Trading Metrics calculated at close of trading on 29-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
3,440.00 |
3,465.00 |
25.00 |
0.7% |
3,420.00 |
High |
3,464.25 |
3,490.00 |
25.75 |
0.7% |
3,490.00 |
Low |
3,440.00 |
3,465.00 |
25.00 |
0.7% |
3,416.00 |
Close |
3,462.50 |
3,481.50 |
19.00 |
0.5% |
3,481.50 |
Range |
24.25 |
25.00 |
0.75 |
3.1% |
74.00 |
ATR |
29.95 |
29.77 |
-0.17 |
-0.6% |
0.00 |
Volume |
1,277 |
464 |
-813 |
-63.7% |
2,146 |
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,553.75 |
3,542.75 |
3,495.25 |
|
R3 |
3,528.75 |
3,517.75 |
3,488.50 |
|
R2 |
3,503.75 |
3,503.75 |
3,486.00 |
|
R1 |
3,492.75 |
3,492.75 |
3,483.75 |
3,498.25 |
PP |
3,478.75 |
3,478.75 |
3,478.75 |
3,481.50 |
S1 |
3,467.75 |
3,467.75 |
3,479.25 |
3,473.25 |
S2 |
3,453.75 |
3,453.75 |
3,477.00 |
|
S3 |
3,428.75 |
3,442.75 |
3,474.50 |
|
S4 |
3,403.75 |
3,417.75 |
3,467.75 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,684.50 |
3,657.00 |
3,522.25 |
|
R3 |
3,610.50 |
3,583.00 |
3,501.75 |
|
R2 |
3,536.50 |
3,536.50 |
3,495.00 |
|
R1 |
3,509.00 |
3,509.00 |
3,488.25 |
3,522.75 |
PP |
3,462.50 |
3,462.50 |
3,462.50 |
3,469.50 |
S1 |
3,435.00 |
3,435.00 |
3,474.75 |
3,448.75 |
S2 |
3,388.50 |
3,388.50 |
3,468.00 |
|
S3 |
3,314.50 |
3,361.00 |
3,461.25 |
|
S4 |
3,240.50 |
3,287.00 |
3,440.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,490.00 |
3,395.50 |
94.50 |
2.7% |
23.25 |
0.7% |
91% |
True |
False |
676 |
10 |
3,490.00 |
3,354.00 |
136.00 |
3.9% |
27.00 |
0.8% |
94% |
True |
False |
576 |
20 |
3,490.00 |
3,308.25 |
181.75 |
5.2% |
29.50 |
0.8% |
95% |
True |
False |
329 |
40 |
3,490.00 |
3,110.00 |
380.00 |
10.9% |
32.00 |
0.9% |
98% |
True |
False |
242 |
60 |
3,490.00 |
3,110.00 |
380.00 |
10.9% |
26.25 |
0.8% |
98% |
True |
False |
216 |
80 |
3,490.00 |
3,045.00 |
445.00 |
12.8% |
20.25 |
0.6% |
98% |
True |
False |
163 |
100 |
3,490.00 |
3,012.75 |
477.25 |
13.7% |
17.00 |
0.5% |
98% |
True |
False |
130 |
120 |
3,490.00 |
2,831.25 |
658.75 |
18.9% |
14.75 |
0.4% |
99% |
True |
False |
109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,596.25 |
2.618 |
3,555.50 |
1.618 |
3,530.50 |
1.000 |
3,515.00 |
0.618 |
3,505.50 |
HIGH |
3,490.00 |
0.618 |
3,480.50 |
0.500 |
3,477.50 |
0.382 |
3,474.50 |
LOW |
3,465.00 |
0.618 |
3,449.50 |
1.000 |
3,440.00 |
1.618 |
3,424.50 |
2.618 |
3,399.50 |
4.250 |
3,358.75 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3,480.25 |
3,472.25 |
PP |
3,478.75 |
3,463.25 |
S1 |
3,477.50 |
3,454.00 |
|