| 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 |
15,500 |
15,730 |
230 |
1.5% |
15,710 |
| High |
15,760 |
15,845 |
85 |
0.5% |
15,845 |
| Low |
15,460 |
15,635 |
175 |
1.1% |
15,460 |
| Close |
15,755 |
15,810 |
55 |
0.3% |
15,810 |
| Range |
300 |
210 |
-90 |
-30.0% |
385 |
| ATR |
215 |
214 |
0 |
-0.2% |
0 |
| Volume |
168 |
430 |
262 |
156.0% |
1,208 |
|
| Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,393 |
16,312 |
15,926 |
|
| R3 |
16,183 |
16,102 |
15,868 |
|
| R2 |
15,973 |
15,973 |
15,849 |
|
| R1 |
15,892 |
15,892 |
15,829 |
15,933 |
| PP |
15,763 |
15,763 |
15,763 |
15,784 |
| S1 |
15,682 |
15,682 |
15,791 |
15,723 |
| S2 |
15,553 |
15,553 |
15,772 |
|
| S3 |
15,343 |
15,472 |
15,752 |
|
| S4 |
15,133 |
15,262 |
15,695 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,860 |
16,720 |
16,022 |
|
| R3 |
16,475 |
16,335 |
15,916 |
|
| R2 |
16,090 |
16,090 |
15,881 |
|
| R1 |
15,950 |
15,950 |
15,845 |
16,020 |
| PP |
15,705 |
15,705 |
15,705 |
15,740 |
| S1 |
15,565 |
15,565 |
15,775 |
15,635 |
| S2 |
15,320 |
15,320 |
15,740 |
|
| S3 |
14,935 |
15,180 |
15,704 |
|
| S4 |
14,550 |
14,795 |
15,598 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,845 |
15,460 |
385 |
2.4% |
204 |
1.3% |
91% |
True |
False |
264 |
| 10 |
15,845 |
15,145 |
700 |
4.4% |
202 |
1.3% |
95% |
True |
False |
158 |
| 20 |
15,845 |
14,070 |
1,775 |
11.2% |
169 |
1.1% |
98% |
True |
False |
85 |
| 40 |
15,845 |
13,905 |
1,940 |
12.3% |
132 |
0.8% |
98% |
True |
False |
46 |
| 60 |
15,845 |
13,905 |
1,940 |
12.3% |
105 |
0.7% |
98% |
True |
False |
31 |
| 80 |
15,845 |
13,330 |
2,515 |
15.9% |
80 |
0.5% |
99% |
True |
False |
23 |
| 100 |
15,845 |
13,330 |
2,515 |
15.9% |
68 |
0.4% |
99% |
True |
False |
19 |
| 120 |
15,845 |
12,780 |
3,065 |
19.4% |
57 |
0.4% |
99% |
True |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,738 |
|
2.618 |
16,395 |
|
1.618 |
16,185 |
|
1.000 |
16,055 |
|
0.618 |
15,975 |
|
HIGH |
15,845 |
|
0.618 |
15,765 |
|
0.500 |
15,740 |
|
0.382 |
15,715 |
|
LOW |
15,635 |
|
0.618 |
15,505 |
|
1.000 |
15,425 |
|
1.618 |
15,295 |
|
2.618 |
15,085 |
|
4.250 |
14,743 |
|
|
| Fisher Pivots for day following 29-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,787 |
15,758 |
| PP |
15,763 |
15,705 |
| S1 |
15,740 |
15,653 |
|