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 |
9,241.0 |
9,299.0 |
58.0 |
0.6% |
9,165.0 |
High |
9,327.0 |
9,319.0 |
-8.0 |
-0.1% |
9,257.0 |
Low |
9,237.0 |
9,290.0 |
53.0 |
0.6% |
9,117.5 |
Close |
9,305.5 |
9,303.0 |
-2.5 |
0.0% |
9,218.0 |
Range |
90.0 |
29.0 |
-61.0 |
-67.8% |
139.5 |
ATR |
89.4 |
85.1 |
-4.3 |
-4.8% |
0.0 |
Volume |
69,347 |
79,428 |
10,081 |
14.5% |
427,584 |
|
Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,391.0 |
9,376.0 |
9,319.0 |
|
R3 |
9,362.0 |
9,347.0 |
9,311.0 |
|
R2 |
9,333.0 |
9,333.0 |
9,308.3 |
|
R1 |
9,318.0 |
9,318.0 |
9,305.7 |
9,325.5 |
PP |
9,304.0 |
9,304.0 |
9,304.0 |
9,307.8 |
S1 |
9,289.0 |
9,289.0 |
9,300.3 |
9,296.5 |
S2 |
9,275.0 |
9,275.0 |
9,297.7 |
|
S3 |
9,246.0 |
9,260.0 |
9,295.0 |
|
S4 |
9,217.0 |
9,231.0 |
9,287.1 |
|
|
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% |
74.6 |
0.8% |
89% |
False |
False |
79,505 |
10 |
9,327.0 |
8,983.5 |
343.5 |
3.7% |
77.7 |
0.8% |
93% |
False |
False |
85,347 |
20 |
9,327.0 |
8,966.0 |
361.0 |
3.9% |
79.7 |
0.9% |
93% |
False |
False |
90,485 |
40 |
9,327.0 |
8,498.0 |
829.0 |
8.9% |
81.7 |
0.9% |
97% |
False |
False |
86,209 |
60 |
9,327.0 |
8,103.5 |
1,223.5 |
13.2% |
81.9 |
0.9% |
98% |
False |
False |
75,740 |
80 |
9,327.0 |
8,095.0 |
1,232.0 |
13.2% |
85.1 |
0.9% |
98% |
False |
False |
56,863 |
100 |
9,327.0 |
8,007.0 |
1,320.0 |
14.2% |
85.4 |
0.9% |
98% |
False |
False |
45,520 |
120 |
9,327.0 |
7,700.0 |
1,627.0 |
17.5% |
93.0 |
1.0% |
99% |
False |
False |
37,955 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,442.3 |
2.618 |
9,394.9 |
1.618 |
9,365.9 |
1.000 |
9,348.0 |
0.618 |
9,336.9 |
HIGH |
9,319.0 |
0.618 |
9,307.9 |
0.500 |
9,304.5 |
0.382 |
9,301.1 |
LOW |
9,290.0 |
0.618 |
9,272.1 |
1.000 |
9,261.0 |
1.618 |
9,243.1 |
2.618 |
9,214.1 |
4.250 |
9,166.8 |
|
|
Fisher Pivots for day following 26-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
9,304.5 |
9,285.1 |
PP |
9,304.0 |
9,267.2 |
S1 |
9,303.5 |
9,249.3 |
|