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 |
1,256.9 |
1,243.5 |
-13.4 |
-1.1% |
1,289.9 |
High |
1,256.9 |
1,254.7 |
-2.2 |
-0.2% |
1,289.9 |
Low |
1,240.3 |
1,237.0 |
-3.3 |
-0.3% |
1,237.9 |
Close |
1,242.4 |
1,238.8 |
-3.6 |
-0.3% |
1,245.4 |
Range |
16.6 |
17.7 |
1.1 |
6.6% |
52.0 |
ATR |
19.0 |
18.9 |
-0.1 |
-0.5% |
0.0 |
Volume |
6,362 |
12,599 |
6,237 |
98.0% |
22,652 |
|
Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,296.6 |
1,285.4 |
1,248.5 |
|
R3 |
1,278.9 |
1,267.7 |
1,243.7 |
|
R2 |
1,261.2 |
1,261.2 |
1,242.0 |
|
R1 |
1,250.0 |
1,250.0 |
1,240.4 |
1,246.8 |
PP |
1,243.5 |
1,243.5 |
1,243.5 |
1,241.9 |
S1 |
1,232.3 |
1,232.3 |
1,237.2 |
1,229.1 |
S2 |
1,225.8 |
1,225.8 |
1,235.6 |
|
S3 |
1,208.1 |
1,214.6 |
1,233.9 |
|
S4 |
1,190.4 |
1,196.9 |
1,229.1 |
|
|
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 |
1,256.9 |
1,228.0 |
28.9 |
2.3% |
15.6 |
1.3% |
37% |
False |
False |
7,186 |
10 |
1,294.8 |
1,228.0 |
66.8 |
5.4% |
16.0 |
1.3% |
16% |
False |
False |
5,008 |
20 |
1,342.0 |
1,228.0 |
114.0 |
9.2% |
16.5 |
1.3% |
9% |
False |
False |
3,662 |
40 |
1,361.1 |
1,228.0 |
133.1 |
10.7% |
18.3 |
1.5% |
8% |
False |
False |
2,516 |
60 |
1,391.6 |
1,228.0 |
163.6 |
13.2% |
20.6 |
1.7% |
7% |
False |
False |
1,885 |
80 |
1,430.2 |
1,228.0 |
202.2 |
16.3% |
20.4 |
1.6% |
5% |
False |
False |
1,589 |
100 |
1,430.2 |
1,228.0 |
202.2 |
16.3% |
19.4 |
1.6% |
5% |
False |
False |
1,480 |
120 |
1,430.2 |
1,194.4 |
235.8 |
19.0% |
19.0 |
1.5% |
19% |
False |
False |
1,418 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,329.9 |
2.618 |
1,301.0 |
1.618 |
1,283.3 |
1.000 |
1,272.4 |
0.618 |
1,265.6 |
HIGH |
1,254.7 |
0.618 |
1,247.9 |
0.500 |
1,245.9 |
0.382 |
1,243.8 |
LOW |
1,237.0 |
0.618 |
1,226.1 |
1.000 |
1,219.3 |
1.618 |
1,208.4 |
2.618 |
1,190.7 |
4.250 |
1,161.8 |
|
|
Fisher Pivots for day following 27-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,245.9 |
1,242.5 |
PP |
1,243.5 |
1,241.2 |
S1 |
1,241.2 |
1,240.0 |
|