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 |
15,435 |
15,745 |
310 |
2.0% |
15,530 |
High |
16,050 |
15,760 |
-290 |
-1.8% |
16,050 |
Low |
15,380 |
15,525 |
145 |
0.9% |
15,380 |
Close |
15,660 |
15,710 |
50 |
0.3% |
15,710 |
Range |
670 |
235 |
-435 |
-64.9% |
670 |
ATR |
302 |
298 |
-5 |
-1.6% |
0 |
Volume |
7,195 |
11,717 |
4,522 |
62.8% |
39,421 |
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,370 |
16,275 |
15,839 |
|
R3 |
16,135 |
16,040 |
15,775 |
|
R2 |
15,900 |
15,900 |
15,753 |
|
R1 |
15,805 |
15,805 |
15,732 |
15,735 |
PP |
15,665 |
15,665 |
15,665 |
15,630 |
S1 |
15,570 |
15,570 |
15,689 |
15,500 |
S2 |
15,430 |
15,430 |
15,667 |
|
S3 |
15,195 |
15,335 |
15,646 |
|
S4 |
14,960 |
15,100 |
15,581 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,723 |
17,387 |
16,079 |
|
R3 |
17,053 |
16,717 |
15,894 |
|
R2 |
16,383 |
16,383 |
15,833 |
|
R1 |
16,047 |
16,047 |
15,772 |
16,215 |
PP |
15,713 |
15,713 |
15,713 |
15,798 |
S1 |
15,377 |
15,377 |
15,649 |
15,545 |
S2 |
15,043 |
15,043 |
15,587 |
|
S3 |
14,373 |
14,707 |
15,526 |
|
S4 |
13,703 |
14,037 |
15,342 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,050 |
15,330 |
720 |
4.6% |
312 |
2.0% |
53% |
False |
False |
10,442 |
10 |
16,050 |
15,020 |
1,030 |
6.6% |
306 |
1.9% |
67% |
False |
False |
12,448 |
20 |
16,050 |
13,910 |
2,140 |
13.6% |
295 |
1.9% |
84% |
False |
False |
12,394 |
40 |
16,050 |
13,785 |
2,265 |
14.4% |
284 |
1.8% |
85% |
False |
False |
11,743 |
60 |
16,050 |
13,775 |
2,275 |
14.5% |
289 |
1.8% |
85% |
False |
False |
12,630 |
80 |
16,050 |
13,240 |
2,810 |
17.9% |
282 |
1.8% |
88% |
False |
False |
9,550 |
100 |
16,050 |
13,240 |
2,810 |
17.9% |
252 |
1.6% |
88% |
False |
False |
7,642 |
120 |
16,050 |
12,715 |
3,335 |
21.2% |
222 |
1.4% |
90% |
False |
False |
6,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,759 |
2.618 |
16,375 |
1.618 |
16,140 |
1.000 |
15,995 |
0.618 |
15,905 |
HIGH |
15,760 |
0.618 |
15,670 |
0.500 |
15,643 |
0.382 |
15,615 |
LOW |
15,525 |
0.618 |
15,380 |
1.000 |
15,290 |
1.618 |
15,145 |
2.618 |
14,910 |
4.250 |
14,526 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,688 |
15,715 |
PP |
15,665 |
15,713 |
S1 |
15,643 |
15,712 |
|