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 |
15,530 |
15,545 |
15 |
0.1% |
15,305 |
High |
15,655 |
15,615 |
-40 |
-0.3% |
15,620 |
Low |
15,495 |
15,410 |
-85 |
-0.5% |
15,040 |
Close |
15,530 |
15,420 |
-110 |
-0.7% |
15,540 |
Range |
160 |
205 |
45 |
28.1% |
580 |
ATR |
279 |
274 |
-5 |
-1.9% |
0 |
Volume |
10,370 |
10,139 |
-231 |
-2.2% |
71,862 |
|
Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,097 |
15,963 |
15,533 |
|
R3 |
15,892 |
15,758 |
15,477 |
|
R2 |
15,687 |
15,687 |
15,458 |
|
R1 |
15,553 |
15,553 |
15,439 |
15,518 |
PP |
15,482 |
15,482 |
15,482 |
15,464 |
S1 |
15,348 |
15,348 |
15,401 |
15,313 |
S2 |
15,277 |
15,277 |
15,383 |
|
S3 |
15,072 |
15,143 |
15,364 |
|
S4 |
14,867 |
14,938 |
15,307 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,140 |
16,920 |
15,859 |
|
R3 |
16,560 |
16,340 |
15,700 |
|
R2 |
15,980 |
15,980 |
15,646 |
|
R1 |
15,760 |
15,760 |
15,593 |
15,870 |
PP |
15,400 |
15,400 |
15,400 |
15,455 |
S1 |
15,180 |
15,180 |
15,487 |
15,290 |
S2 |
14,820 |
14,820 |
15,434 |
|
S3 |
14,240 |
14,600 |
15,381 |
|
S4 |
13,660 |
14,020 |
15,221 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,655 |
15,085 |
570 |
3.7% |
255 |
1.7% |
59% |
False |
False |
12,905 |
10 |
15,655 |
14,515 |
1,140 |
7.4% |
280 |
1.8% |
79% |
False |
False |
13,586 |
20 |
15,655 |
13,910 |
1,745 |
11.3% |
267 |
1.7% |
87% |
False |
False |
12,296 |
40 |
15,655 |
13,785 |
1,870 |
12.1% |
281 |
1.8% |
87% |
False |
False |
12,129 |
60 |
15,655 |
13,775 |
1,880 |
12.2% |
282 |
1.8% |
88% |
False |
False |
12,372 |
80 |
15,655 |
13,240 |
2,415 |
15.7% |
274 |
1.8% |
90% |
False |
False |
9,314 |
100 |
15,655 |
13,240 |
2,415 |
15.7% |
243 |
1.6% |
90% |
False |
False |
7,452 |
120 |
15,655 |
12,715 |
2,940 |
19.1% |
214 |
1.4% |
92% |
False |
False |
6,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,486 |
2.618 |
16,152 |
1.618 |
15,947 |
1.000 |
15,820 |
0.618 |
15,742 |
HIGH |
15,615 |
0.618 |
15,537 |
0.500 |
15,513 |
0.382 |
15,488 |
LOW |
15,410 |
0.618 |
15,283 |
1.000 |
15,205 |
1.618 |
15,078 |
2.618 |
14,873 |
4.250 |
14,539 |
|
|
Fisher Pivots for day following 26-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,513 |
15,493 |
PP |
15,482 |
15,468 |
S1 |
15,451 |
15,444 |
|