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 |
15,545 |
15,435 |
-110 |
-0.7% |
15,305 |
High |
15,615 |
16,050 |
435 |
2.8% |
15,620 |
Low |
15,410 |
15,380 |
-30 |
-0.2% |
15,040 |
Close |
15,420 |
15,660 |
240 |
1.6% |
15,540 |
Range |
205 |
670 |
465 |
226.8% |
580 |
ATR |
274 |
302 |
28 |
10.3% |
0 |
Volume |
10,139 |
7,195 |
-2,944 |
-29.0% |
71,862 |
|
Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,707 |
17,353 |
16,029 |
|
R3 |
17,037 |
16,683 |
15,844 |
|
R2 |
16,367 |
16,367 |
15,783 |
|
R1 |
16,013 |
16,013 |
15,722 |
16,190 |
PP |
15,697 |
15,697 |
15,697 |
15,785 |
S1 |
15,343 |
15,343 |
15,599 |
15,520 |
S2 |
15,027 |
15,027 |
15,537 |
|
S3 |
14,357 |
14,673 |
15,476 |
|
S4 |
13,687 |
14,003 |
15,292 |
|
|
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 |
16,050 |
15,155 |
895 |
5.7% |
352 |
2.2% |
56% |
True |
False |
11,174 |
10 |
16,050 |
14,690 |
1,360 |
8.7% |
324 |
2.1% |
71% |
True |
False |
13,069 |
20 |
16,050 |
13,910 |
2,140 |
13.7% |
293 |
1.9% |
82% |
True |
False |
12,205 |
40 |
16,050 |
13,785 |
2,265 |
14.5% |
284 |
1.8% |
83% |
True |
False |
11,772 |
60 |
16,050 |
13,775 |
2,275 |
14.5% |
288 |
1.8% |
83% |
True |
False |
12,481 |
80 |
16,050 |
13,240 |
2,810 |
17.9% |
281 |
1.8% |
86% |
True |
False |
9,404 |
100 |
16,050 |
13,240 |
2,810 |
17.9% |
250 |
1.6% |
86% |
True |
False |
7,524 |
120 |
16,050 |
12,715 |
3,335 |
21.3% |
220 |
1.4% |
88% |
True |
False |
6,271 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,898 |
2.618 |
17,804 |
1.618 |
17,134 |
1.000 |
16,720 |
0.618 |
16,464 |
HIGH |
16,050 |
0.618 |
15,794 |
0.500 |
15,715 |
0.382 |
15,636 |
LOW |
15,380 |
0.618 |
14,966 |
1.000 |
14,710 |
1.618 |
14,296 |
2.618 |
13,626 |
4.250 |
12,533 |
|
|
Fisher Pivots for day following 27-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,715 |
15,715 |
PP |
15,697 |
15,697 |
S1 |
15,678 |
15,678 |
|