Trading Metrics calculated at close of trading on 29-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
6,647.0 |
6,651.5 |
4.5 |
0.1% |
6,702.0 |
High |
6,679.0 |
6,682.0 |
3.0 |
0.0% |
6,709.5 |
Low |
6,635.5 |
6,635.0 |
-0.5 |
0.0% |
6,626.5 |
Close |
6,654.0 |
6,651.0 |
-3.0 |
0.0% |
6,651.0 |
Range |
43.5 |
47.0 |
3.5 |
8.0% |
83.0 |
ATR |
60.4 |
59.4 |
-1.0 |
-1.6% |
0.0 |
Volume |
68,413 |
101,881 |
33,468 |
48.9% |
412,582 |
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,797.0 |
6,771.0 |
6,677.0 |
|
R3 |
6,750.0 |
6,724.0 |
6,664.0 |
|
R2 |
6,703.0 |
6,703.0 |
6,659.5 |
|
R1 |
6,677.0 |
6,677.0 |
6,655.5 |
6,666.5 |
PP |
6,656.0 |
6,656.0 |
6,656.0 |
6,651.0 |
S1 |
6,630.0 |
6,630.0 |
6,646.5 |
6,619.5 |
S2 |
6,609.0 |
6,609.0 |
6,642.5 |
|
S3 |
6,562.0 |
6,583.0 |
6,638.0 |
|
S4 |
6,515.0 |
6,536.0 |
6,625.0 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,911.5 |
6,864.0 |
6,696.5 |
|
R3 |
6,828.5 |
6,781.0 |
6,674.0 |
|
R2 |
6,745.5 |
6,745.5 |
6,666.0 |
|
R1 |
6,698.0 |
6,698.0 |
6,658.5 |
6,680.0 |
PP |
6,662.5 |
6,662.5 |
6,662.5 |
6,653.5 |
S1 |
6,615.0 |
6,615.0 |
6,643.5 |
6,597.0 |
S2 |
6,579.5 |
6,579.5 |
6,636.0 |
|
S3 |
6,496.5 |
6,532.0 |
6,628.0 |
|
S4 |
6,413.5 |
6,449.0 |
6,605.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,709.5 |
6,626.5 |
83.0 |
1.2% |
46.0 |
0.7% |
30% |
False |
False |
82,516 |
10 |
6,725.0 |
6,626.5 |
98.5 |
1.5% |
50.5 |
0.8% |
25% |
False |
False |
79,647 |
20 |
6,772.5 |
6,605.5 |
167.0 |
2.5% |
60.0 |
0.9% |
27% |
False |
False |
93,025 |
40 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
64.0 |
1.0% |
71% |
False |
False |
91,417 |
60 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
62.0 |
0.9% |
71% |
False |
False |
92,358 |
80 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
63.0 |
0.9% |
71% |
False |
False |
69,428 |
100 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
60.5 |
0.9% |
71% |
False |
False |
55,561 |
120 |
6,798.0 |
5,951.5 |
846.5 |
12.7% |
59.5 |
0.9% |
83% |
False |
False |
46,313 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,882.0 |
2.618 |
6,805.0 |
1.618 |
6,758.0 |
1.000 |
6,729.0 |
0.618 |
6,711.0 |
HIGH |
6,682.0 |
0.618 |
6,664.0 |
0.500 |
6,658.5 |
0.382 |
6,653.0 |
LOW |
6,635.0 |
0.618 |
6,606.0 |
1.000 |
6,588.0 |
1.618 |
6,559.0 |
2.618 |
6,512.0 |
4.250 |
6,435.0 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
6,658.5 |
6,654.0 |
PP |
6,656.0 |
6,653.0 |
S1 |
6,653.5 |
6,652.0 |
|