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 |
1,243.5 |
1,242.7 |
-0.8 |
-0.1% |
1,289.2 |
High |
1,248.7 |
1,254.4 |
5.7 |
0.5% |
1,289.6 |
Low |
1,241.0 |
1,226.4 |
-14.6 |
-1.2% |
1,236.5 |
Close |
1,244.6 |
1,241.6 |
-3.0 |
-0.2% |
1,244.6 |
Range |
7.7 |
28.0 |
20.3 |
263.6% |
53.1 |
ATR |
20.7 |
21.2 |
0.5 |
2.5% |
0.0 |
Volume |
45,822 |
59,401 |
13,579 |
29.6% |
154,914 |
|
Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,324.8 |
1,311.2 |
1,257.0 |
|
R3 |
1,296.8 |
1,283.2 |
1,249.3 |
|
R2 |
1,268.8 |
1,268.8 |
1,246.7 |
|
R1 |
1,255.2 |
1,255.2 |
1,244.2 |
1,248.0 |
PP |
1,240.8 |
1,240.8 |
1,240.8 |
1,237.2 |
S1 |
1,227.2 |
1,227.2 |
1,239.0 |
1,220.0 |
S2 |
1,212.8 |
1,212.8 |
1,236.5 |
|
S3 |
1,184.8 |
1,199.2 |
1,233.9 |
|
S4 |
1,156.8 |
1,171.2 |
1,226.2 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,416.2 |
1,383.5 |
1,273.8 |
|
R3 |
1,363.1 |
1,330.4 |
1,259.2 |
|
R2 |
1,310.0 |
1,310.0 |
1,254.3 |
|
R1 |
1,277.3 |
1,277.3 |
1,249.5 |
1,267.1 |
PP |
1,256.9 |
1,256.9 |
1,256.9 |
1,251.8 |
S1 |
1,224.2 |
1,224.2 |
1,239.7 |
1,214.0 |
S2 |
1,203.8 |
1,203.8 |
1,234.9 |
|
S3 |
1,150.7 |
1,171.1 |
1,230.0 |
|
S4 |
1,097.6 |
1,118.0 |
1,215.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,278.7 |
1,226.4 |
52.3 |
4.2% |
19.0 |
1.5% |
29% |
False |
True |
40,916 |
10 |
1,294.7 |
1,226.4 |
68.3 |
5.5% |
18.1 |
1.5% |
22% |
False |
True |
26,895 |
20 |
1,360.9 |
1,226.4 |
134.5 |
10.8% |
18.9 |
1.5% |
11% |
False |
True |
19,335 |
40 |
1,362.3 |
1,226.4 |
135.9 |
10.9% |
22.2 |
1.8% |
11% |
False |
True |
11,551 |
60 |
1,416.7 |
1,226.4 |
190.3 |
15.3% |
24.0 |
1.9% |
8% |
False |
True |
8,428 |
80 |
1,433.7 |
1,226.4 |
207.3 |
16.7% |
23.4 |
1.9% |
7% |
False |
True |
6,694 |
100 |
1,433.7 |
1,221.2 |
212.5 |
17.1% |
22.5 |
1.8% |
10% |
False |
False |
5,760 |
120 |
1,433.7 |
1,187.9 |
245.8 |
19.8% |
23.0 |
1.9% |
22% |
False |
False |
4,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,373.4 |
2.618 |
1,327.7 |
1.618 |
1,299.7 |
1.000 |
1,282.4 |
0.618 |
1,271.7 |
HIGH |
1,254.4 |
0.618 |
1,243.7 |
0.500 |
1,240.4 |
0.382 |
1,237.1 |
LOW |
1,226.4 |
0.618 |
1,209.1 |
1.000 |
1,198.4 |
1.618 |
1,181.1 |
2.618 |
1,153.1 |
4.250 |
1,107.4 |
|
|
Fisher Pivots for day following 25-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,241.2 |
1,241.2 |
PP |
1,240.8 |
1,240.8 |
S1 |
1,240.4 |
1,240.4 |
|