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 |
16,051 |
16,060 |
9 |
0.1% |
15,913 |
High |
16,098 |
16,096 |
-2 |
0.0% |
16,043 |
Low |
16,045 |
16,043 |
-2 |
0.0% |
15,834 |
Close |
16,060 |
16,074 |
14 |
0.1% |
16,027 |
Range |
53 |
53 |
0 |
0.0% |
209 |
ATR |
122 |
117 |
-5 |
-4.1% |
0 |
Volume |
99,326 |
79,001 |
-20,325 |
-20.5% |
681,362 |
|
Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,230 |
16,205 |
16,103 |
|
R3 |
16,177 |
16,152 |
16,089 |
|
R2 |
16,124 |
16,124 |
16,084 |
|
R1 |
16,099 |
16,099 |
16,079 |
16,112 |
PP |
16,071 |
16,071 |
16,071 |
16,077 |
S1 |
16,046 |
16,046 |
16,069 |
16,059 |
S2 |
16,018 |
16,018 |
16,064 |
|
S3 |
15,965 |
15,993 |
16,060 |
|
S4 |
15,912 |
15,940 |
16,045 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,595 |
16,520 |
16,142 |
|
R3 |
16,386 |
16,311 |
16,085 |
|
R2 |
16,177 |
16,177 |
16,065 |
|
R1 |
16,102 |
16,102 |
16,046 |
16,140 |
PP |
15,968 |
15,968 |
15,968 |
15,987 |
S1 |
15,893 |
15,893 |
16,008 |
15,931 |
S2 |
15,759 |
15,759 |
15,989 |
|
S3 |
15,550 |
15,684 |
15,970 |
|
S4 |
15,341 |
15,475 |
15,912 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,100 |
15,848 |
252 |
1.6% |
82 |
0.5% |
90% |
False |
False |
105,435 |
10 |
16,100 |
15,763 |
337 |
2.1% |
94 |
0.6% |
92% |
False |
False |
120,501 |
20 |
16,100 |
15,456 |
644 |
4.0% |
118 |
0.7% |
96% |
False |
False |
128,274 |
40 |
16,100 |
14,648 |
1,452 |
9.0% |
138 |
0.9% |
98% |
False |
False |
139,801 |
60 |
16,100 |
14,648 |
1,452 |
9.0% |
139 |
0.9% |
98% |
False |
False |
125,867 |
80 |
16,100 |
14,648 |
1,452 |
9.0% |
136 |
0.8% |
98% |
False |
False |
94,443 |
100 |
16,100 |
14,648 |
1,452 |
9.0% |
124 |
0.8% |
98% |
False |
False |
75,557 |
120 |
16,100 |
14,410 |
1,690 |
10.5% |
123 |
0.8% |
98% |
False |
False |
62,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,321 |
2.618 |
16,235 |
1.618 |
16,182 |
1.000 |
16,149 |
0.618 |
16,129 |
HIGH |
16,096 |
0.618 |
16,076 |
0.500 |
16,070 |
0.382 |
16,063 |
LOW |
16,043 |
0.618 |
16,010 |
1.000 |
15,990 |
1.618 |
15,957 |
2.618 |
15,904 |
4.250 |
15,818 |
|
|
Fisher Pivots for day following 27-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
16,073 |
16,071 |
PP |
16,071 |
16,067 |
S1 |
16,070 |
16,064 |
|