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 |
1,795.00 |
1,794.75 |
-0.25 |
0.0% |
1,787.75 |
High |
1,802.50 |
1,800.25 |
-2.25 |
-0.1% |
1,796.50 |
Low |
1,792.00 |
1,792.25 |
0.25 |
0.0% |
1,768.25 |
Close |
1,795.75 |
1,795.50 |
-0.25 |
0.0% |
1,794.50 |
Range |
10.50 |
8.00 |
-2.50 |
-23.8% |
28.25 |
ATR |
15.57 |
15.03 |
-0.54 |
-3.5% |
0.00 |
Volume |
14,569 |
3,001 |
-11,568 |
-79.4% |
24,291 |
|
Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,820.00 |
1,815.75 |
1,800.00 |
|
R3 |
1,812.00 |
1,807.75 |
1,797.75 |
|
R2 |
1,804.00 |
1,804.00 |
1,797.00 |
|
R1 |
1,799.75 |
1,799.75 |
1,796.25 |
1,802.00 |
PP |
1,796.00 |
1,796.00 |
1,796.00 |
1,797.00 |
S1 |
1,791.75 |
1,791.75 |
1,794.75 |
1,794.00 |
S2 |
1,788.00 |
1,788.00 |
1,794.00 |
|
S3 |
1,780.00 |
1,783.75 |
1,793.25 |
|
S4 |
1,772.00 |
1,775.75 |
1,791.00 |
|
|
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% |
13.50 |
0.8% |
80% |
False |
False |
6,002 |
10 |
1,802.50 |
1,748.00 |
54.50 |
3.0% |
14.00 |
0.8% |
87% |
False |
False |
5,575 |
20 |
1,802.50 |
1,729.50 |
73.00 |
4.1% |
15.50 |
0.9% |
90% |
False |
False |
5,880 |
40 |
1,802.50 |
1,633.50 |
169.00 |
9.4% |
16.75 |
0.9% |
96% |
False |
False |
5,511 |
60 |
1,802.50 |
1,622.75 |
179.75 |
10.0% |
16.00 |
0.9% |
96% |
False |
False |
4,203 |
80 |
1,802.50 |
1,613.00 |
189.50 |
10.6% |
15.25 |
0.9% |
96% |
False |
False |
3,167 |
100 |
1,802.50 |
1,613.00 |
189.50 |
10.6% |
14.00 |
0.8% |
96% |
False |
False |
2,545 |
120 |
1,802.50 |
1,542.25 |
260.25 |
14.5% |
15.00 |
0.8% |
97% |
False |
False |
2,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,834.25 |
2.618 |
1,821.25 |
1.618 |
1,813.25 |
1.000 |
1,808.25 |
0.618 |
1,805.25 |
HIGH |
1,800.25 |
0.618 |
1,797.25 |
0.500 |
1,796.25 |
0.382 |
1,795.25 |
LOW |
1,792.25 |
0.618 |
1,787.25 |
1.000 |
1,784.25 |
1.618 |
1,779.25 |
2.618 |
1,771.25 |
4.250 |
1,758.25 |
|
|
Fisher Pivots for day following 26-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,796.25 |
1,795.00 |
PP |
1,796.00 |
1,794.50 |
S1 |
1,795.75 |
1,794.00 |
|