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 |
1,249.5 |
1,241.1 |
-8.4 |
-0.7% |
1,289.2 |
High |
1,258.2 |
1,254.8 |
-3.4 |
-0.3% |
1,289.6 |
Low |
1,239.2 |
1,235.5 |
-3.7 |
-0.3% |
1,236.5 |
Close |
1,241.5 |
1,237.9 |
-3.6 |
-0.3% |
1,244.6 |
Range |
19.0 |
19.3 |
0.3 |
1.6% |
53.1 |
ATR |
21.0 |
20.9 |
-0.1 |
-0.6% |
0.0 |
Volume |
113,515 |
154,819 |
41,304 |
36.4% |
154,914 |
|
Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,300.6 |
1,288.6 |
1,248.5 |
|
R3 |
1,281.3 |
1,269.3 |
1,243.2 |
|
R2 |
1,262.0 |
1,262.0 |
1,241.4 |
|
R1 |
1,250.0 |
1,250.0 |
1,239.7 |
1,246.4 |
PP |
1,242.7 |
1,242.7 |
1,242.7 |
1,240.9 |
S1 |
1,230.7 |
1,230.7 |
1,236.1 |
1,227.1 |
S2 |
1,223.4 |
1,223.4 |
1,234.4 |
|
S3 |
1,204.1 |
1,211.4 |
1,232.6 |
|
S4 |
1,184.8 |
1,192.1 |
1,227.3 |
|
|
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 |
1,258.2 |
1,226.4 |
31.8 |
2.6% |
17.6 |
1.4% |
36% |
False |
False |
85,627 |
10 |
1,294.7 |
1,226.4 |
68.3 |
5.5% |
17.9 |
1.4% |
17% |
False |
False |
50,848 |
20 |
1,342.5 |
1,226.4 |
116.1 |
9.4% |
18.6 |
1.5% |
10% |
False |
False |
31,676 |
40 |
1,362.3 |
1,226.4 |
135.9 |
11.0% |
20.6 |
1.7% |
8% |
False |
False |
18,129 |
60 |
1,397.4 |
1,226.4 |
171.0 |
13.8% |
23.5 |
1.9% |
7% |
False |
False |
12,843 |
80 |
1,433.7 |
1,226.4 |
207.3 |
16.7% |
23.3 |
1.9% |
6% |
False |
False |
10,026 |
100 |
1,433.7 |
1,226.4 |
207.3 |
16.7% |
22.5 |
1.8% |
6% |
False |
False |
8,407 |
120 |
1,433.7 |
1,187.9 |
245.8 |
19.9% |
22.9 |
1.9% |
20% |
False |
False |
7,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,336.8 |
2.618 |
1,305.3 |
1.618 |
1,286.0 |
1.000 |
1,274.1 |
0.618 |
1,266.7 |
HIGH |
1,254.8 |
0.618 |
1,247.4 |
0.500 |
1,245.2 |
0.382 |
1,242.9 |
LOW |
1,235.5 |
0.618 |
1,223.6 |
1.000 |
1,216.2 |
1.618 |
1,204.3 |
2.618 |
1,185.0 |
4.250 |
1,153.5 |
|
|
Fisher Pivots for day following 27-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,245.2 |
1,242.3 |
PP |
1,242.7 |
1,240.8 |
S1 |
1,240.3 |
1,239.4 |
|