Trading Metrics calculated at close of trading on 26-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
3,062.0 |
3,060.0 |
-2.0 |
-0.1% |
3,042.0 |
High |
3,070.0 |
3,067.0 |
-3.0 |
-0.1% |
3,084.0 |
Low |
3,056.0 |
3,055.0 |
-1.0 |
0.0% |
3,008.0 |
Close |
3,065.0 |
3,058.0 |
-7.0 |
-0.2% |
3,048.0 |
Range |
14.0 |
12.0 |
-2.0 |
-14.3% |
76.0 |
ATR |
34.7 |
33.1 |
-1.6 |
-4.7% |
0.0 |
Volume |
10,174 |
111,468 |
101,294 |
995.6% |
33,442 |
|
Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,096.0 |
3,089.0 |
3,064.6 |
|
R3 |
3,084.0 |
3,077.0 |
3,061.3 |
|
R2 |
3,072.0 |
3,072.0 |
3,060.2 |
|
R1 |
3,065.0 |
3,065.0 |
3,059.1 |
3,062.5 |
PP |
3,060.0 |
3,060.0 |
3,060.0 |
3,058.8 |
S1 |
3,053.0 |
3,053.0 |
3,056.9 |
3,050.5 |
S2 |
3,048.0 |
3,048.0 |
3,055.8 |
|
S3 |
3,036.0 |
3,041.0 |
3,054.7 |
|
S4 |
3,024.0 |
3,029.0 |
3,051.4 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,274.7 |
3,237.3 |
3,089.8 |
|
R3 |
3,198.7 |
3,161.3 |
3,068.9 |
|
R2 |
3,122.7 |
3,122.7 |
3,061.9 |
|
R1 |
3,085.3 |
3,085.3 |
3,055.0 |
3,104.0 |
PP |
3,046.7 |
3,046.7 |
3,046.7 |
3,056.0 |
S1 |
3,009.3 |
3,009.3 |
3,041.0 |
3,028.0 |
S2 |
2,970.7 |
2,970.7 |
3,034.1 |
|
S3 |
2,894.7 |
2,933.3 |
3,027.1 |
|
S4 |
2,818.7 |
2,857.3 |
3,006.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,070.0 |
3,008.0 |
62.0 |
2.0% |
25.6 |
0.8% |
81% |
False |
False |
26,107 |
10 |
3,084.0 |
2,992.0 |
92.0 |
3.0% |
28.7 |
0.9% |
72% |
False |
False |
16,088 |
20 |
3,096.0 |
2,990.0 |
106.0 |
3.5% |
33.3 |
1.1% |
64% |
False |
False |
9,250 |
40 |
3,096.0 |
2,875.0 |
221.0 |
7.2% |
31.0 |
1.0% |
83% |
False |
False |
4,891 |
60 |
3,096.0 |
2,718.0 |
378.0 |
12.4% |
29.1 |
1.0% |
90% |
False |
False |
3,302 |
80 |
3,096.0 |
2,708.0 |
388.0 |
12.7% |
26.6 |
0.9% |
90% |
False |
False |
2,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,118.0 |
2.618 |
3,098.4 |
1.618 |
3,086.4 |
1.000 |
3,079.0 |
0.618 |
3,074.4 |
HIGH |
3,067.0 |
0.618 |
3,062.4 |
0.500 |
3,061.0 |
0.382 |
3,059.6 |
LOW |
3,055.0 |
0.618 |
3,047.6 |
1.000 |
3,043.0 |
1.618 |
3,035.6 |
2.618 |
3,023.6 |
4.250 |
3,004.0 |
|
|
Fisher Pivots for day following 26-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3,061.0 |
3,055.3 |
PP |
3,060.0 |
3,052.7 |
S1 |
3,059.0 |
3,050.0 |
|