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 |
1,243.5 |
1,236.7 |
-6.8 |
-0.5% |
1,243.6 |
High |
1,254.7 |
1,255.1 |
0.4 |
0.0% |
1,256.9 |
Low |
1,237.0 |
1,236.0 |
-1.0 |
-0.1% |
1,228.0 |
Close |
1,238.8 |
1,251.3 |
12.5 |
1.0% |
1,251.3 |
Range |
17.7 |
19.1 |
1.4 |
7.9% |
28.9 |
ATR |
18.9 |
18.9 |
0.0 |
0.1% |
0.0 |
Volume |
12,599 |
4,626 |
-7,973 |
-63.3% |
27,028 |
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,304.8 |
1,297.1 |
1,261.8 |
|
R3 |
1,285.7 |
1,278.0 |
1,256.6 |
|
R2 |
1,266.6 |
1,266.6 |
1,254.8 |
|
R1 |
1,258.9 |
1,258.9 |
1,253.1 |
1,262.8 |
PP |
1,247.5 |
1,247.5 |
1,247.5 |
1,249.4 |
S1 |
1,239.8 |
1,239.8 |
1,249.5 |
1,243.7 |
S2 |
1,228.4 |
1,228.4 |
1,247.8 |
|
S3 |
1,209.3 |
1,220.7 |
1,246.0 |
|
S4 |
1,190.2 |
1,201.6 |
1,240.8 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,332.1 |
1,320.6 |
1,267.2 |
|
R3 |
1,303.2 |
1,291.7 |
1,259.2 |
|
R2 |
1,274.3 |
1,274.3 |
1,256.6 |
|
R1 |
1,262.8 |
1,262.8 |
1,253.9 |
1,268.6 |
PP |
1,245.4 |
1,245.4 |
1,245.4 |
1,248.3 |
S1 |
1,233.9 |
1,233.9 |
1,248.7 |
1,239.7 |
S2 |
1,216.5 |
1,216.5 |
1,246.0 |
|
S3 |
1,187.6 |
1,205.0 |
1,243.4 |
|
S4 |
1,158.7 |
1,176.1 |
1,235.4 |
|
|
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% |
16.9 |
1.4% |
81% |
False |
False |
7,494 |
10 |
1,292.0 |
1,228.0 |
64.0 |
5.1% |
16.4 |
1.3% |
36% |
False |
False |
5,127 |
20 |
1,328.0 |
1,228.0 |
100.0 |
8.0% |
16.4 |
1.3% |
23% |
False |
False |
3,854 |
40 |
1,361.1 |
1,228.0 |
133.1 |
10.6% |
18.4 |
1.5% |
18% |
False |
False |
2,618 |
60 |
1,391.4 |
1,228.0 |
163.4 |
13.1% |
20.5 |
1.6% |
14% |
False |
False |
1,947 |
80 |
1,430.2 |
1,228.0 |
202.2 |
16.2% |
20.5 |
1.6% |
12% |
False |
False |
1,641 |
100 |
1,430.2 |
1,228.0 |
202.2 |
16.2% |
19.4 |
1.6% |
12% |
False |
False |
1,481 |
120 |
1,430.2 |
1,194.4 |
235.8 |
18.8% |
19.1 |
1.5% |
24% |
False |
False |
1,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,336.3 |
2.618 |
1,305.1 |
1.618 |
1,286.0 |
1.000 |
1,274.2 |
0.618 |
1,266.9 |
HIGH |
1,255.1 |
0.618 |
1,247.8 |
0.500 |
1,245.6 |
0.382 |
1,243.3 |
LOW |
1,236.0 |
0.618 |
1,224.2 |
1.000 |
1,216.9 |
1.618 |
1,205.1 |
2.618 |
1,186.0 |
4.250 |
1,154.8 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,249.4 |
1,249.7 |
PP |
1,247.5 |
1,248.1 |
S1 |
1,245.6 |
1,246.5 |
|