Trading Metrics calculated at close of trading on 25-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
1,199.9 |
1,197.7 |
-2.2 |
-0.2% |
1,185.5 |
High |
1,203.8 |
1,202.2 |
-1.6 |
-0.1% |
1,207.6 |
Low |
1,192.2 |
1,189.0 |
-3.2 |
-0.3% |
1,173.9 |
Close |
1,195.7 |
1,197.1 |
1.4 |
0.1% |
1,197.7 |
Range |
11.6 |
13.2 |
1.6 |
13.8% |
33.7 |
ATR |
20.9 |
20.4 |
-0.6 |
-2.6% |
0.0 |
Volume |
158,694 |
210,753 |
52,059 |
32.8% |
1,023,566 |
|
Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,235.7 |
1,229.6 |
1,204.4 |
|
R3 |
1,222.5 |
1,216.4 |
1,200.7 |
|
R2 |
1,209.3 |
1,209.3 |
1,199.5 |
|
R1 |
1,203.2 |
1,203.2 |
1,198.3 |
1,199.7 |
PP |
1,196.1 |
1,196.1 |
1,196.1 |
1,194.3 |
S1 |
1,190.0 |
1,190.0 |
1,195.9 |
1,186.5 |
S2 |
1,182.9 |
1,182.9 |
1,194.7 |
|
S3 |
1,169.7 |
1,176.8 |
1,193.5 |
|
S4 |
1,156.5 |
1,163.6 |
1,189.8 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,294.2 |
1,279.6 |
1,216.2 |
|
R3 |
1,260.5 |
1,245.9 |
1,207.0 |
|
R2 |
1,226.8 |
1,226.8 |
1,203.9 |
|
R1 |
1,212.2 |
1,212.2 |
1,200.8 |
1,219.5 |
PP |
1,193.1 |
1,193.1 |
1,193.1 |
1,196.7 |
S1 |
1,178.5 |
1,178.5 |
1,194.6 |
1,185.8 |
S2 |
1,159.4 |
1,159.4 |
1,191.5 |
|
S3 |
1,125.7 |
1,144.8 |
1,188.4 |
|
S4 |
1,092.0 |
1,111.1 |
1,179.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,207.6 |
1,173.9 |
33.7 |
2.8% |
18.9 |
1.6% |
69% |
False |
False |
204,538 |
10 |
1,207.6 |
1,146.0 |
61.6 |
5.1% |
20.3 |
1.7% |
83% |
False |
False |
205,794 |
20 |
1,230.4 |
1,130.4 |
100.0 |
8.4% |
23.1 |
1.9% |
67% |
False |
False |
203,912 |
40 |
1,255.6 |
1,130.4 |
125.2 |
10.5% |
18.7 |
1.6% |
53% |
False |
False |
173,077 |
60 |
1,279.2 |
1,130.4 |
148.8 |
12.4% |
17.4 |
1.5% |
45% |
False |
False |
161,643 |
80 |
1,324.3 |
1,130.4 |
193.9 |
16.2% |
16.4 |
1.4% |
34% |
False |
False |
148,341 |
100 |
1,347.5 |
1,130.4 |
217.1 |
18.1% |
16.2 |
1.4% |
31% |
False |
False |
129,223 |
120 |
1,347.5 |
1,130.4 |
217.1 |
18.1% |
15.8 |
1.3% |
31% |
False |
False |
108,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,258.3 |
2.618 |
1,236.8 |
1.618 |
1,223.6 |
1.000 |
1,215.4 |
0.618 |
1,210.4 |
HIGH |
1,202.2 |
0.618 |
1,197.2 |
0.500 |
1,195.6 |
0.382 |
1,194.0 |
LOW |
1,189.0 |
0.618 |
1,180.8 |
1.000 |
1,175.8 |
1.618 |
1,167.6 |
2.618 |
1,154.4 |
4.250 |
1,132.9 |
|
|
Fisher Pivots for day following 25-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,196.6 |
1,197.0 |
PP |
1,196.1 |
1,196.9 |
S1 |
1,195.6 |
1,196.9 |
|