Trading Metrics calculated at close of trading on 27-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
15,595 |
15,500 |
-95 |
-0.6% |
15,280 |
High |
15,685 |
15,760 |
75 |
0.5% |
15,700 |
Low |
15,505 |
15,460 |
-45 |
-0.3% |
15,165 |
Close |
15,510 |
15,755 |
245 |
1.6% |
15,625 |
Range |
180 |
300 |
120 |
66.7% |
535 |
ATR |
208 |
215 |
7 |
3.1% |
0 |
Volume |
309 |
168 |
-141 |
-45.6% |
328 |
|
Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,558 |
16,457 |
15,920 |
|
R3 |
16,258 |
16,157 |
15,838 |
|
R2 |
15,958 |
15,958 |
15,810 |
|
R1 |
15,857 |
15,857 |
15,783 |
15,908 |
PP |
15,658 |
15,658 |
15,658 |
15,684 |
S1 |
15,557 |
15,557 |
15,728 |
15,608 |
S2 |
15,358 |
15,358 |
15,700 |
|
S3 |
15,058 |
15,257 |
15,673 |
|
S4 |
14,758 |
14,957 |
15,590 |
|
|
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 |
15,760 |
15,415 |
345 |
2.2% |
215 |
1.4% |
99% |
True |
False |
186 |
10 |
15,760 |
14,810 |
950 |
6.0% |
217 |
1.4% |
99% |
True |
False |
117 |
20 |
15,760 |
14,070 |
1,690 |
10.7% |
162 |
1.0% |
100% |
True |
False |
64 |
40 |
15,760 |
13,905 |
1,855 |
11.8% |
127 |
0.8% |
100% |
True |
False |
35 |
60 |
15,760 |
13,905 |
1,855 |
11.8% |
102 |
0.6% |
100% |
True |
False |
24 |
80 |
15,760 |
13,330 |
2,430 |
15.4% |
77 |
0.5% |
100% |
True |
False |
18 |
100 |
15,760 |
13,330 |
2,430 |
15.4% |
66 |
0.4% |
100% |
True |
False |
15 |
120 |
15,760 |
12,780 |
2,980 |
18.9% |
55 |
0.3% |
100% |
True |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,035 |
2.618 |
16,546 |
1.618 |
16,246 |
1.000 |
16,060 |
0.618 |
15,946 |
HIGH |
15,760 |
0.618 |
15,646 |
0.500 |
15,610 |
0.382 |
15,575 |
LOW |
15,460 |
0.618 |
15,275 |
1.000 |
15,160 |
1.618 |
14,975 |
2.618 |
14,675 |
4.250 |
14,185 |
|
|
Fisher Pivots for day following 27-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
15,707 |
15,707 |
PP |
15,658 |
15,658 |
S1 |
15,610 |
15,610 |
|