Trading Metrics calculated at close of trading on 27-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
27-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
5,356.0 |
5,406.0 |
50.0 |
0.9% |
5,490.0 |
High |
5,409.0 |
5,422.0 |
13.0 |
0.2% |
5,493.0 |
Low |
5,349.0 |
5,395.0 |
46.0 |
0.9% |
5,298.0 |
Close |
5,407.0 |
5,414.0 |
7.0 |
0.1% |
5,308.0 |
Range |
60.0 |
27.0 |
-33.0 |
-55.0% |
195.0 |
ATR |
55.7 |
53.6 |
-2.0 |
-3.7% |
0.0 |
Volume |
19,071 |
14,519 |
-4,552 |
-23.9% |
117,080 |
|
Daily Pivots for day following 27-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,491.3 |
5,479.7 |
5,428.9 |
|
R3 |
5,464.3 |
5,452.7 |
5,421.4 |
|
R2 |
5,437.3 |
5,437.3 |
5,419.0 |
|
R1 |
5,425.7 |
5,425.7 |
5,416.5 |
5,431.5 |
PP |
5,410.3 |
5,410.3 |
5,410.3 |
5,413.3 |
S1 |
5,398.7 |
5,398.7 |
5,411.5 |
5,404.5 |
S2 |
5,383.3 |
5,383.3 |
5,409.1 |
|
S3 |
5,356.3 |
5,371.7 |
5,406.6 |
|
S4 |
5,329.3 |
5,344.7 |
5,399.2 |
|
|
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 |
5,422.0 |
5,298.0 |
124.0 |
2.3% |
44.8 |
0.8% |
94% |
True |
False |
22,639 |
10 |
5,493.0 |
5,298.0 |
195.0 |
3.6% |
50.2 |
0.9% |
59% |
False |
False |
22,340 |
20 |
5,559.0 |
5,298.0 |
261.0 |
4.8% |
47.7 |
0.9% |
44% |
False |
False |
23,197 |
40 |
5,559.0 |
5,090.0 |
469.0 |
8.7% |
51.8 |
1.0% |
69% |
False |
False |
25,164 |
60 |
5,626.0 |
5,090.0 |
536.0 |
9.9% |
51.5 |
1.0% |
60% |
False |
False |
26,472 |
80 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
43.1 |
0.8% |
56% |
False |
False |
19,876 |
100 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
38.0 |
0.7% |
56% |
False |
False |
15,916 |
120 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
32.0 |
0.6% |
56% |
False |
False |
13,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,536.8 |
2.618 |
5,492.7 |
1.618 |
5,465.7 |
1.000 |
5,449.0 |
0.618 |
5,438.7 |
HIGH |
5,422.0 |
0.618 |
5,411.7 |
0.500 |
5,408.5 |
0.382 |
5,405.3 |
LOW |
5,395.0 |
0.618 |
5,378.3 |
1.000 |
5,368.0 |
1.618 |
5,351.3 |
2.618 |
5,324.3 |
4.250 |
5,280.3 |
|
|
Fisher Pivots for day following 27-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
5,412.2 |
5,396.5 |
PP |
5,410.3 |
5,379.0 |
S1 |
5,408.5 |
5,361.5 |
|