| 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 |
16,060 |
16,105 |
45 |
0.3% |
16,038 |
| High |
16,096 |
16,162 |
66 |
0.4% |
16,162 |
| Low |
16,043 |
16,061 |
18 |
0.1% |
16,028 |
| Close |
16,074 |
16,066 |
-8 |
0.0% |
16,066 |
| Range |
53 |
101 |
48 |
90.6% |
134 |
| ATR |
117 |
116 |
-1 |
-1.0% |
0 |
| Volume |
79,001 |
69,967 |
-9,034 |
-11.4% |
369,524 |
|
| Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,399 |
16,334 |
16,122 |
|
| R3 |
16,298 |
16,233 |
16,094 |
|
| R2 |
16,197 |
16,197 |
16,085 |
|
| R1 |
16,132 |
16,132 |
16,075 |
16,114 |
| PP |
16,096 |
16,096 |
16,096 |
16,088 |
| S1 |
16,031 |
16,031 |
16,057 |
16,013 |
| S2 |
15,995 |
15,995 |
16,048 |
|
| S3 |
15,894 |
15,930 |
16,038 |
|
| S4 |
15,793 |
15,829 |
16,011 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,487 |
16,411 |
16,140 |
|
| R3 |
16,353 |
16,277 |
16,103 |
|
| R2 |
16,219 |
16,219 |
16,091 |
|
| R1 |
16,143 |
16,143 |
16,078 |
16,181 |
| PP |
16,085 |
16,085 |
16,085 |
16,105 |
| S1 |
16,009 |
16,009 |
16,054 |
16,047 |
| S2 |
15,951 |
15,951 |
16,042 |
|
| S3 |
15,817 |
15,875 |
16,029 |
|
| S4 |
15,683 |
15,741 |
15,992 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,162 |
15,948 |
214 |
1.3% |
75 |
0.5% |
55% |
True |
False |
95,309 |
| 10 |
16,162 |
15,825 |
337 |
2.1% |
96 |
0.6% |
72% |
True |
False |
114,914 |
| 20 |
16,162 |
15,456 |
706 |
4.4% |
117 |
0.7% |
86% |
True |
False |
124,595 |
| 40 |
16,162 |
14,648 |
1,514 |
9.4% |
136 |
0.8% |
94% |
True |
False |
135,827 |
| 60 |
16,162 |
14,648 |
1,514 |
9.4% |
139 |
0.9% |
94% |
True |
False |
127,018 |
| 80 |
16,162 |
14,648 |
1,514 |
9.4% |
137 |
0.8% |
94% |
True |
False |
95,317 |
| 100 |
16,162 |
14,648 |
1,514 |
9.4% |
125 |
0.8% |
94% |
True |
False |
76,256 |
| 120 |
16,162 |
14,410 |
1,752 |
10.9% |
123 |
0.8% |
95% |
True |
False |
63,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,591 |
|
2.618 |
16,427 |
|
1.618 |
16,326 |
|
1.000 |
16,263 |
|
0.618 |
16,225 |
|
HIGH |
16,162 |
|
0.618 |
16,124 |
|
0.500 |
16,112 |
|
0.382 |
16,100 |
|
LOW |
16,061 |
|
0.618 |
15,999 |
|
1.000 |
15,960 |
|
1.618 |
15,898 |
|
2.618 |
15,797 |
|
4.250 |
15,632 |
|
|
| Fisher Pivots for day following 29-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
16,112 |
16,103 |
| PP |
16,096 |
16,090 |
| S1 |
16,081 |
16,078 |
|