Trading Metrics calculated at close of trading on 26-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
16,038 |
16,051 |
13 |
0.1% |
15,913 |
High |
16,100 |
16,098 |
-2 |
0.0% |
16,043 |
Low |
16,028 |
16,045 |
17 |
0.1% |
15,834 |
Close |
16,062 |
16,060 |
-2 |
0.0% |
16,027 |
Range |
72 |
53 |
-19 |
-26.4% |
209 |
ATR |
128 |
122 |
-5 |
-4.2% |
0 |
Volume |
121,230 |
99,326 |
-21,904 |
-18.1% |
681,362 |
|
Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,227 |
16,196 |
16,089 |
|
R3 |
16,174 |
16,143 |
16,075 |
|
R2 |
16,121 |
16,121 |
16,070 |
|
R1 |
16,090 |
16,090 |
16,065 |
16,106 |
PP |
16,068 |
16,068 |
16,068 |
16,075 |
S1 |
16,037 |
16,037 |
16,055 |
16,053 |
S2 |
16,015 |
16,015 |
16,050 |
|
S3 |
15,962 |
15,984 |
16,046 |
|
S4 |
15,909 |
15,931 |
16,031 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,595 |
16,520 |
16,142 |
|
R3 |
16,386 |
16,311 |
16,085 |
|
R2 |
16,177 |
16,177 |
16,065 |
|
R1 |
16,102 |
16,102 |
16,046 |
16,140 |
PP |
15,968 |
15,968 |
15,968 |
15,987 |
S1 |
15,893 |
15,893 |
16,008 |
15,931 |
S2 |
15,759 |
15,759 |
15,989 |
|
S3 |
15,550 |
15,684 |
15,970 |
|
S4 |
15,341 |
15,475 |
15,912 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,100 |
15,834 |
266 |
1.7% |
103 |
0.6% |
85% |
False |
False |
127,491 |
10 |
16,100 |
15,613 |
487 |
3.0% |
109 |
0.7% |
92% |
False |
False |
126,716 |
20 |
16,100 |
15,456 |
644 |
4.0% |
124 |
0.8% |
94% |
False |
False |
132,487 |
40 |
16,100 |
14,648 |
1,452 |
9.0% |
141 |
0.9% |
97% |
False |
False |
141,702 |
60 |
16,100 |
14,648 |
1,452 |
9.0% |
140 |
0.9% |
97% |
False |
False |
124,565 |
80 |
16,100 |
14,648 |
1,452 |
9.0% |
137 |
0.9% |
97% |
False |
False |
93,455 |
100 |
16,100 |
14,648 |
1,452 |
9.0% |
124 |
0.8% |
97% |
False |
False |
74,767 |
120 |
16,100 |
14,410 |
1,690 |
10.5% |
123 |
0.8% |
98% |
False |
False |
62,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,323 |
2.618 |
16,237 |
1.618 |
16,184 |
1.000 |
16,151 |
0.618 |
16,131 |
HIGH |
16,098 |
0.618 |
16,078 |
0.500 |
16,072 |
0.382 |
16,065 |
LOW |
16,045 |
0.618 |
16,012 |
1.000 |
15,992 |
1.618 |
15,959 |
2.618 |
15,906 |
4.250 |
15,820 |
|
|
Fisher Pivots for day following 26-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
16,072 |
16,048 |
PP |
16,068 |
16,036 |
S1 |
16,064 |
16,024 |
|