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 |
3,218.0 |
3,234.0 |
16.0 |
0.5% |
3,030.0 |
High |
3,246.0 |
3,241.0 |
-5.0 |
-0.2% |
3,193.0 |
Low |
3,202.0 |
3,212.0 |
10.0 |
0.3% |
3,016.0 |
Close |
3,217.0 |
3,223.0 |
6.0 |
0.2% |
3,190.0 |
Range |
44.0 |
29.0 |
-15.0 |
-34.1% |
177.0 |
ATR |
61.1 |
58.8 |
-2.3 |
-3.8% |
0.0 |
Volume |
725,948 |
527,057 |
-198,891 |
-27.4% |
5,630,093 |
|
Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,312.3 |
3,296.7 |
3,239.0 |
|
R3 |
3,283.3 |
3,267.7 |
3,231.0 |
|
R2 |
3,254.3 |
3,254.3 |
3,228.3 |
|
R1 |
3,238.7 |
3,238.7 |
3,225.7 |
3,232.0 |
PP |
3,225.3 |
3,225.3 |
3,225.3 |
3,222.0 |
S1 |
3,209.7 |
3,209.7 |
3,220.3 |
3,203.0 |
S2 |
3,196.3 |
3,196.3 |
3,217.7 |
|
S3 |
3,167.3 |
3,180.7 |
3,215.0 |
|
S4 |
3,138.3 |
3,151.7 |
3,207.1 |
|
|
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% |
53.4 |
1.7% |
87% |
False |
False |
1,030,342 |
10 |
3,246.0 |
3,016.0 |
230.0 |
7.1% |
51.9 |
1.6% |
90% |
False |
False |
971,390 |
20 |
3,246.0 |
2,954.0 |
292.0 |
9.1% |
56.7 |
1.8% |
92% |
False |
False |
1,013,670 |
40 |
3,246.0 |
2,771.0 |
475.0 |
14.7% |
67.2 |
2.1% |
95% |
False |
False |
1,255,731 |
60 |
3,293.0 |
2,771.0 |
522.0 |
16.2% |
59.7 |
1.9% |
87% |
False |
False |
1,104,370 |
80 |
3,293.0 |
2,771.0 |
522.0 |
16.2% |
54.6 |
1.7% |
87% |
False |
False |
837,976 |
100 |
3,293.0 |
2,771.0 |
522.0 |
16.2% |
52.5 |
1.6% |
87% |
False |
False |
670,739 |
120 |
3,306.0 |
2,771.0 |
535.0 |
16.6% |
48.6 |
1.5% |
84% |
False |
False |
559,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,364.3 |
2.618 |
3,316.9 |
1.618 |
3,287.9 |
1.000 |
3,270.0 |
0.618 |
3,258.9 |
HIGH |
3,241.0 |
0.618 |
3,229.9 |
0.500 |
3,226.5 |
0.382 |
3,223.1 |
LOW |
3,212.0 |
0.618 |
3,194.1 |
1.000 |
3,183.0 |
1.618 |
3,165.1 |
2.618 |
3,136.1 |
4.250 |
3,088.8 |
|
|
Fisher Pivots for day following 26-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
3,226.5 |
3,220.2 |
PP |
3,225.3 |
3,217.3 |
S1 |
3,224.2 |
3,214.5 |
|