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 |
6,599.5 |
6,610.0 |
10.5 |
0.2% |
6,640.0 |
High |
6,624.5 |
6,632.0 |
7.5 |
0.1% |
6,658.5 |
Low |
6,598.5 |
6,592.0 |
-6.5 |
-0.1% |
6,582.5 |
Close |
6,606.5 |
6,604.0 |
-2.5 |
0.0% |
6,604.0 |
Range |
26.0 |
40.0 |
14.0 |
53.8% |
76.0 |
ATR |
45.7 |
45.3 |
-0.4 |
-0.9% |
0.0 |
Volume |
27,921 |
14,571 |
-13,350 |
-47.8% |
42,600 |
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,729.5 |
6,706.5 |
6,626.0 |
|
R3 |
6,689.5 |
6,666.5 |
6,615.0 |
|
R2 |
6,649.5 |
6,649.5 |
6,611.5 |
|
R1 |
6,626.5 |
6,626.5 |
6,607.5 |
6,618.0 |
PP |
6,609.5 |
6,609.5 |
6,609.5 |
6,605.0 |
S1 |
6,586.5 |
6,586.5 |
6,600.5 |
6,578.0 |
S2 |
6,569.5 |
6,569.5 |
6,596.5 |
|
S3 |
6,529.5 |
6,546.5 |
6,593.0 |
|
S4 |
6,489.5 |
6,506.5 |
6,582.0 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,843.0 |
6,799.5 |
6,646.0 |
|
R3 |
6,767.0 |
6,723.5 |
6,625.0 |
|
R2 |
6,691.0 |
6,691.0 |
6,618.0 |
|
R1 |
6,647.5 |
6,647.5 |
6,611.0 |
6,631.0 |
PP |
6,615.0 |
6,615.0 |
6,615.0 |
6,607.0 |
S1 |
6,571.5 |
6,571.5 |
6,597.0 |
6,555.0 |
S2 |
6,539.0 |
6,539.0 |
6,590.0 |
|
S3 |
6,463.0 |
6,495.5 |
6,583.0 |
|
S4 |
6,387.0 |
6,419.5 |
6,562.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,658.5 |
6,582.5 |
76.0 |
1.2% |
34.5 |
0.5% |
28% |
False |
False |
8,520 |
10 |
6,673.0 |
6,582.5 |
90.5 |
1.4% |
36.0 |
0.5% |
24% |
False |
False |
4,289 |
20 |
6,706.5 |
6,558.5 |
148.0 |
2.2% |
43.0 |
0.7% |
31% |
False |
False |
2,763 |
40 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
36.0 |
0.5% |
71% |
False |
False |
1,450 |
60 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
27.5 |
0.4% |
71% |
False |
False |
1,003 |
80 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
22.5 |
0.3% |
71% |
False |
False |
757 |
100 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
18.0 |
0.3% |
71% |
False |
False |
612 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,802.0 |
2.618 |
6,736.5 |
1.618 |
6,696.5 |
1.000 |
6,672.0 |
0.618 |
6,656.5 |
HIGH |
6,632.0 |
0.618 |
6,616.5 |
0.500 |
6,612.0 |
0.382 |
6,607.5 |
LOW |
6,592.0 |
0.618 |
6,567.5 |
1.000 |
6,552.0 |
1.618 |
6,527.5 |
2.618 |
6,487.5 |
4.250 |
6,422.0 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
6,612.0 |
6,607.0 |
PP |
6,609.5 |
6,606.0 |
S1 |
6,606.5 |
6,605.0 |
|