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 |
16,073.37 |
16,105.16 |
31.79 |
0.2% |
16,072.09 |
High |
16,107.99 |
16,174.51 |
66.52 |
0.4% |
16,174.51 |
Low |
16,057.34 |
16,074.14 |
16.80 |
0.1% |
16,055.46 |
Close |
16,097.33 |
16,086.41 |
-10.92 |
-0.1% |
16,086.41 |
Range |
50.65 |
100.37 |
49.72 |
98.2% |
119.05 |
ATR |
102.90 |
102.72 |
-0.18 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,412.80 |
16,349.97 |
16,141.61 |
|
R3 |
16,312.43 |
16,249.60 |
16,114.01 |
|
R2 |
16,212.06 |
16,212.06 |
16,104.81 |
|
R1 |
16,149.23 |
16,149.23 |
16,095.61 |
16,130.46 |
PP |
16,111.69 |
16,111.69 |
16,111.69 |
16,102.30 |
S1 |
16,048.86 |
16,048.86 |
16,077.21 |
16,030.09 |
S2 |
16,011.32 |
16,011.32 |
16,068.01 |
|
S3 |
15,910.95 |
15,948.49 |
16,058.81 |
|
S4 |
15,810.58 |
15,848.12 |
16,031.21 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,462.61 |
16,393.56 |
16,151.89 |
|
R3 |
16,343.56 |
16,274.51 |
16,119.15 |
|
R2 |
16,224.51 |
16,224.51 |
16,108.24 |
|
R1 |
16,155.46 |
16,155.46 |
16,097.32 |
16,189.99 |
PP |
16,105.46 |
16,105.46 |
16,105.46 |
16,122.72 |
S1 |
16,036.41 |
16,036.41 |
16,075.50 |
16,070.94 |
S2 |
15,986.41 |
15,986.41 |
16,064.58 |
|
S3 |
15,867.36 |
15,917.36 |
16,053.67 |
|
S4 |
15,748.31 |
15,798.31 |
16,020.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,174.51 |
15,976.27 |
198.24 |
1.2% |
69.40 |
0.4% |
56% |
True |
False |
|
10 |
16,174.51 |
15,865.37 |
309.14 |
1.9% |
86.37 |
0.5% |
72% |
True |
False |
|
20 |
16,174.51 |
15,522.18 |
652.33 |
4.1% |
103.22 |
0.6% |
86% |
True |
False |
|
40 |
16,174.51 |
14,719.43 |
1,455.08 |
9.0% |
117.69 |
0.7% |
94% |
True |
False |
|
60 |
16,174.51 |
14,719.43 |
1,455.08 |
9.0% |
122.27 |
0.8% |
94% |
True |
False |
|
80 |
16,174.51 |
14,719.43 |
1,455.08 |
9.0% |
122.75 |
0.8% |
94% |
True |
False |
|
100 |
16,174.51 |
14,719.43 |
1,455.08 |
9.0% |
118.34 |
0.7% |
94% |
True |
False |
|
120 |
16,174.51 |
14,551.27 |
1,623.24 |
10.1% |
128.71 |
0.8% |
95% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,601.08 |
2.618 |
16,437.28 |
1.618 |
16,336.91 |
1.000 |
16,274.88 |
0.618 |
16,236.54 |
HIGH |
16,174.51 |
0.618 |
16,136.17 |
0.500 |
16,124.33 |
0.382 |
16,112.48 |
LOW |
16,074.14 |
0.618 |
16,012.11 |
1.000 |
15,973.77 |
1.618 |
15,911.74 |
2.618 |
15,811.37 |
4.250 |
15,647.57 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
16,124.33 |
16,115.93 |
PP |
16,111.69 |
16,106.09 |
S1 |
16,099.05 |
16,096.25 |
|