0 |
31.6% |
76.0 |
ATR |
47.3 |
47.5 |
0.2 |
0.4% |
0.0 |
Volume |
22,295 |
18,765 |
-3,530 |
-15.8% |
102,595 |
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,485.7 |
5,457.3 |
5,356.5 |
|
R3 |
5,435.7 |
5,407.3 |
5,342.8 |
|
R2 |
5,385.7 |
5,385.7 |
5,338.2 |
|
R1 |
5,357.3 |
5,357.3 |
5,333.6 |
5,346.5 |
PP |
5,335.7 |
5,335.7 |
5,335.7 |
5,330.3 |
S1 |
5,307.3 |
5,307.3 |
5,324.4 |
5,296.5 |
S2 |
5,285.7 |
5,285.7 |
5,319.8 |
|
S3 |
5,235.7 |
5,257.3 |
5,315.3 |
|
S4 |
5,185.7 |
5,207.3 |
5,301.5 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,572.3 |
5,526.7 |
5,370.8 |
|
R3 |
5,496.3 |
5,450.7 |
5,349.9 |
|
R2 |
5,420.3 |
5,420.3 |
5,342.9 |
|
R1 |
5,374.7 |
5,374.7 |
5,336.0 |
5,359.5 |
PP |
5,344.3 |
5,344.3 |
5,344.3 |
5,336.8 |
S1 |
5,298.7 |
5,298.7 |
5,322.0 |
5,283.5 |
S2 |
5,268.3 |
5,268.3 |
5,315.1 |
|
S3 |
5,192.3 |
5,222.7 |
5,308.1 |
|
S4 |
5,116.3 |
5,146.7 |
5,287.2 |
|
|
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 |
5,314.0 |
76.0 |
1.4% |
36.8 |
0.7% |
20% |
False |
True |
20,519 |
10 |
5,419.0 |
5,293.0 |
126.0 |
2.4% |
37.5 |
0.7% |
29% |
False |
False |
22,310 |
20 |
5,465.0 |
5,293.0 |
172.0 |
3.2% |
43.3 |
0.8% |
21% |
False |
False |
23,262 |
40 |
5,465.0 |
5,106.0 |
359.0 |
6.7% |
41.5 |
0.8% |
62% |
False |
False |
21,859 |
60 |
5,465.0 |
5,106.0 |
359.0 |
6.7% |
39.3 |
0.7% |
62% |
False |
False |
23,600 |
80 |
5,465.0 |
5,000.0 |
465.0 |
8.7% |
34.7 |
0.7% |
71% |
False |
False |
17,749 |
100 |
5,465.0 |
4,927.0 |
538.0 |
10.1% |
31.4 |
0.6% |
75% |
False |
False |
14,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,576.5 |
2.618 |
5,494.9 |
1.618 |
5,444.9 |
1.000 |
5,414.0 |
0.618 |
5,394.9 |
HIGH |
5,364.0 |
0.618 |
5,344.9 |
0.500 |
5,339.0 |
0.382 |
5,333.1 |
LOW |
5,314.0 |
0.618 |
5,283.1 |
1.000 |
5,264.0 |
1.618 |
5,233.1 |
2.618 |
5,183.1 |
4.250 |
5,101.5 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
5,339.0 |
5,346.5 |
PP |
5,335.7 |
5,340.7 |
S1 |
5,332.3 |
5,334.8 |
|