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 |
1,794.75 |
1,795.25 |
0.50 |
0.0% |
1,787.75 |
High |
1,800.25 |
1,801.00 |
0.75 |
0.0% |
1,796.50 |
Low |
1,792.25 |
1,794.50 |
2.25 |
0.1% |
1,768.25 |
Close |
1,795.50 |
1,798.00 |
2.50 |
0.1% |
1,794.50 |
Range |
8.00 |
6.50 |
-1.50 |
-18.8% |
28.25 |
ATR |
15.03 |
14.42 |
-0.61 |
-4.1% |
0.00 |
Volume |
3,001 |
19,451 |
16,450 |
548.2% |
24,291 |
|
Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,817.25 |
1,814.25 |
1,801.50 |
|
R3 |
1,810.75 |
1,807.75 |
1,799.75 |
|
R2 |
1,804.25 |
1,804.25 |
1,799.25 |
|
R1 |
1,801.25 |
1,801.25 |
1,798.50 |
1,802.75 |
PP |
1,797.75 |
1,797.75 |
1,797.75 |
1,798.50 |
S1 |
1,794.75 |
1,794.75 |
1,797.50 |
1,796.25 |
S2 |
1,791.25 |
1,791.25 |
1,796.75 |
|
S3 |
1,784.75 |
1,788.25 |
1,796.25 |
|
S4 |
1,778.25 |
1,781.75 |
1,794.50 |
|
|
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 |
1,769.25 |
33.25 |
1.8% |
11.00 |
0.6% |
86% |
False |
False |
9,203 |
10 |
1,802.50 |
1,768.25 |
34.25 |
1.9% |
12.00 |
0.7% |
87% |
False |
False |
7,083 |
20 |
1,802.50 |
1,729.50 |
73.00 |
4.1% |
14.75 |
0.8% |
94% |
False |
False |
6,502 |
40 |
1,802.50 |
1,633.50 |
169.00 |
9.4% |
16.50 |
0.9% |
97% |
False |
False |
5,869 |
60 |
1,802.50 |
1,626.50 |
176.00 |
9.8% |
15.75 |
0.9% |
97% |
False |
False |
4,526 |
80 |
1,802.50 |
1,613.00 |
189.50 |
10.5% |
15.25 |
0.9% |
98% |
False |
False |
3,410 |
100 |
1,802.50 |
1,613.00 |
189.50 |
10.5% |
14.25 |
0.8% |
98% |
False |
False |
2,739 |
120 |
1,802.50 |
1,542.25 |
260.25 |
14.5% |
15.00 |
0.8% |
98% |
False |
False |
2,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,828.50 |
2.618 |
1,818.00 |
1.618 |
1,811.50 |
1.000 |
1,807.50 |
0.618 |
1,805.00 |
HIGH |
1,801.00 |
0.618 |
1,798.50 |
0.500 |
1,797.75 |
0.382 |
1,797.00 |
LOW |
1,794.50 |
0.618 |
1,790.50 |
1.000 |
1,788.00 |
1.618 |
1,784.00 |
2.618 |
1,777.50 |
4.250 |
1,767.00 |
|
|
Fisher Pivots for day following 27-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,798.00 |
1,797.75 |
PP |
1,797.75 |
1,797.50 |
S1 |
1,797.75 |
1,797.25 |
|