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 |
9,369.0 |
9,405.0 |
36.0 |
0.4% |
9,250.5 |
High |
9,413.5 |
9,440.5 |
27.0 |
0.3% |
9,440.5 |
Low |
9,369.0 |
9,396.5 |
27.5 |
0.3% |
9,250.5 |
Close |
9,407.0 |
9,424.5 |
17.5 |
0.2% |
9,424.5 |
Range |
44.5 |
44.0 |
-0.5 |
-1.1% |
190.0 |
ATR |
75.6 |
73.3 |
-2.3 |
-3.0% |
0.0 |
Volume |
207 |
310 |
103 |
49.8% |
1,046 |
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,552.5 |
9,532.5 |
9,448.7 |
|
R3 |
9,508.5 |
9,488.5 |
9,436.6 |
|
R2 |
9,464.5 |
9,464.5 |
9,432.6 |
|
R1 |
9,444.5 |
9,444.5 |
9,428.5 |
9,454.5 |
PP |
9,420.5 |
9,420.5 |
9,420.5 |
9,425.5 |
S1 |
9,400.5 |
9,400.5 |
9,420.5 |
9,410.5 |
S2 |
9,376.5 |
9,376.5 |
9,416.4 |
|
S3 |
9,332.5 |
9,356.5 |
9,412.4 |
|
S4 |
9,288.5 |
9,312.5 |
9,400.3 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,941.8 |
9,873.2 |
9,529.0 |
|
R3 |
9,751.8 |
9,683.2 |
9,476.8 |
|
R2 |
9,561.8 |
9,561.8 |
9,459.3 |
|
R1 |
9,493.2 |
9,493.2 |
9,441.9 |
9,527.5 |
PP |
9,371.8 |
9,371.8 |
9,371.8 |
9,389.0 |
S1 |
9,303.2 |
9,303.2 |
9,407.1 |
9,337.5 |
S2 |
9,181.8 |
9,181.8 |
9,389.7 |
|
S3 |
8,991.8 |
9,113.2 |
9,372.3 |
|
S4 |
8,801.8 |
8,923.2 |
9,320.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,440.5 |
9,250.5 |
190.0 |
2.0% |
51.5 |
0.5% |
92% |
True |
False |
209 |
10 |
9,440.5 |
9,135.5 |
305.0 |
3.2% |
64.7 |
0.7% |
95% |
True |
False |
179 |
20 |
9,440.5 |
8,984.0 |
456.5 |
4.8% |
70.7 |
0.8% |
96% |
True |
False |
154 |
40 |
9,440.5 |
8,505.0 |
935.5 |
9.9% |
73.3 |
0.8% |
98% |
True |
False |
158 |
60 |
9,440.5 |
8,288.0 |
1,152.5 |
12.2% |
71.7 |
0.8% |
99% |
True |
False |
144 |
80 |
9,440.5 |
8,125.0 |
1,315.5 |
14.0% |
68.0 |
0.7% |
99% |
True |
False |
113 |
100 |
9,440.5 |
8,125.0 |
1,315.5 |
14.0% |
67.1 |
0.7% |
99% |
True |
False |
93 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,627.5 |
2.618 |
9,555.7 |
1.618 |
9,511.7 |
1.000 |
9,484.5 |
0.618 |
9,467.7 |
HIGH |
9,440.5 |
0.618 |
9,423.7 |
0.500 |
9,418.5 |
0.382 |
9,413.3 |
LOW |
9,396.5 |
0.618 |
9,369.3 |
1.000 |
9,352.5 |
1.618 |
9,325.3 |
2.618 |
9,281.3 |
4.250 |
9,209.5 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
9,422.5 |
9,409.1 |
PP |
9,420.5 |
9,393.7 |
S1 |
9,418.5 |
9,378.3 |
|