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 |
1,197.7 |
1,200.5 |
2.8 |
0.2% |
1,185.5 |
High |
1,202.2 |
1,201.0 |
-1.2 |
-0.1% |
1,207.6 |
Low |
1,189.0 |
1,193.7 |
4.7 |
0.4% |
1,173.9 |
Close |
1,197.1 |
1,196.6 |
-0.5 |
0.0% |
1,197.7 |
Range |
13.2 |
7.3 |
-5.9 |
-44.7% |
33.7 |
ATR |
20.4 |
19.4 |
-0.9 |
-4.6% |
0.0 |
Volume |
210,753 |
75,297 |
-135,456 |
-64.3% |
1,023,566 |
|
Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,219.0 |
1,215.1 |
1,200.6 |
|
R3 |
1,211.7 |
1,207.8 |
1,198.6 |
|
R2 |
1,204.4 |
1,204.4 |
1,197.9 |
|
R1 |
1,200.5 |
1,200.5 |
1,197.3 |
1,198.8 |
PP |
1,197.1 |
1,197.1 |
1,197.1 |
1,196.3 |
S1 |
1,193.2 |
1,193.2 |
1,195.9 |
1,191.5 |
S2 |
1,189.8 |
1,189.8 |
1,195.3 |
|
S3 |
1,182.5 |
1,185.9 |
1,194.6 |
|
S4 |
1,175.2 |
1,178.6 |
1,192.6 |
|
|
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 |
1,176.2 |
31.4 |
2.6% |
14.8 |
1.2% |
65% |
False |
False |
166,425 |
10 |
1,207.6 |
1,146.0 |
61.6 |
5.1% |
19.7 |
1.6% |
82% |
False |
False |
194,965 |
20 |
1,216.5 |
1,130.4 |
86.1 |
7.2% |
22.4 |
1.9% |
77% |
False |
False |
201,105 |
40 |
1,255.6 |
1,130.4 |
125.2 |
10.5% |
18.5 |
1.5% |
53% |
False |
False |
171,296 |
60 |
1,279.2 |
1,130.4 |
148.8 |
12.4% |
17.4 |
1.5% |
44% |
False |
False |
161,100 |
80 |
1,324.3 |
1,130.4 |
193.9 |
16.2% |
16.3 |
1.4% |
34% |
False |
False |
147,962 |
100 |
1,347.5 |
1,130.4 |
217.1 |
18.1% |
16.2 |
1.4% |
30% |
False |
False |
129,689 |
120 |
1,347.5 |
1,130.4 |
217.1 |
18.1% |
15.8 |
1.3% |
30% |
False |
False |
108,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,232.0 |
2.618 |
1,220.1 |
1.618 |
1,212.8 |
1.000 |
1,208.3 |
0.618 |
1,205.5 |
HIGH |
1,201.0 |
0.618 |
1,198.2 |
0.500 |
1,197.4 |
0.382 |
1,196.5 |
LOW |
1,193.7 |
0.618 |
1,189.2 |
1.000 |
1,186.4 |
1.618 |
1,181.9 |
2.618 |
1,174.6 |
4.250 |
1,162.7 |
|
|
Fisher Pivots for day following 26-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,197.4 |
1,196.5 |
PP |
1,197.1 |
1,196.5 |
S1 |
1,196.9 |
1,196.4 |
|