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 |
1,241.1 |
1,239.5 |
-1.6 |
-0.1% |
1,242.7 |
High |
1,254.8 |
1,254.5 |
-0.3 |
0.0% |
1,258.2 |
Low |
1,235.5 |
1,234.1 |
-1.4 |
-0.1% |
1,226.4 |
Close |
1,237.9 |
1,250.4 |
12.5 |
1.0% |
1,250.4 |
Range |
19.3 |
20.4 |
1.1 |
5.7% |
31.8 |
ATR |
20.9 |
20.9 |
0.0 |
-0.2% |
0.0 |
Volume |
154,819 |
113,086 |
-41,733 |
-27.0% |
440,821 |
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,307.5 |
1,299.4 |
1,261.6 |
|
R3 |
1,287.1 |
1,279.0 |
1,256.0 |
|
R2 |
1,266.7 |
1,266.7 |
1,254.1 |
|
R1 |
1,258.6 |
1,258.6 |
1,252.3 |
1,262.7 |
PP |
1,246.3 |
1,246.3 |
1,246.3 |
1,248.4 |
S1 |
1,238.2 |
1,238.2 |
1,248.5 |
1,242.3 |
S2 |
1,225.9 |
1,225.9 |
1,246.7 |
|
S3 |
1,205.5 |
1,217.8 |
1,244.8 |
|
S4 |
1,185.1 |
1,197.4 |
1,239.2 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,340.4 |
1,327.2 |
1,267.9 |
|
R3 |
1,308.6 |
1,295.4 |
1,259.1 |
|
R2 |
1,276.8 |
1,276.8 |
1,256.2 |
|
R1 |
1,263.6 |
1,263.6 |
1,253.3 |
1,270.2 |
PP |
1,245.0 |
1,245.0 |
1,245.0 |
1,248.3 |
S1 |
1,231.8 |
1,231.8 |
1,247.5 |
1,238.4 |
S2 |
1,213.2 |
1,213.2 |
1,244.6 |
|
S3 |
1,181.4 |
1,200.0 |
1,241.7 |
|
S4 |
1,149.6 |
1,168.2 |
1,232.9 |
|
|
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 |
2.5% |
18.9 |
1.5% |
75% |
False |
False |
97,328 |
10 |
1,291.5 |
1,226.4 |
65.1 |
5.2% |
18.3 |
1.5% |
37% |
False |
False |
60,720 |
20 |
1,327.4 |
1,226.4 |
101.0 |
8.1% |
18.5 |
1.5% |
24% |
False |
False |
37,107 |
40 |
1,362.3 |
1,226.4 |
135.9 |
10.9% |
20.7 |
1.7% |
18% |
False |
False |
20,913 |
60 |
1,393.4 |
1,226.4 |
167.0 |
13.4% |
23.3 |
1.9% |
14% |
False |
False |
14,678 |
80 |
1,433.7 |
1,226.4 |
207.3 |
16.6% |
23.4 |
1.9% |
12% |
False |
False |
11,429 |
100 |
1,433.7 |
1,226.4 |
207.3 |
16.6% |
22.6 |
1.8% |
12% |
False |
False |
9,520 |
120 |
1,433.7 |
1,187.9 |
245.8 |
19.7% |
23.0 |
1.8% |
25% |
False |
False |
8,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,341.2 |
2.618 |
1,307.9 |
1.618 |
1,287.5 |
1.000 |
1,274.9 |
0.618 |
1,267.1 |
HIGH |
1,254.5 |
0.618 |
1,246.7 |
0.500 |
1,244.3 |
0.382 |
1,241.9 |
LOW |
1,234.1 |
0.618 |
1,221.5 |
1.000 |
1,213.7 |
1.618 |
1,201.1 |
2.618 |
1,180.7 |
4.250 |
1,147.4 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,248.4 |
1,249.0 |
PP |
1,246.3 |
1,247.6 |
S1 |
1,244.3 |
1,246.2 |
|