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 |
1,801.25 |
1,802.00 |
0.75 |
0.0% |
1,793.50 |
High |
1,807.00 |
1,807.50 |
0.50 |
0.0% |
1,803.25 |
Low |
1,798.75 |
1,801.25 |
2.50 |
0.1% |
1,774.50 |
Close |
1,802.00 |
1,804.25 |
2.25 |
0.1% |
1,801.25 |
Range |
8.25 |
6.25 |
-2.00 |
-24.2% |
28.75 |
ATR |
15.52 |
14.86 |
-0.66 |
-4.3% |
0.00 |
Volume |
1,095,564 |
849,593 |
-245,971 |
-22.5% |
7,843,741 |
|
Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,823.00 |
1,820.00 |
1,807.75 |
|
R3 |
1,816.75 |
1,813.75 |
1,806.00 |
|
R2 |
1,810.50 |
1,810.50 |
1,805.50 |
|
R1 |
1,807.50 |
1,807.50 |
1,804.75 |
1,809.00 |
PP |
1,804.25 |
1,804.25 |
1,804.25 |
1,805.00 |
S1 |
1,801.25 |
1,801.25 |
1,803.75 |
1,802.75 |
S2 |
1,798.00 |
1,798.00 |
1,803.00 |
|
S3 |
1,791.75 |
1,795.00 |
1,802.50 |
|
S4 |
1,785.50 |
1,788.75 |
1,800.75 |
|
|
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 |
1,775.75 |
33.50 |
1.9% |
11.25 |
0.6% |
85% |
False |
False |
1,138,004 |
10 |
1,809.25 |
1,774.50 |
34.75 |
1.9% |
12.50 |
0.7% |
86% |
False |
False |
1,371,558 |
20 |
1,809.25 |
1,736.50 |
72.75 |
4.0% |
15.00 |
0.8% |
93% |
False |
False |
1,480,418 |
40 |
1,809.25 |
1,640.00 |
169.25 |
9.4% |
17.00 |
0.9% |
97% |
False |
False |
1,579,761 |
60 |
1,809.25 |
1,632.25 |
177.00 |
9.8% |
16.50 |
0.9% |
97% |
False |
False |
1,472,325 |
80 |
1,809.25 |
1,618.25 |
191.00 |
10.6% |
16.50 |
0.9% |
97% |
False |
False |
1,106,308 |
100 |
1,809.25 |
1,618.25 |
191.00 |
10.6% |
15.75 |
0.9% |
97% |
False |
False |
885,677 |
120 |
1,809.25 |
1,547.25 |
262.00 |
14.5% |
17.25 |
0.9% |
98% |
False |
False |
738,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,834.00 |
2.618 |
1,823.75 |
1.618 |
1,817.50 |
1.000 |
1,813.75 |
0.618 |
1,811.25 |
HIGH |
1,807.50 |
0.618 |
1,805.00 |
0.500 |
1,804.50 |
0.382 |
1,803.75 |
LOW |
1,801.25 |
0.618 |
1,797.50 |
1.000 |
1,795.00 |
1.618 |
1,791.25 |
2.618 |
1,785.00 |
4.250 |
1,774.75 |
|
|
Fisher Pivots for day following 27-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,804.50 |
1,804.00 |
PP |
1,804.25 |
1,804.00 |
S1 |
1,804.25 |
1,804.00 |
|