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 |
3,185.0 |
3,218.0 |
33.0 |
1.0% |
3,030.0 |
High |
3,235.0 |
3,246.0 |
11.0 |
0.3% |
3,193.0 |
Low |
3,183.0 |
3,202.0 |
19.0 |
0.6% |
3,016.0 |
Close |
3,210.0 |
3,217.0 |
7.0 |
0.2% |
3,190.0 |
Range |
52.0 |
44.0 |
-8.0 |
-15.4% |
177.0 |
ATR |
62.4 |
61.1 |
-1.3 |
-2.1% |
0.0 |
Volume |
1,055,853 |
725,948 |
-329,905 |
-31.2% |
5,630,093 |
|
Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,353.7 |
3,329.3 |
3,241.2 |
|
R3 |
3,309.7 |
3,285.3 |
3,229.1 |
|
R2 |
3,265.7 |
3,265.7 |
3,225.1 |
|
R1 |
3,241.3 |
3,241.3 |
3,221.0 |
3,231.5 |
PP |
3,221.7 |
3,221.7 |
3,221.7 |
3,216.8 |
S1 |
3,197.3 |
3,197.3 |
3,213.0 |
3,187.5 |
S2 |
3,177.7 |
3,177.7 |
3,208.9 |
|
S3 |
3,133.7 |
3,153.3 |
3,204.9 |
|
S4 |
3,089.7 |
3,109.3 |
3,192.8 |
|
|
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 |
3,246.0 |
3,069.0 |
177.0 |
5.5% |
54.0 |
1.7% |
84% |
True |
False |
1,118,590 |
10 |
3,246.0 |
3,016.0 |
230.0 |
7.1% |
55.0 |
1.7% |
87% |
True |
False |
1,025,189 |
20 |
3,246.0 |
2,954.0 |
292.0 |
9.1% |
57.8 |
1.8% |
90% |
True |
False |
1,058,520 |
40 |
3,246.0 |
2,771.0 |
475.0 |
14.8% |
68.1 |
2.1% |
94% |
True |
False |
1,289,827 |
60 |
3,293.0 |
2,771.0 |
522.0 |
16.2% |
60.1 |
1.9% |
85% |
False |
False |
1,097,894 |
80 |
3,293.0 |
2,771.0 |
522.0 |
16.2% |
55.0 |
1.7% |
85% |
False |
False |
831,396 |
100 |
3,293.0 |
2,771.0 |
522.0 |
16.2% |
52.8 |
1.6% |
85% |
False |
False |
665,470 |
120 |
3,306.0 |
2,771.0 |
535.0 |
16.6% |
48.4 |
1.5% |
83% |
False |
False |
554,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,433.0 |
2.618 |
3,361.2 |
1.618 |
3,317.2 |
1.000 |
3,290.0 |
0.618 |
3,273.2 |
HIGH |
3,246.0 |
0.618 |
3,229.2 |
0.500 |
3,224.0 |
0.382 |
3,218.8 |
LOW |
3,202.0 |
0.618 |
3,174.8 |
1.000 |
3,158.0 |
1.618 |
3,130.8 |
2.618 |
3,086.8 |
4.250 |
3,015.0 |
|
|
Fisher Pivots for day following 25-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
3,224.0 |
3,202.7 |
PP |
3,221.7 |
3,188.3 |
S1 |
3,219.3 |
3,174.0 |
|