| Trading Metrics calculated at close of trading on 25-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
16,008.71 |
16,072.09 |
63.38 |
0.4% |
15,962.72 |
| High |
16,068.78 |
16,109.63 |
40.85 |
0.3% |
16,068.78 |
| Low |
15,976.27 |
16,055.46 |
79.19 |
0.5% |
15,865.37 |
| Close |
16,064.77 |
16,072.54 |
7.77 |
0.0% |
16,064.77 |
| Range |
92.51 |
54.17 |
-38.34 |
-41.4% |
203.41 |
| ATR |
115.75 |
111.35 |
-4.40 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,241.72 |
16,211.30 |
16,102.33 |
|
| R3 |
16,187.55 |
16,157.13 |
16,087.44 |
|
| R2 |
16,133.38 |
16,133.38 |
16,082.47 |
|
| R1 |
16,102.96 |
16,102.96 |
16,077.51 |
16,118.17 |
| PP |
16,079.21 |
16,079.21 |
16,079.21 |
16,086.82 |
| S1 |
16,048.79 |
16,048.79 |
16,067.57 |
16,064.00 |
| S2 |
16,025.04 |
16,025.04 |
16,062.61 |
|
| S3 |
15,970.87 |
15,994.62 |
16,057.64 |
|
| S4 |
15,916.70 |
15,940.45 |
16,042.75 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,609.87 |
16,540.73 |
16,176.65 |
|
| R3 |
16,406.46 |
16,337.32 |
16,120.71 |
|
| R2 |
16,203.05 |
16,203.05 |
16,102.06 |
|
| R1 |
16,133.91 |
16,133.91 |
16,083.42 |
16,168.48 |
| PP |
15,999.64 |
15,999.64 |
15,999.64 |
16,016.93 |
| S1 |
15,930.50 |
15,930.50 |
16,046.12 |
15,965.07 |
| S2 |
15,796.23 |
15,796.23 |
16,027.48 |
|
| S3 |
15,592.82 |
15,727.09 |
16,008.83 |
|
| S4 |
15,389.41 |
15,523.68 |
15,952.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,109.63 |
15,865.37 |
244.26 |
1.5% |
97.64 |
0.6% |
85% |
True |
False |
|
| 10 |
16,109.63 |
15,672.00 |
437.63 |
2.7% |
98.57 |
0.6% |
92% |
True |
False |
|
| 20 |
16,109.63 |
15,522.18 |
587.45 |
3.7% |
111.43 |
0.7% |
94% |
True |
False |
|
| 40 |
16,109.63 |
14,719.43 |
1,390.20 |
8.6% |
123.09 |
0.8% |
97% |
True |
False |
|
| 60 |
16,109.63 |
14,719.43 |
1,390.20 |
8.6% |
125.22 |
0.8% |
97% |
True |
False |
|
| 80 |
16,109.63 |
14,719.43 |
1,390.20 |
8.6% |
123.99 |
0.8% |
97% |
True |
False |
|
| 100 |
16,109.63 |
14,719.43 |
1,390.20 |
8.6% |
119.41 |
0.7% |
97% |
True |
False |
|
| 120 |
16,109.63 |
14,551.27 |
1,558.36 |
9.7% |
130.92 |
0.8% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,339.85 |
|
2.618 |
16,251.45 |
|
1.618 |
16,197.28 |
|
1.000 |
16,163.80 |
|
0.618 |
16,143.11 |
|
HIGH |
16,109.63 |
|
0.618 |
16,088.94 |
|
0.500 |
16,082.55 |
|
0.382 |
16,076.15 |
|
LOW |
16,055.46 |
|
0.618 |
16,021.98 |
|
1.000 |
16,001.29 |
|
1.618 |
15,967.81 |
|
2.618 |
15,913.64 |
|
4.250 |
15,825.24 |
|
|
| Fisher Pivots for day following 25-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
16,082.55 |
16,051.31 |
| PP |
16,079.21 |
16,030.08 |
| S1 |
16,075.88 |
16,008.85 |
|