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 |
6,702.0 |
6,685.0 |
-17.0 |
-0.3% |
6,683.5 |
High |
6,709.5 |
6,696.5 |
-13.0 |
-0.2% |
6,725.0 |
Low |
6,674.5 |
6,628.5 |
-46.0 |
-0.7% |
6,641.0 |
Close |
6,697.0 |
6,635.0 |
-62.0 |
-0.9% |
6,672.5 |
Range |
35.0 |
68.0 |
33.0 |
94.3% |
84.0 |
ATR |
63.1 |
63.5 |
0.4 |
0.6% |
0.0 |
Volume |
86,712 |
101,289 |
14,577 |
16.8% |
383,890 |
|
Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,857.5 |
6,814.0 |
6,672.5 |
|
R3 |
6,789.5 |
6,746.0 |
6,653.5 |
|
R2 |
6,721.5 |
6,721.5 |
6,647.5 |
|
R1 |
6,678.0 |
6,678.0 |
6,641.0 |
6,666.0 |
PP |
6,653.5 |
6,653.5 |
6,653.5 |
6,647.0 |
S1 |
6,610.0 |
6,610.0 |
6,629.0 |
6,598.0 |
S2 |
6,585.5 |
6,585.5 |
6,622.5 |
|
S3 |
6,517.5 |
6,542.0 |
6,616.5 |
|
S4 |
6,449.5 |
6,474.0 |
6,597.5 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,931.5 |
6,886.0 |
6,718.5 |
|
R3 |
6,847.5 |
6,802.0 |
6,695.5 |
|
R2 |
6,763.5 |
6,763.5 |
6,688.0 |
|
R1 |
6,718.0 |
6,718.0 |
6,680.0 |
6,699.0 |
PP |
6,679.5 |
6,679.5 |
6,679.5 |
6,670.0 |
S1 |
6,634.0 |
6,634.0 |
6,665.0 |
6,615.0 |
S2 |
6,595.5 |
6,595.5 |
6,657.0 |
|
S3 |
6,511.5 |
6,550.0 |
6,649.5 |
|
S4 |
6,427.5 |
6,466.0 |
6,626.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,712.5 |
6,628.5 |
84.0 |
1.3% |
55.5 |
0.8% |
8% |
False |
True |
80,947 |
10 |
6,725.0 |
6,605.5 |
119.5 |
1.8% |
58.0 |
0.9% |
25% |
False |
False |
86,908 |
20 |
6,798.0 |
6,605.5 |
192.5 |
2.9% |
62.0 |
0.9% |
15% |
False |
False |
96,573 |
40 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
65.5 |
1.0% |
68% |
False |
False |
91,139 |
60 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
63.0 |
1.0% |
68% |
False |
False |
88,748 |
80 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
63.5 |
1.0% |
68% |
False |
False |
66,622 |
100 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
60.5 |
0.9% |
68% |
False |
False |
53,316 |
120 |
6,798.0 |
5,951.5 |
846.5 |
12.8% |
59.0 |
0.9% |
81% |
False |
False |
44,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,985.5 |
2.618 |
6,874.5 |
1.618 |
6,806.5 |
1.000 |
6,764.5 |
0.618 |
6,738.5 |
HIGH |
6,696.5 |
0.618 |
6,670.5 |
0.500 |
6,662.5 |
0.382 |
6,654.5 |
LOW |
6,628.5 |
0.618 |
6,586.5 |
1.000 |
6,560.5 |
1.618 |
6,518.5 |
2.618 |
6,450.5 |
4.250 |
6,339.5 |
|
|
Fisher Pivots for day following 26-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
6,662.5 |
6,670.0 |
PP |
6,653.5 |
6,658.0 |
S1 |
6,644.0 |
6,646.5 |
|