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 |
1,243.6 |
1,256.9 |
13.3 |
1.1% |
1,289.9 |
High |
1,253.2 |
1,256.9 |
3.7 |
0.3% |
1,289.9 |
Low |
1,228.0 |
1,240.3 |
12.3 |
1.0% |
1,237.9 |
Close |
1,242.4 |
1,242.4 |
0.0 |
0.0% |
1,245.4 |
Range |
25.2 |
16.6 |
-8.6 |
-34.1% |
52.0 |
ATR |
19.1 |
19.0 |
-0.2 |
-0.9% |
0.0 |
Volume |
3,441 |
6,362 |
2,921 |
84.9% |
22,652 |
|
Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,296.3 |
1,286.0 |
1,251.5 |
|
R3 |
1,279.7 |
1,269.4 |
1,247.0 |
|
R2 |
1,263.1 |
1,263.1 |
1,245.4 |
|
R1 |
1,252.8 |
1,252.8 |
1,243.9 |
1,249.7 |
PP |
1,246.5 |
1,246.5 |
1,246.5 |
1,245.0 |
S1 |
1,236.2 |
1,236.2 |
1,240.9 |
1,233.1 |
S2 |
1,229.9 |
1,229.9 |
1,239.4 |
|
S3 |
1,213.3 |
1,219.6 |
1,237.8 |
|
S4 |
1,196.7 |
1,203.0 |
1,233.3 |
|
|
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 |
1,276.5 |
1,228.0 |
48.5 |
3.9% |
18.7 |
1.5% |
30% |
False |
False |
5,916 |
10 |
1,294.8 |
1,228.0 |
66.8 |
5.4% |
15.4 |
1.2% |
22% |
False |
False |
4,026 |
20 |
1,360.6 |
1,228.0 |
132.6 |
10.7% |
16.8 |
1.4% |
11% |
False |
False |
3,054 |
40 |
1,361.1 |
1,228.0 |
133.1 |
10.7% |
18.8 |
1.5% |
11% |
False |
False |
2,226 |
60 |
1,414.1 |
1,228.0 |
186.1 |
15.0% |
20.7 |
1.7% |
8% |
False |
False |
1,688 |
80 |
1,430.2 |
1,228.0 |
202.2 |
16.3% |
20.4 |
1.6% |
7% |
False |
False |
1,437 |
100 |
1,430.2 |
1,228.0 |
202.2 |
16.3% |
19.3 |
1.6% |
7% |
False |
False |
1,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,327.5 |
2.618 |
1,300.4 |
1.618 |
1,283.8 |
1.000 |
1,273.5 |
0.618 |
1,267.2 |
HIGH |
1,256.9 |
0.618 |
1,250.6 |
0.500 |
1,248.6 |
0.382 |
1,246.6 |
LOW |
1,240.3 |
0.618 |
1,230.0 |
1.000 |
1,223.7 |
1.618 |
1,213.4 |
2.618 |
1,196.8 |
4.250 |
1,169.8 |
|
|
Fisher Pivots for day following 26-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,248.6 |
1,242.5 |
PP |
1,246.5 |
1,242.4 |
S1 |
1,244.5 |
1,242.4 |
|