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 |
1,244.0 |
1,243.6 |
-0.4 |
0.0% |
1,289.9 |
High |
1,248.5 |
1,253.2 |
4.7 |
0.4% |
1,289.9 |
Low |
1,242.5 |
1,228.0 |
-14.5 |
-1.2% |
1,237.9 |
Close |
1,245.4 |
1,242.4 |
-3.0 |
-0.2% |
1,245.4 |
Range |
6.0 |
25.2 |
19.2 |
320.0% |
52.0 |
ATR |
18.7 |
19.1 |
0.5 |
2.5% |
0.0 |
Volume |
10,443 |
3,441 |
-7,002 |
-67.0% |
22,652 |
|
Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,316.8 |
1,304.8 |
1,256.3 |
|
R3 |
1,291.6 |
1,279.6 |
1,249.3 |
|
R2 |
1,266.4 |
1,266.4 |
1,247.0 |
|
R1 |
1,254.4 |
1,254.4 |
1,244.7 |
1,247.8 |
PP |
1,241.2 |
1,241.2 |
1,241.2 |
1,237.9 |
S1 |
1,229.2 |
1,229.2 |
1,240.1 |
1,222.6 |
S2 |
1,216.0 |
1,216.0 |
1,237.8 |
|
S3 |
1,190.8 |
1,204.0 |
1,235.5 |
|
S4 |
1,165.6 |
1,178.8 |
1,228.5 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,413.7 |
1,381.6 |
1,274.0 |
|
R3 |
1,361.7 |
1,329.6 |
1,259.7 |
|
R2 |
1,309.7 |
1,309.7 |
1,254.9 |
|
R1 |
1,277.6 |
1,277.6 |
1,250.2 |
1,267.7 |
PP |
1,257.7 |
1,257.7 |
1,257.7 |
1,252.8 |
S1 |
1,225.6 |
1,225.6 |
1,240.6 |
1,215.7 |
S2 |
1,205.7 |
1,205.7 |
1,235.9 |
|
S3 |
1,153.7 |
1,173.6 |
1,231.1 |
|
S4 |
1,101.7 |
1,121.6 |
1,216.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,278.7 |
1,228.0 |
50.7 |
4.1% |
17.1 |
1.4% |
28% |
False |
True |
4,956 |
10 |
1,294.8 |
1,228.0 |
66.8 |
5.4% |
16.1 |
1.3% |
22% |
False |
True |
3,685 |
20 |
1,360.6 |
1,228.0 |
132.6 |
10.7% |
16.6 |
1.3% |
11% |
False |
True |
2,796 |
40 |
1,361.1 |
1,228.0 |
133.1 |
10.7% |
19.6 |
1.6% |
11% |
False |
True |
2,077 |
60 |
1,416.0 |
1,228.0 |
188.0 |
15.1% |
21.0 |
1.7% |
8% |
False |
True |
1,603 |
80 |
1,430.2 |
1,228.0 |
202.2 |
16.3% |
20.4 |
1.6% |
7% |
False |
True |
1,368 |
100 |
1,430.2 |
1,228.0 |
202.2 |
16.3% |
19.2 |
1.5% |
7% |
False |
True |
1,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,360.3 |
2.618 |
1,319.2 |
1.618 |
1,294.0 |
1.000 |
1,278.4 |
0.618 |
1,268.8 |
HIGH |
1,253.2 |
0.618 |
1,243.6 |
0.500 |
1,240.6 |
0.382 |
1,237.6 |
LOW |
1,228.0 |
0.618 |
1,212.4 |
1.000 |
1,202.8 |
1.618 |
1,187.2 |
2.618 |
1,162.0 |
4.250 |
1,120.9 |
|
|
Fisher Pivots for day following 25-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,241.8 |
1,241.8 |
PP |
1,241.2 |
1,241.2 |
S1 |
1,240.6 |
1,240.6 |
|