Trading Metrics calculated at close of trading on 29-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
9,313.5 |
9,384.5 |
71.0 |
0.8% |
9,241.0 |
High |
9,368.0 |
9,428.0 |
60.0 |
0.6% |
9,428.0 |
Low |
9,299.5 |
9,382.0 |
82.5 |
0.9% |
9,237.0 |
Close |
9,354.5 |
9,411.0 |
56.5 |
0.6% |
9,411.0 |
Range |
68.5 |
46.0 |
-22.5 |
-32.8% |
191.0 |
ATR |
83.9 |
83.2 |
-0.7 |
-0.9% |
0.0 |
Volume |
45,773 |
75,002 |
29,229 |
63.9% |
269,550 |
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,545.0 |
9,524.0 |
9,436.3 |
|
R3 |
9,499.0 |
9,478.0 |
9,423.7 |
|
R2 |
9,453.0 |
9,453.0 |
9,419.4 |
|
R1 |
9,432.0 |
9,432.0 |
9,415.2 |
9,442.5 |
PP |
9,407.0 |
9,407.0 |
9,407.0 |
9,412.3 |
S1 |
9,386.0 |
9,386.0 |
9,406.8 |
9,396.5 |
S2 |
9,361.0 |
9,361.0 |
9,402.6 |
|
S3 |
9,315.0 |
9,340.0 |
9,398.4 |
|
S4 |
9,269.0 |
9,294.0 |
9,385.7 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,931.7 |
9,862.3 |
9,516.1 |
|
R3 |
9,740.7 |
9,671.3 |
9,463.5 |
|
R2 |
9,549.7 |
9,549.7 |
9,446.0 |
|
R1 |
9,480.3 |
9,480.3 |
9,428.5 |
9,515.0 |
PP |
9,358.7 |
9,358.7 |
9,358.7 |
9,376.0 |
S1 |
9,289.3 |
9,289.3 |
9,393.5 |
9,324.0 |
S2 |
9,167.7 |
9,167.7 |
9,376.0 |
|
S3 |
8,976.7 |
9,098.3 |
9,358.5 |
|
S4 |
8,785.7 |
8,907.3 |
9,306.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,428.0 |
9,171.5 |
256.5 |
2.7% |
58.7 |
0.6% |
93% |
True |
False |
70,829 |
10 |
9,428.0 |
9,117.5 |
310.5 |
3.3% |
71.1 |
0.8% |
95% |
True |
False |
80,004 |
20 |
9,428.0 |
8,966.0 |
462.0 |
4.9% |
77.0 |
0.8% |
96% |
True |
False |
87,703 |
40 |
9,428.0 |
8,498.0 |
930.0 |
9.9% |
79.9 |
0.8% |
98% |
True |
False |
85,445 |
60 |
9,428.0 |
8,180.0 |
1,248.0 |
13.3% |
80.3 |
0.9% |
99% |
True |
False |
77,737 |
80 |
9,428.0 |
8,095.0 |
1,333.0 |
14.2% |
84.8 |
0.9% |
99% |
True |
False |
58,370 |
100 |
9,428.0 |
8,095.0 |
1,333.0 |
14.2% |
84.9 |
0.9% |
99% |
True |
False |
46,725 |
120 |
9,428.0 |
7,700.0 |
1,728.0 |
18.4% |
91.4 |
1.0% |
99% |
True |
False |
38,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,623.5 |
2.618 |
9,548.4 |
1.618 |
9,502.4 |
1.000 |
9,474.0 |
0.618 |
9,456.4 |
HIGH |
9,428.0 |
0.618 |
9,410.4 |
0.500 |
9,405.0 |
0.382 |
9,399.6 |
LOW |
9,382.0 |
0.618 |
9,353.6 |
1.000 |
9,336.0 |
1.618 |
9,307.6 |
2.618 |
9,261.6 |
4.250 |
9,186.5 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
9,409.0 |
9,393.7 |
PP |
9,407.0 |
9,376.3 |
S1 |
9,405.0 |
9,359.0 |
|