Trading Metrics calculated at close of trading on 25-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,786.75 |
1,795.00 |
8.25 |
0.5% |
1,787.75 |
High |
1,796.50 |
1,802.50 |
6.00 |
0.3% |
1,796.50 |
Low |
1,785.50 |
1,792.00 |
6.50 |
0.4% |
1,768.25 |
Close |
1,794.50 |
1,795.75 |
1.25 |
0.1% |
1,794.50 |
Range |
11.00 |
10.50 |
-0.50 |
-4.5% |
28.25 |
ATR |
15.96 |
15.57 |
-0.39 |
-2.4% |
0.00 |
Volume |
5,528 |
14,569 |
9,041 |
163.5% |
24,291 |
|
Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,828.25 |
1,822.50 |
1,801.50 |
|
R3 |
1,817.75 |
1,812.00 |
1,798.75 |
|
R2 |
1,807.25 |
1,807.25 |
1,797.75 |
|
R1 |
1,801.50 |
1,801.50 |
1,796.75 |
1,804.50 |
PP |
1,796.75 |
1,796.75 |
1,796.75 |
1,798.25 |
S1 |
1,791.00 |
1,791.00 |
1,794.75 |
1,794.00 |
S2 |
1,786.25 |
1,786.25 |
1,793.75 |
|
S3 |
1,775.75 |
1,780.50 |
1,792.75 |
|
S4 |
1,765.25 |
1,770.00 |
1,790.00 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,871.25 |
1,861.00 |
1,810.00 |
|
R3 |
1,843.00 |
1,832.75 |
1,802.25 |
|
R2 |
1,814.75 |
1,814.75 |
1,799.75 |
|
R1 |
1,804.50 |
1,804.50 |
1,797.00 |
1,809.50 |
PP |
1,786.50 |
1,786.50 |
1,786.50 |
1,789.00 |
S1 |
1,776.25 |
1,776.25 |
1,792.00 |
1,781.50 |
S2 |
1,758.25 |
1,758.25 |
1,789.25 |
|
S3 |
1,730.00 |
1,748.00 |
1,786.75 |
|
S4 |
1,701.75 |
1,719.75 |
1,779.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,802.50 |
1,768.25 |
34.25 |
1.9% |
14.25 |
0.8% |
80% |
True |
False |
6,571 |
10 |
1,802.50 |
1,748.00 |
54.50 |
3.0% |
14.50 |
0.8% |
88% |
True |
False |
5,768 |
20 |
1,802.50 |
1,729.50 |
73.00 |
4.1% |
15.75 |
0.9% |
91% |
True |
False |
5,902 |
40 |
1,802.50 |
1,633.50 |
169.00 |
9.4% |
17.00 |
0.9% |
96% |
True |
False |
5,620 |
60 |
1,802.50 |
1,620.25 |
182.25 |
10.1% |
16.00 |
0.9% |
96% |
True |
False |
4,153 |
80 |
1,802.50 |
1,613.00 |
189.50 |
10.6% |
15.25 |
0.9% |
96% |
True |
False |
3,130 |
100 |
1,802.50 |
1,613.00 |
189.50 |
10.6% |
14.00 |
0.8% |
96% |
True |
False |
2,515 |
120 |
1,802.50 |
1,542.25 |
260.25 |
14.5% |
15.00 |
0.8% |
97% |
True |
False |
2,121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,847.00 |
2.618 |
1,830.00 |
1.618 |
1,819.50 |
1.000 |
1,813.00 |
0.618 |
1,809.00 |
HIGH |
1,802.50 |
0.618 |
1,798.50 |
0.500 |
1,797.25 |
0.382 |
1,796.00 |
LOW |
1,792.00 |
0.618 |
1,785.50 |
1.000 |
1,781.50 |
1.618 |
1,775.00 |
2.618 |
1,764.50 |
4.250 |
1,747.50 |
|
|
Fisher Pivots for day following 25-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,797.25 |
1,792.50 |
PP |
1,796.75 |
1,789.25 |
S1 |
1,796.25 |
1,786.00 |
|