Trading Metrics calculated at close of trading on 29-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
3,074.0 |
3,082.0 |
8.0 |
0.3% |
3,062.0 |
High |
3,092.0 |
3,091.0 |
-1.0 |
0.0% |
3,092.0 |
Low |
3,074.0 |
3,073.0 |
-1.0 |
0.0% |
3,055.0 |
Close |
3,087.0 |
3,081.0 |
-6.0 |
-0.2% |
3,081.0 |
Range |
18.0 |
18.0 |
0.0 |
0.0% |
37.0 |
ATR |
31.4 |
30.4 |
-1.0 |
-3.0% |
0.0 |
Volume |
16,473 |
40,207 |
23,734 |
144.1% |
239,166 |
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,135.7 |
3,126.3 |
3,090.9 |
|
R3 |
3,117.7 |
3,108.3 |
3,086.0 |
|
R2 |
3,099.7 |
3,099.7 |
3,084.3 |
|
R1 |
3,090.3 |
3,090.3 |
3,082.7 |
3,086.0 |
PP |
3,081.7 |
3,081.7 |
3,081.7 |
3,079.5 |
S1 |
3,072.3 |
3,072.3 |
3,079.4 |
3,068.0 |
S2 |
3,063.7 |
3,063.7 |
3,077.7 |
|
S3 |
3,045.7 |
3,054.3 |
3,076.1 |
|
S4 |
3,027.7 |
3,036.3 |
3,071.1 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,187.0 |
3,171.0 |
3,101.4 |
|
R3 |
3,150.0 |
3,134.0 |
3,091.2 |
|
R2 |
3,113.0 |
3,113.0 |
3,087.8 |
|
R1 |
3,097.0 |
3,097.0 |
3,084.4 |
3,105.0 |
PP |
3,076.0 |
3,076.0 |
3,076.0 |
3,080.0 |
S1 |
3,060.0 |
3,060.0 |
3,077.6 |
3,068.0 |
S2 |
3,039.0 |
3,039.0 |
3,074.2 |
|
S3 |
3,002.0 |
3,023.0 |
3,070.8 |
|
S4 |
2,965.0 |
2,986.0 |
3,060.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,092.0 |
3,055.0 |
37.0 |
1.2% |
16.8 |
0.5% |
70% |
False |
False |
47,833 |
10 |
3,092.0 |
3,008.0 |
84.0 |
2.7% |
26.6 |
0.9% |
87% |
False |
False |
27,260 |
20 |
3,096.0 |
2,990.0 |
106.0 |
3.4% |
30.5 |
1.0% |
86% |
False |
False |
14,881 |
40 |
3,096.0 |
2,876.0 |
220.0 |
7.1% |
30.0 |
1.0% |
93% |
False |
False |
7,806 |
60 |
3,096.0 |
2,772.0 |
324.0 |
10.5% |
28.6 |
0.9% |
95% |
False |
False |
5,259 |
80 |
3,096.0 |
2,708.0 |
388.0 |
12.6% |
27.0 |
0.9% |
96% |
False |
False |
3,958 |
100 |
3,096.0 |
2,650.0 |
446.0 |
14.5% |
23.7 |
0.8% |
97% |
False |
False |
3,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,167.5 |
2.618 |
3,138.1 |
1.618 |
3,120.1 |
1.000 |
3,109.0 |
0.618 |
3,102.1 |
HIGH |
3,091.0 |
0.618 |
3,084.1 |
0.500 |
3,082.0 |
0.382 |
3,079.9 |
LOW |
3,073.0 |
0.618 |
3,061.9 |
1.000 |
3,055.0 |
1.618 |
3,043.9 |
2.618 |
3,025.9 |
4.250 |
2,996.5 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3,082.0 |
3,079.3 |
PP |
3,081.7 |
3,077.7 |
S1 |
3,081.3 |
3,076.0 |
|