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 |
9,214.0 |
9,241.0 |
27.0 |
0.3% |
9,165.0 |
High |
9,231.5 |
9,327.0 |
95.5 |
1.0% |
9,257.0 |
Low |
9,171.5 |
9,237.0 |
65.5 |
0.7% |
9,117.5 |
Close |
9,218.0 |
9,305.5 |
87.5 |
0.9% |
9,218.0 |
Range |
60.0 |
90.0 |
30.0 |
50.0% |
139.5 |
ATR |
87.9 |
89.4 |
1.5 |
1.7% |
0.0 |
Volume |
84,595 |
69,347 |
-15,248 |
-18.0% |
427,584 |
|
Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,559.8 |
9,522.7 |
9,355.0 |
|
R3 |
9,469.8 |
9,432.7 |
9,330.3 |
|
R2 |
9,379.8 |
9,379.8 |
9,322.0 |
|
R1 |
9,342.7 |
9,342.7 |
9,313.8 |
9,361.3 |
PP |
9,289.8 |
9,289.8 |
9,289.8 |
9,299.1 |
S1 |
9,252.7 |
9,252.7 |
9,297.3 |
9,271.3 |
S2 |
9,199.8 |
9,199.8 |
9,289.0 |
|
S3 |
9,109.8 |
9,162.7 |
9,280.8 |
|
S4 |
9,019.8 |
9,072.7 |
9,256.0 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,616.0 |
9,556.5 |
9,294.7 |
|
R3 |
9,476.5 |
9,417.0 |
9,256.4 |
|
R2 |
9,337.0 |
9,337.0 |
9,243.6 |
|
R1 |
9,277.5 |
9,277.5 |
9,230.8 |
9,307.3 |
PP |
9,197.5 |
9,197.5 |
9,197.5 |
9,212.4 |
S1 |
9,138.0 |
9,138.0 |
9,205.2 |
9,167.8 |
S2 |
9,058.0 |
9,058.0 |
9,192.4 |
|
S3 |
8,918.5 |
8,998.5 |
9,179.6 |
|
S4 |
8,779.0 |
8,859.0 |
9,141.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,327.0 |
9,117.5 |
209.5 |
2.3% |
79.9 |
0.9% |
90% |
True |
False |
81,993 |
10 |
9,327.0 |
8,983.5 |
343.5 |
3.7% |
81.5 |
0.9% |
94% |
True |
False |
88,742 |
20 |
9,327.0 |
8,963.5 |
363.5 |
3.9% |
82.2 |
0.9% |
94% |
True |
False |
91,248 |
40 |
9,327.0 |
8,498.0 |
829.0 |
8.9% |
83.3 |
0.9% |
97% |
True |
False |
86,778 |
60 |
9,327.0 |
8,103.5 |
1,223.5 |
13.1% |
83.5 |
0.9% |
98% |
True |
False |
74,423 |
80 |
9,327.0 |
8,095.0 |
1,232.0 |
13.2% |
86.8 |
0.9% |
98% |
True |
False |
55,872 |
100 |
9,327.0 |
8,007.0 |
1,320.0 |
14.2% |
85.9 |
0.9% |
98% |
True |
False |
44,730 |
120 |
9,327.0 |
7,700.0 |
1,627.0 |
17.5% |
93.8 |
1.0% |
99% |
True |
False |
37,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,709.5 |
2.618 |
9,562.6 |
1.618 |
9,472.6 |
1.000 |
9,417.0 |
0.618 |
9,382.6 |
HIGH |
9,327.0 |
0.618 |
9,292.6 |
0.500 |
9,282.0 |
0.382 |
9,271.4 |
LOW |
9,237.0 |
0.618 |
9,181.4 |
1.000 |
9,147.0 |
1.618 |
9,091.4 |
2.618 |
9,001.4 |
4.250 |
8,854.5 |
|
|
Fisher Pivots for day following 25-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
9,297.7 |
9,277.8 |
PP |
9,289.8 |
9,250.0 |
S1 |
9,282.0 |
9,222.3 |
|