Trading Metrics calculated at close of trading on 26-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
207.54 |
207.29 |
-0.25 |
-0.1% |
203.85 |
High |
207.79 |
207.76 |
-0.03 |
0.0% |
207.84 |
Low |
206.80 |
207.03 |
0.23 |
0.1% |
203.65 |
Close |
207.11 |
207.64 |
0.53 |
0.3% |
206.68 |
Range |
0.99 |
0.73 |
-0.26 |
-26.3% |
4.19 |
ATR |
1.65 |
1.58 |
-0.07 |
-4.0% |
0.00 |
Volume |
79,108,195 |
62,167,797 |
-16,940,398 |
-21.4% |
454,049,493 |
|
Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
209.67 |
209.38 |
208.04 |
|
R3 |
208.94 |
208.65 |
207.84 |
|
R2 |
208.21 |
208.21 |
207.77 |
|
R1 |
207.92 |
207.92 |
207.71 |
208.07 |
PP |
207.48 |
207.48 |
207.48 |
207.55 |
S1 |
207.19 |
207.19 |
207.57 |
207.34 |
S2 |
206.75 |
206.75 |
207.51 |
|
S3 |
206.02 |
206.46 |
207.44 |
|
S4 |
205.29 |
205.73 |
207.24 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
218.63 |
216.84 |
208.98 |
|
R3 |
214.44 |
212.65 |
207.83 |
|
R2 |
210.25 |
210.25 |
207.45 |
|
R1 |
208.46 |
208.46 |
207.06 |
209.36 |
PP |
206.06 |
206.06 |
206.06 |
206.50 |
S1 |
204.27 |
204.27 |
206.30 |
205.17 |
S2 |
201.87 |
201.87 |
205.91 |
|
S3 |
197.68 |
200.08 |
205.53 |
|
S4 |
193.49 |
195.89 |
204.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
207.84 |
204.18 |
3.66 |
1.8% |
1.12 |
0.5% |
95% |
False |
False |
84,464,839 |
10 |
207.84 |
203.21 |
4.63 |
2.2% |
1.16 |
0.6% |
96% |
False |
False |
82,698,159 |
20 |
207.84 |
197.40 |
10.44 |
5.0% |
1.21 |
0.6% |
98% |
False |
False |
88,678,319 |
40 |
207.84 |
181.92 |
25.92 |
12.5% |
2.02 |
1.0% |
99% |
False |
False |
131,965,067 |
60 |
207.84 |
181.92 |
25.92 |
12.5% |
1.93 |
0.9% |
99% |
False |
False |
123,884,873 |
80 |
207.84 |
181.92 |
25.92 |
12.5% |
1.75 |
0.8% |
99% |
False |
False |
111,994,637 |
100 |
207.84 |
181.92 |
25.92 |
12.5% |
1.70 |
0.8% |
99% |
False |
False |
109,210,077 |
120 |
207.84 |
181.92 |
25.92 |
12.5% |
1.59 |
0.8% |
99% |
False |
False |
104,507,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
210.86 |
2.618 |
209.67 |
1.618 |
208.94 |
1.000 |
208.49 |
0.618 |
208.21 |
HIGH |
207.76 |
0.618 |
207.48 |
0.500 |
207.40 |
0.382 |
207.31 |
LOW |
207.03 |
0.618 |
206.58 |
1.000 |
206.30 |
1.618 |
205.85 |
2.618 |
205.12 |
4.250 |
203.93 |
|
|
Fisher Pivots for day following 26-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
207.56 |
207.53 |
PP |
207.48 |
207.41 |
S1 |
207.40 |
207.30 |
|