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 |
1,802.00 |
1,804.50 |
2.50 |
0.1% |
1,802.00 |
High |
1,807.50 |
1,812.50 |
5.00 |
0.3% |
1,812.50 |
Low |
1,801.25 |
1,802.75 |
1.50 |
0.1% |
1,798.50 |
Close |
1,804.25 |
1,804.00 |
-0.25 |
0.0% |
1,804.00 |
Range |
6.25 |
9.75 |
3.50 |
56.0% |
14.00 |
ATR |
14.86 |
14.49 |
-0.36 |
-2.5% |
0.00 |
Volume |
849,593 |
818,602 |
-30,991 |
-3.6% |
3,878,111 |
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,835.75 |
1,829.50 |
1,809.25 |
|
R3 |
1,826.00 |
1,819.75 |
1,806.75 |
|
R2 |
1,816.25 |
1,816.25 |
1,805.75 |
|
R1 |
1,810.00 |
1,810.00 |
1,805.00 |
1,808.25 |
PP |
1,806.50 |
1,806.50 |
1,806.50 |
1,805.50 |
S1 |
1,800.25 |
1,800.25 |
1,803.00 |
1,798.50 |
S2 |
1,796.75 |
1,796.75 |
1,802.25 |
|
S3 |
1,787.00 |
1,790.50 |
1,801.25 |
|
S4 |
1,777.25 |
1,780.75 |
1,798.75 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,847.00 |
1,839.50 |
1,811.75 |
|
R3 |
1,833.00 |
1,825.50 |
1,807.75 |
|
R2 |
1,819.00 |
1,819.00 |
1,806.50 |
|
R1 |
1,811.50 |
1,811.50 |
1,805.25 |
1,815.25 |
PP |
1,805.00 |
1,805.00 |
1,805.00 |
1,807.00 |
S1 |
1,797.50 |
1,797.50 |
1,802.75 |
1,801.25 |
S2 |
1,791.00 |
1,791.00 |
1,801.50 |
|
S3 |
1,777.00 |
1,783.50 |
1,800.25 |
|
S4 |
1,763.00 |
1,769.50 |
1,796.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,812.50 |
1,792.00 |
20.50 |
1.1% |
9.25 |
0.5% |
59% |
True |
False |
1,023,646 |
10 |
1,812.50 |
1,774.50 |
38.00 |
2.1% |
12.25 |
0.7% |
78% |
True |
False |
1,294,941 |
20 |
1,812.50 |
1,736.50 |
76.00 |
4.2% |
14.75 |
0.8% |
89% |
True |
False |
1,427,062 |
40 |
1,812.50 |
1,640.00 |
172.50 |
9.6% |
16.75 |
0.9% |
95% |
True |
False |
1,543,644 |
60 |
1,812.50 |
1,632.25 |
180.25 |
10.0% |
16.50 |
0.9% |
95% |
True |
False |
1,485,516 |
80 |
1,812.50 |
1,618.25 |
194.25 |
10.8% |
16.50 |
0.9% |
96% |
True |
False |
1,116,486 |
100 |
1,812.50 |
1,618.25 |
194.25 |
10.8% |
15.75 |
0.9% |
96% |
True |
False |
893,841 |
120 |
1,812.50 |
1,547.25 |
265.25 |
14.7% |
17.00 |
0.9% |
97% |
True |
False |
745,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,854.00 |
2.618 |
1,838.00 |
1.618 |
1,828.25 |
1.000 |
1,822.25 |
0.618 |
1,818.50 |
HIGH |
1,812.50 |
0.618 |
1,808.75 |
0.500 |
1,807.50 |
0.382 |
1,806.50 |
LOW |
1,802.75 |
0.618 |
1,796.75 |
1.000 |
1,793.00 |
1.618 |
1,787.00 |
2.618 |
1,777.25 |
4.250 |
1,761.25 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,807.50 |
1,805.50 |
PP |
1,806.50 |
1,805.00 |
S1 |
1,805.25 |
1,804.50 |
|