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 |
3,447.00 |
3,469.00 |
22.00 |
0.6% |
3,422.50 |
High |
3,472.25 |
3,496.50 |
24.25 |
0.7% |
3,496.50 |
Low |
3,445.75 |
3,468.75 |
23.00 |
0.7% |
3,420.25 |
Close |
3,468.50 |
3,487.50 |
19.00 |
0.5% |
3,487.50 |
Range |
26.50 |
27.75 |
1.25 |
4.7% |
76.25 |
ATR |
34.60 |
34.13 |
-0.47 |
-1.4% |
0.00 |
Volume |
146,375 |
97,742 |
-48,633 |
-33.2% |
611,006 |
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,567.50 |
3,555.25 |
3,502.75 |
|
R3 |
3,539.75 |
3,527.50 |
3,495.25 |
|
R2 |
3,512.00 |
3,512.00 |
3,492.50 |
|
R1 |
3,499.75 |
3,499.75 |
3,490.00 |
3,506.00 |
PP |
3,484.25 |
3,484.25 |
3,484.25 |
3,487.25 |
S1 |
3,472.00 |
3,472.00 |
3,485.00 |
3,478.00 |
S2 |
3,456.50 |
3,456.50 |
3,482.50 |
|
S3 |
3,428.75 |
3,444.25 |
3,479.75 |
|
S4 |
3,401.00 |
3,416.50 |
3,472.25 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,696.75 |
3,668.50 |
3,529.50 |
|
R3 |
3,620.50 |
3,592.25 |
3,508.50 |
|
R2 |
3,544.25 |
3,544.25 |
3,501.50 |
|
R1 |
3,516.00 |
3,516.00 |
3,494.50 |
3,530.00 |
PP |
3,468.00 |
3,468.00 |
3,468.00 |
3,475.25 |
S1 |
3,439.75 |
3,439.75 |
3,480.50 |
3,454.00 |
S2 |
3,391.75 |
3,391.75 |
3,473.50 |
|
S3 |
3,315.50 |
3,363.50 |
3,466.50 |
|
S4 |
3,239.25 |
3,287.25 |
3,445.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,496.50 |
3,400.00 |
96.50 |
2.8% |
25.50 |
0.7% |
91% |
True |
False |
154,968 |
10 |
3,496.50 |
3,358.50 |
138.00 |
4.0% |
30.50 |
0.9% |
93% |
True |
False |
190,829 |
20 |
3,496.50 |
3,310.00 |
186.50 |
5.3% |
34.25 |
1.0% |
95% |
True |
False |
213,695 |
40 |
3,496.50 |
3,110.75 |
385.75 |
11.1% |
38.25 |
1.1% |
98% |
True |
False |
237,346 |
60 |
3,496.50 |
3,089.75 |
406.75 |
11.7% |
37.00 |
1.1% |
98% |
True |
False |
221,053 |
80 |
3,496.50 |
3,049.25 |
447.25 |
12.8% |
35.75 |
1.0% |
98% |
True |
False |
165,909 |
100 |
3,496.50 |
3,010.25 |
486.25 |
13.9% |
32.00 |
0.9% |
98% |
True |
False |
132,746 |
120 |
3,496.50 |
2,813.00 |
683.50 |
19.6% |
30.25 |
0.9% |
99% |
True |
False |
110,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,614.50 |
2.618 |
3,569.25 |
1.618 |
3,541.50 |
1.000 |
3,524.25 |
0.618 |
3,513.75 |
HIGH |
3,496.50 |
0.618 |
3,486.00 |
0.500 |
3,482.50 |
0.382 |
3,479.25 |
LOW |
3,468.75 |
0.618 |
3,451.50 |
1.000 |
3,441.00 |
1.618 |
3,423.75 |
2.618 |
3,396.00 |
4.250 |
3,350.75 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3,486.00 |
3,478.25 |
PP |
3,484.25 |
3,469.00 |
S1 |
3,482.50 |
3,459.50 |
|