Trading Metrics calculated at close of trading on 24-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
3,102.0 |
3,185.0 |
83.0 |
2.7% |
3,030.0 |
High |
3,193.0 |
3,235.0 |
42.0 |
1.3% |
3,193.0 |
Low |
3,102.0 |
3,183.0 |
81.0 |
2.6% |
3,016.0 |
Close |
3,190.0 |
3,210.0 |
20.0 |
0.6% |
3,190.0 |
Range |
91.0 |
52.0 |
-39.0 |
-42.9% |
177.0 |
ATR |
63.2 |
62.4 |
-0.8 |
-1.3% |
0.0 |
Volume |
1,108,284 |
1,055,853 |
-52,431 |
-4.7% |
5,630,093 |
|
Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,365.3 |
3,339.7 |
3,238.6 |
|
R3 |
3,313.3 |
3,287.7 |
3,224.3 |
|
R2 |
3,261.3 |
3,261.3 |
3,219.5 |
|
R1 |
3,235.7 |
3,235.7 |
3,214.8 |
3,248.5 |
PP |
3,209.3 |
3,209.3 |
3,209.3 |
3,215.8 |
S1 |
3,183.7 |
3,183.7 |
3,205.2 |
3,196.5 |
S2 |
3,157.3 |
3,157.3 |
3,200.5 |
|
S3 |
3,105.3 |
3,131.7 |
3,195.7 |
|
S4 |
3,053.3 |
3,079.7 |
3,181.4 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,664.0 |
3,604.0 |
3,287.4 |
|
R3 |
3,487.0 |
3,427.0 |
3,238.7 |
|
R2 |
3,310.0 |
3,310.0 |
3,222.5 |
|
R1 |
3,250.0 |
3,250.0 |
3,206.2 |
3,280.0 |
PP |
3,133.0 |
3,133.0 |
3,133.0 |
3,148.0 |
S1 |
3,073.0 |
3,073.0 |
3,173.8 |
3,103.0 |
S2 |
2,956.0 |
2,956.0 |
3,157.6 |
|
S3 |
2,779.0 |
2,896.0 |
3,141.3 |
|
S4 |
2,602.0 |
2,719.0 |
3,092.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,235.0 |
3,069.0 |
166.0 |
5.2% |
55.4 |
1.7% |
85% |
True |
False |
1,145,224 |
10 |
3,235.0 |
3,016.0 |
219.0 |
6.8% |
53.5 |
1.7% |
89% |
True |
False |
1,052,456 |
20 |
3,235.0 |
2,954.0 |
281.0 |
8.8% |
57.7 |
1.8% |
91% |
True |
False |
1,064,470 |
40 |
3,235.0 |
2,771.0 |
464.0 |
14.5% |
68.2 |
2.1% |
95% |
True |
False |
1,297,902 |
60 |
3,293.0 |
2,771.0 |
522.0 |
16.3% |
59.8 |
1.9% |
84% |
False |
False |
1,090,851 |
80 |
3,293.0 |
2,771.0 |
522.0 |
16.3% |
54.9 |
1.7% |
84% |
False |
False |
822,420 |
100 |
3,293.0 |
2,771.0 |
522.0 |
16.3% |
52.7 |
1.6% |
84% |
False |
False |
658,215 |
120 |
3,306.0 |
2,771.0 |
535.0 |
16.7% |
48.3 |
1.5% |
82% |
False |
False |
548,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,456.0 |
2.618 |
3,371.1 |
1.618 |
3,319.1 |
1.000 |
3,287.0 |
0.618 |
3,267.1 |
HIGH |
3,235.0 |
0.618 |
3,215.1 |
0.500 |
3,209.0 |
0.382 |
3,202.9 |
LOW |
3,183.0 |
0.618 |
3,150.9 |
1.000 |
3,131.0 |
1.618 |
3,098.9 |
2.618 |
3,046.9 |
4.250 |
2,962.0 |
|
|
Fisher Pivots for day following 24-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
3,209.7 |
3,190.7 |
PP |
3,209.3 |
3,171.3 |
S1 |
3,209.0 |
3,152.0 |
|