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 |
180.72 |
180.87 |
0.15 |
0.1% |
180.35 |
High |
181.22 |
181.24 |
0.02 |
0.0% |
180.83 |
Low |
180.41 |
180.65 |
0.24 |
0.1% |
177.98 |
Close |
180.68 |
181.12 |
0.44 |
0.2% |
180.81 |
Range |
0.81 |
0.59 |
-0.22 |
-27.2% |
2.85 |
ATR |
1.37 |
1.31 |
-0.06 |
-4.1% |
0.00 |
Volume |
86,993,500 |
58,800,000 |
-28,193,500 |
-32.4% |
497,732,984 |
|
Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
182.77 |
182.54 |
181.44 |
|
R3 |
182.18 |
181.95 |
181.28 |
|
R2 |
181.59 |
181.59 |
181.23 |
|
R1 |
181.36 |
181.36 |
181.17 |
181.48 |
PP |
181.00 |
181.00 |
181.00 |
181.06 |
S1 |
180.77 |
180.77 |
181.07 |
180.89 |
S2 |
180.41 |
180.41 |
181.01 |
|
S3 |
179.82 |
180.18 |
180.96 |
|
S4 |
179.23 |
179.59 |
180.80 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
188.42 |
187.47 |
182.38 |
|
R3 |
185.57 |
184.62 |
181.59 |
|
R2 |
182.72 |
182.72 |
181.33 |
|
R1 |
181.77 |
181.77 |
181.07 |
182.25 |
PP |
179.87 |
179.87 |
179.87 |
180.11 |
S1 |
178.92 |
178.92 |
180.55 |
179.40 |
S2 |
177.02 |
177.02 |
180.29 |
|
S3 |
174.17 |
176.07 |
180.03 |
|
S4 |
171.32 |
173.22 |
179.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
181.24 |
178.86 |
2.38 |
1.3% |
0.89 |
0.5% |
95% |
True |
False |
79,883,237 |
10 |
181.24 |
177.98 |
3.26 |
1.8% |
1.10 |
0.6% |
96% |
True |
False |
92,926,548 |
20 |
181.24 |
174.76 |
6.48 |
3.6% |
1.30 |
0.7% |
98% |
True |
False |
100,443,063 |
40 |
181.24 |
164.53 |
16.71 |
9.2% |
1.37 |
0.8% |
99% |
True |
False |
113,407,397 |
60 |
181.24 |
164.48 |
16.76 |
9.3% |
1.34 |
0.7% |
99% |
True |
False |
113,061,321 |
80 |
181.24 |
163.05 |
18.19 |
10.0% |
1.36 |
0.8% |
99% |
True |
False |
112,044,501 |
100 |
181.24 |
163.05 |
18.19 |
10.0% |
1.31 |
0.7% |
99% |
True |
False |
109,259,883 |
120 |
181.24 |
155.73 |
25.51 |
14.1% |
1.43 |
0.8% |
100% |
True |
False |
117,823,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
183.75 |
2.618 |
182.78 |
1.618 |
182.19 |
1.000 |
181.83 |
0.618 |
181.60 |
HIGH |
181.24 |
0.618 |
181.01 |
0.500 |
180.95 |
0.382 |
180.88 |
LOW |
180.65 |
0.618 |
180.29 |
1.000 |
180.06 |
1.618 |
179.70 |
2.618 |
179.11 |
4.250 |
178.14 |
|
|
Fisher Pivots for day following 27-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
181.06 |
181.02 |
PP |
181.00 |
180.91 |
S1 |
180.95 |
180.81 |
|