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 |
5,345.0 |
5,356.0 |
11.0 |
0.2% |
5,490.0 |
High |
5,358.0 |
5,409.0 |
51.0 |
1.0% |
5,493.0 |
Low |
5,301.0 |
5,349.0 |
48.0 |
0.9% |
5,298.0 |
Close |
5,350.0 |
5,407.0 |
57.0 |
1.1% |
5,308.0 |
Range |
57.0 |
60.0 |
3.0 |
5.3% |
195.0 |
ATR |
55.4 |
55.7 |
0.3 |
0.6% |
0.0 |
Volume |
29,721 |
19,071 |
-10,650 |
-35.8% |
117,080 |
|
Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,568.3 |
5,547.7 |
5,440.0 |
|
R3 |
5,508.3 |
5,487.7 |
5,423.5 |
|
R2 |
5,448.3 |
5,448.3 |
5,418.0 |
|
R1 |
5,427.7 |
5,427.7 |
5,412.5 |
5,438.0 |
PP |
5,388.3 |
5,388.3 |
5,388.3 |
5,393.5 |
S1 |
5,367.7 |
5,367.7 |
5,401.5 |
5,378.0 |
S2 |
5,328.3 |
5,328.3 |
5,396.0 |
|
S3 |
5,268.3 |
5,307.7 |
5,390.5 |
|
S4 |
5,208.3 |
5,247.7 |
5,374.0 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,951.3 |
5,824.7 |
5,415.3 |
|
R3 |
5,756.3 |
5,629.7 |
5,361.6 |
|
R2 |
5,561.3 |
5,561.3 |
5,343.8 |
|
R1 |
5,434.7 |
5,434.7 |
5,325.9 |
5,400.5 |
PP |
5,366.3 |
5,366.3 |
5,366.3 |
5,349.3 |
S1 |
5,239.7 |
5,239.7 |
5,290.1 |
5,205.5 |
S2 |
5,171.3 |
5,171.3 |
5,272.3 |
|
S3 |
4,976.3 |
5,044.7 |
5,254.4 |
|
S4 |
4,781.3 |
4,849.7 |
5,200.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,409.0 |
5,298.0 |
111.0 |
2.1% |
50.8 |
0.9% |
98% |
True |
False |
24,686 |
10 |
5,493.0 |
5,298.0 |
195.0 |
3.6% |
51.9 |
1.0% |
56% |
False |
False |
23,100 |
20 |
5,559.0 |
5,298.0 |
261.0 |
4.8% |
47.8 |
0.9% |
42% |
False |
False |
23,516 |
40 |
5,559.0 |
5,090.0 |
469.0 |
8.7% |
52.1 |
1.0% |
68% |
False |
False |
25,430 |
60 |
5,640.0 |
5,090.0 |
550.0 |
10.2% |
51.5 |
1.0% |
58% |
False |
False |
26,232 |
80 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
42.9 |
0.8% |
55% |
False |
False |
19,697 |
100 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
37.7 |
0.7% |
55% |
False |
False |
15,771 |
120 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
31.8 |
0.6% |
55% |
False |
False |
13,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,664.0 |
2.618 |
5,566.1 |
1.618 |
5,506.1 |
1.000 |
5,469.0 |
0.618 |
5,446.1 |
HIGH |
5,409.0 |
0.618 |
5,386.1 |
0.500 |
5,379.0 |
0.382 |
5,371.9 |
LOW |
5,349.0 |
0.618 |
5,311.9 |
1.000 |
5,289.0 |
1.618 |
5,251.9 |
2.618 |
5,191.9 |
4.250 |
5,094.0 |
|
|
Fisher Pivots for day following 26-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
5,397.7 |
5,389.7 |
PP |
5,388.3 |
5,372.3 |
S1 |
5,379.0 |
5,355.0 |
|