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 |
3,234.0 |
3,242.0 |
8.0 |
0.2% |
3,185.0 |
High |
3,241.0 |
3,251.0 |
10.0 |
0.3% |
3,251.0 |
Low |
3,212.0 |
3,220.0 |
8.0 |
0.2% |
3,183.0 |
Close |
3,223.0 |
3,244.0 |
21.0 |
0.7% |
3,244.0 |
Range |
29.0 |
31.0 |
2.0 |
6.9% |
68.0 |
ATR |
58.8 |
56.8 |
-2.0 |
-3.4% |
0.0 |
Volume |
527,057 |
844,407 |
317,350 |
60.2% |
3,153,265 |
|
Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,331.3 |
3,318.7 |
3,261.1 |
|
R3 |
3,300.3 |
3,287.7 |
3,252.5 |
|
R2 |
3,269.3 |
3,269.3 |
3,249.7 |
|
R1 |
3,256.7 |
3,256.7 |
3,246.8 |
3,263.0 |
PP |
3,238.3 |
3,238.3 |
3,238.3 |
3,241.5 |
S1 |
3,225.7 |
3,225.7 |
3,241.2 |
3,232.0 |
S2 |
3,207.3 |
3,207.3 |
3,238.3 |
|
S3 |
3,176.3 |
3,194.7 |
3,235.5 |
|
S4 |
3,145.3 |
3,163.7 |
3,227.0 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,430.0 |
3,405.0 |
3,281.4 |
|
R3 |
3,362.0 |
3,337.0 |
3,262.7 |
|
R2 |
3,294.0 |
3,294.0 |
3,256.5 |
|
R1 |
3,269.0 |
3,269.0 |
3,250.2 |
3,281.5 |
PP |
3,226.0 |
3,226.0 |
3,226.0 |
3,232.3 |
S1 |
3,201.0 |
3,201.0 |
3,237.8 |
3,213.5 |
S2 |
3,158.0 |
3,158.0 |
3,231.5 |
|
S3 |
3,090.0 |
3,133.0 |
3,225.3 |
|
S4 |
3,022.0 |
3,065.0 |
3,206.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,251.0 |
3,102.0 |
149.0 |
4.6% |
49.4 |
1.5% |
95% |
True |
False |
852,309 |
10 |
3,251.0 |
3,016.0 |
235.0 |
7.2% |
49.7 |
1.5% |
97% |
True |
False |
968,760 |
20 |
3,251.0 |
3,016.0 |
235.0 |
7.2% |
53.9 |
1.7% |
97% |
True |
False |
977,944 |
40 |
3,251.0 |
2,771.0 |
480.0 |
14.8% |
65.5 |
2.0% |
99% |
True |
False |
1,259,891 |
60 |
3,293.0 |
2,771.0 |
522.0 |
16.1% |
58.8 |
1.8% |
91% |
False |
False |
1,116,744 |
80 |
3,293.0 |
2,771.0 |
522.0 |
16.1% |
54.5 |
1.7% |
91% |
False |
False |
847,938 |
100 |
3,293.0 |
2,771.0 |
522.0 |
16.1% |
52.5 |
1.6% |
91% |
False |
False |
679,183 |
120 |
3,306.0 |
2,771.0 |
535.0 |
16.5% |
48.6 |
1.5% |
88% |
False |
False |
566,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,382.8 |
2.618 |
3,332.2 |
1.618 |
3,301.2 |
1.000 |
3,282.0 |
0.618 |
3,270.2 |
HIGH |
3,251.0 |
0.618 |
3,239.2 |
0.500 |
3,235.5 |
0.382 |
3,231.8 |
LOW |
3,220.0 |
0.618 |
3,200.8 |
1.000 |
3,189.0 |
1.618 |
3,169.8 |
2.618 |
3,138.8 |
4.250 |
3,088.3 |
|
|
Fisher Pivots for day following 28-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
3,241.2 |
3,238.2 |
PP |
3,238.3 |
3,232.3 |
S1 |
3,235.5 |
3,226.5 |
|