Trading Metrics calculated at close of trading on 27-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
9,299.0 |
9,313.5 |
14.5 |
0.2% |
9,165.0 |
High |
9,319.0 |
9,368.0 |
49.0 |
0.5% |
9,257.0 |
Low |
9,290.0 |
9,299.5 |
9.5 |
0.1% |
9,117.5 |
Close |
9,303.0 |
9,354.5 |
51.5 |
0.6% |
9,218.0 |
Range |
29.0 |
68.5 |
39.5 |
136.2% |
139.5 |
ATR |
85.1 |
83.9 |
-1.2 |
-1.4% |
0.0 |
Volume |
79,428 |
45,773 |
-33,655 |
-42.4% |
427,584 |
|
Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,546.2 |
9,518.8 |
9,392.2 |
|
R3 |
9,477.7 |
9,450.3 |
9,373.3 |
|
R2 |
9,409.2 |
9,409.2 |
9,367.1 |
|
R1 |
9,381.8 |
9,381.8 |
9,360.8 |
9,395.5 |
PP |
9,340.7 |
9,340.7 |
9,340.7 |
9,347.5 |
S1 |
9,313.3 |
9,313.3 |
9,348.2 |
9,327.0 |
S2 |
9,272.2 |
9,272.2 |
9,341.9 |
|
S3 |
9,203.7 |
9,244.8 |
9,335.7 |
|
S4 |
9,135.2 |
9,176.3 |
9,316.8 |
|
|
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 |
9,368.0 |
9,117.5 |
250.5 |
2.7% |
69.7 |
0.7% |
95% |
True |
False |
71,141 |
10 |
9,368.0 |
9,103.5 |
264.5 |
2.8% |
71.8 |
0.8% |
95% |
True |
False |
80,457 |
20 |
9,368.0 |
8,966.0 |
402.0 |
4.3% |
78.6 |
0.8% |
97% |
True |
False |
88,084 |
40 |
9,368.0 |
8,498.0 |
870.0 |
9.3% |
80.9 |
0.9% |
98% |
True |
False |
85,350 |
60 |
9,368.0 |
8,171.0 |
1,197.0 |
12.8% |
81.1 |
0.9% |
99% |
True |
False |
76,496 |
80 |
9,368.0 |
8,095.0 |
1,273.0 |
13.6% |
85.4 |
0.9% |
99% |
True |
False |
57,434 |
100 |
9,368.0 |
8,095.0 |
1,273.0 |
13.6% |
85.1 |
0.9% |
99% |
True |
False |
45,976 |
120 |
9,368.0 |
7,700.0 |
1,668.0 |
17.8% |
92.5 |
1.0% |
99% |
True |
False |
38,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,659.1 |
2.618 |
9,547.3 |
1.618 |
9,478.8 |
1.000 |
9,436.5 |
0.618 |
9,410.3 |
HIGH |
9,368.0 |
0.618 |
9,341.8 |
0.500 |
9,333.8 |
0.382 |
9,325.7 |
LOW |
9,299.5 |
0.618 |
9,257.2 |
1.000 |
9,231.0 |
1.618 |
9,188.7 |
2.618 |
9,120.2 |
4.250 |
9,008.4 |
|
|
Fisher Pivots for day following 27-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
9,347.6 |
9,337.2 |
PP |
9,340.7 |
9,319.8 |
S1 |
9,333.8 |
9,302.5 |
|