Trading Metrics calculated at close of trading on 25-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,793.25 |
1,802.00 |
8.75 |
0.5% |
1,793.50 |
High |
1,803.25 |
1,809.25 |
6.00 |
0.3% |
1,803.25 |
Low |
1,792.00 |
1,798.50 |
6.50 |
0.4% |
1,774.50 |
Close |
1,801.25 |
1,802.50 |
1.25 |
0.1% |
1,801.25 |
Range |
11.25 |
10.75 |
-0.50 |
-4.4% |
28.75 |
ATR |
16.49 |
16.08 |
-0.41 |
-2.5% |
0.00 |
Volume |
1,240,120 |
1,114,352 |
-125,768 |
-10.1% |
7,843,741 |
|
Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,835.75 |
1,829.75 |
1,808.50 |
|
R3 |
1,825.00 |
1,819.00 |
1,805.50 |
|
R2 |
1,814.25 |
1,814.25 |
1,804.50 |
|
R1 |
1,808.25 |
1,808.25 |
1,803.50 |
1,811.25 |
PP |
1,803.50 |
1,803.50 |
1,803.50 |
1,805.00 |
S1 |
1,797.50 |
1,797.50 |
1,801.50 |
1,800.50 |
S2 |
1,792.75 |
1,792.75 |
1,800.50 |
|
S3 |
1,782.00 |
1,786.75 |
1,799.50 |
|
S4 |
1,771.25 |
1,776.00 |
1,796.50 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,879.25 |
1,869.00 |
1,817.00 |
|
R3 |
1,850.50 |
1,840.25 |
1,809.25 |
|
R2 |
1,821.75 |
1,821.75 |
1,806.50 |
|
R1 |
1,811.50 |
1,811.50 |
1,804.00 |
1,816.50 |
PP |
1,793.00 |
1,793.00 |
1,793.00 |
1,795.50 |
S1 |
1,782.75 |
1,782.75 |
1,798.50 |
1,788.00 |
S2 |
1,764.25 |
1,764.25 |
1,796.00 |
|
S3 |
1,735.50 |
1,754.00 |
1,793.25 |
|
S4 |
1,706.75 |
1,725.25 |
1,785.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,809.25 |
1,774.50 |
34.75 |
1.9% |
14.75 |
0.8% |
81% |
True |
False |
1,479,804 |
10 |
1,809.25 |
1,754.25 |
55.00 |
3.1% |
15.00 |
0.8% |
88% |
True |
False |
1,487,217 |
20 |
1,809.25 |
1,736.50 |
72.75 |
4.0% |
16.00 |
0.9% |
91% |
True |
False |
1,531,572 |
40 |
1,809.25 |
1,640.00 |
169.25 |
9.4% |
17.75 |
1.0% |
96% |
True |
False |
1,617,761 |
60 |
1,809.25 |
1,624.50 |
184.75 |
10.2% |
17.00 |
0.9% |
96% |
True |
False |
1,440,741 |
80 |
1,809.25 |
1,618.25 |
191.00 |
10.6% |
16.50 |
0.9% |
96% |
True |
False |
1,082,035 |
100 |
1,809.25 |
1,618.25 |
191.00 |
10.6% |
15.75 |
0.9% |
96% |
True |
False |
866,289 |
120 |
1,809.25 |
1,547.25 |
262.00 |
14.5% |
17.25 |
1.0% |
97% |
True |
False |
722,408 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,855.00 |
2.618 |
1,837.50 |
1.618 |
1,826.75 |
1.000 |
1,820.00 |
0.618 |
1,816.00 |
HIGH |
1,809.25 |
0.618 |
1,805.25 |
0.500 |
1,804.00 |
0.382 |
1,802.50 |
LOW |
1,798.50 |
0.618 |
1,791.75 |
1.000 |
1,787.75 |
1.618 |
1,781.00 |
2.618 |
1,770.25 |
4.250 |
1,752.75 |
|
|
Fisher Pivots for day following 25-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,804.00 |
1,799.25 |
PP |
1,803.50 |
1,795.75 |
S1 |
1,803.00 |
1,792.50 |
|