Trading Metrics calculated at close of trading on 28-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
1,200.5 |
1,192.3 |
-8.2 |
-0.7% |
1,199.9 |
High |
1,201.0 |
1,198.2 |
-2.8 |
-0.2% |
1,203.8 |
Low |
1,193.7 |
1,164.0 |
-29.7 |
-2.5% |
1,164.0 |
Close |
1,196.6 |
1,175.2 |
-21.4 |
-1.8% |
1,175.2 |
Range |
7.3 |
34.2 |
26.9 |
368.5% |
39.8 |
ATR |
19.4 |
20.5 |
1.1 |
5.4% |
0.0 |
Volume |
75,297 |
11,175 |
-64,122 |
-85.2% |
455,919 |
|
Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,281.7 |
1,262.7 |
1,194.0 |
|
R3 |
1,247.5 |
1,228.5 |
1,184.6 |
|
R2 |
1,213.3 |
1,213.3 |
1,181.5 |
|
R1 |
1,194.3 |
1,194.3 |
1,178.3 |
1,186.7 |
PP |
1,179.1 |
1,179.1 |
1,179.1 |
1,175.4 |
S1 |
1,160.1 |
1,160.1 |
1,172.1 |
1,152.5 |
S2 |
1,144.9 |
1,144.9 |
1,168.9 |
|
S3 |
1,110.7 |
1,125.9 |
1,165.8 |
|
S4 |
1,076.5 |
1,091.7 |
1,156.4 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,300.4 |
1,277.6 |
1,197.1 |
|
R3 |
1,260.6 |
1,237.8 |
1,186.1 |
|
R2 |
1,220.8 |
1,220.8 |
1,182.5 |
|
R1 |
1,198.0 |
1,198.0 |
1,178.8 |
1,189.5 |
PP |
1,181.0 |
1,181.0 |
1,181.0 |
1,176.8 |
S1 |
1,158.2 |
1,158.2 |
1,171.6 |
1,149.7 |
S2 |
1,141.2 |
1,141.2 |
1,167.9 |
|
S3 |
1,101.4 |
1,118.4 |
1,164.3 |
|
S4 |
1,061.6 |
1,078.6 |
1,153.3 |
|
|
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 |
1,164.0 |
43.6 |
3.7% |
17.6 |
1.5% |
26% |
False |
True |
131,165 |
10 |
1,207.6 |
1,146.0 |
61.6 |
5.2% |
21.7 |
1.8% |
47% |
False |
False |
177,313 |
20 |
1,207.6 |
1,130.4 |
77.2 |
6.6% |
23.0 |
2.0% |
58% |
False |
False |
191,143 |
40 |
1,255.6 |
1,130.4 |
125.2 |
10.7% |
19.0 |
1.6% |
36% |
False |
False |
167,855 |
60 |
1,274.8 |
1,130.4 |
144.4 |
12.3% |
17.6 |
1.5% |
31% |
False |
False |
158,760 |
80 |
1,324.3 |
1,130.4 |
193.9 |
16.5% |
16.5 |
1.4% |
23% |
False |
False |
146,097 |
100 |
1,347.5 |
1,130.4 |
217.1 |
18.5% |
16.4 |
1.4% |
21% |
False |
False |
129,401 |
120 |
1,347.5 |
1,130.4 |
217.1 |
18.5% |
16.0 |
1.4% |
21% |
False |
False |
108,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,343.6 |
2.618 |
1,287.7 |
1.618 |
1,253.5 |
1.000 |
1,232.4 |
0.618 |
1,219.3 |
HIGH |
1,198.2 |
0.618 |
1,185.1 |
0.500 |
1,181.1 |
0.382 |
1,177.1 |
LOW |
1,164.0 |
0.618 |
1,142.9 |
1.000 |
1,129.8 |
1.618 |
1,108.7 |
2.618 |
1,074.5 |
4.250 |
1,018.7 |
|
|
Fisher Pivots for day following 28-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,181.1 |
1,183.1 |
PP |
1,179.1 |
1,180.5 |
S1 |
1,177.2 |
1,177.8 |
|