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 |
15,710 |
15,595 |
-115 |
-0.7% |
15,280 |
High |
15,725 |
15,685 |
-40 |
-0.3% |
15,700 |
Low |
15,595 |
15,505 |
-90 |
-0.6% |
15,165 |
Close |
15,625 |
15,510 |
-115 |
-0.7% |
15,625 |
Range |
130 |
180 |
50 |
38.5% |
535 |
ATR |
210 |
208 |
-2 |
-1.0% |
0 |
Volume |
301 |
309 |
8 |
2.7% |
328 |
|
Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,107 |
15,988 |
15,609 |
|
R3 |
15,927 |
15,808 |
15,560 |
|
R2 |
15,747 |
15,747 |
15,543 |
|
R1 |
15,628 |
15,628 |
15,527 |
15,598 |
PP |
15,567 |
15,567 |
15,567 |
15,551 |
S1 |
15,448 |
15,448 |
15,494 |
15,418 |
S2 |
15,387 |
15,387 |
15,477 |
|
S3 |
15,207 |
15,268 |
15,461 |
|
S4 |
15,027 |
15,088 |
15,411 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,102 |
16,898 |
15,919 |
|
R3 |
16,567 |
16,363 |
15,772 |
|
R2 |
16,032 |
16,032 |
15,723 |
|
R1 |
15,828 |
15,828 |
15,674 |
15,930 |
PP |
15,497 |
15,497 |
15,497 |
15,548 |
S1 |
15,293 |
15,293 |
15,576 |
15,395 |
S2 |
14,962 |
14,962 |
15,527 |
|
S3 |
14,427 |
14,758 |
15,478 |
|
S4 |
13,892 |
14,223 |
15,331 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,725 |
15,195 |
530 |
3.4% |
183 |
1.2% |
59% |
False |
False |
159 |
10 |
15,725 |
14,660 |
1,065 |
6.9% |
202 |
1.3% |
80% |
False |
False |
104 |
20 |
15,725 |
14,070 |
1,655 |
10.7% |
152 |
1.0% |
87% |
False |
False |
55 |
40 |
15,725 |
13,905 |
1,820 |
11.7% |
131 |
0.8% |
88% |
False |
False |
31 |
60 |
15,725 |
13,905 |
1,820 |
11.7% |
97 |
0.6% |
88% |
False |
False |
21 |
80 |
15,725 |
13,330 |
2,395 |
15.4% |
74 |
0.5% |
91% |
False |
False |
16 |
100 |
15,725 |
13,330 |
2,395 |
15.4% |
63 |
0.4% |
91% |
False |
False |
13 |
120 |
15,725 |
12,780 |
2,945 |
19.0% |
52 |
0.3% |
93% |
False |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,450 |
2.618 |
16,156 |
1.618 |
15,976 |
1.000 |
15,865 |
0.618 |
15,796 |
HIGH |
15,685 |
0.618 |
15,616 |
0.500 |
15,595 |
0.382 |
15,574 |
LOW |
15,505 |
0.618 |
15,394 |
1.000 |
15,325 |
1.618 |
15,214 |
2.618 |
15,034 |
4.250 |
14,740 |
|
|
Fisher Pivots for day following 26-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,595 |
15,613 |
PP |
15,567 |
15,578 |
S1 |
15,538 |
15,544 |
|