Trading Metrics calculated at close of trading on 28-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
5,406.0 |
5,388.0 |
-18.0 |
-0.3% |
5,360.0 |
High |
5,422.0 |
5,390.0 |
-32.0 |
-0.6% |
5,422.0 |
Low |
5,395.0 |
5,318.0 |
-77.0 |
-1.4% |
5,301.0 |
Close |
5,414.0 |
5,338.0 |
-76.0 |
-1.4% |
5,338.0 |
Range |
27.0 |
72.0 |
45.0 |
166.7% |
121.0 |
ATR |
53.6 |
56.7 |
3.0 |
5.6% |
0.0 |
Volume |
14,519 |
25,107 |
10,588 |
72.9% |
112,827 |
|
Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,564.7 |
5,523.3 |
5,377.6 |
|
R3 |
5,492.7 |
5,451.3 |
5,357.8 |
|
R2 |
5,420.7 |
5,420.7 |
5,351.2 |
|
R1 |
5,379.3 |
5,379.3 |
5,344.6 |
5,364.0 |
PP |
5,348.7 |
5,348.7 |
5,348.7 |
5,341.0 |
S1 |
5,307.3 |
5,307.3 |
5,331.4 |
5,292.0 |
S2 |
5,276.7 |
5,276.7 |
5,324.8 |
|
S3 |
5,204.7 |
5,235.3 |
5,318.2 |
|
S4 |
5,132.7 |
5,163.3 |
5,298.4 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,716.7 |
5,648.3 |
5,404.6 |
|
R3 |
5,595.7 |
5,527.3 |
5,371.3 |
|
R2 |
5,474.7 |
5,474.7 |
5,360.2 |
|
R1 |
5,406.3 |
5,406.3 |
5,349.1 |
5,380.0 |
PP |
5,353.7 |
5,353.7 |
5,353.7 |
5,340.5 |
S1 |
5,285.3 |
5,285.3 |
5,326.9 |
5,259.0 |
S2 |
5,232.7 |
5,232.7 |
5,315.8 |
|
S3 |
5,111.7 |
5,164.3 |
5,304.7 |
|
S4 |
4,990.7 |
5,043.3 |
5,271.5 |
|
|
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 |
5,301.0 |
121.0 |
2.3% |
51.2 |
1.0% |
31% |
False |
False |
22,565 |
10 |
5,493.0 |
5,298.0 |
195.0 |
3.7% |
53.2 |
1.0% |
21% |
False |
False |
22,990 |
20 |
5,559.0 |
5,298.0 |
261.0 |
4.9% |
49.0 |
0.9% |
15% |
False |
False |
22,882 |
40 |
5,559.0 |
5,090.0 |
469.0 |
8.8% |
52.0 |
1.0% |
53% |
False |
False |
25,280 |
60 |
5,605.0 |
5,090.0 |
515.0 |
9.6% |
52.0 |
1.0% |
48% |
False |
False |
26,888 |
80 |
5,665.0 |
5,090.0 |
575.0 |
10.8% |
43.7 |
0.8% |
43% |
False |
False |
20,189 |
100 |
5,665.0 |
5,090.0 |
575.0 |
10.8% |
38.7 |
0.7% |
43% |
False |
False |
16,167 |
120 |
5,665.0 |
5,090.0 |
575.0 |
10.8% |
32.6 |
0.6% |
43% |
False |
False |
13,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,696.0 |
2.618 |
5,578.5 |
1.618 |
5,506.5 |
1.000 |
5,462.0 |
0.618 |
5,434.5 |
HIGH |
5,390.0 |
0.618 |
5,362.5 |
0.500 |
5,354.0 |
0.382 |
5,345.5 |
LOW |
5,318.0 |
0.618 |
5,273.5 |
1.000 |
5,246.0 |
1.618 |
5,201.5 |
2.618 |
5,129.5 |
4.250 |
5,012.0 |
|
|
Fisher Pivots for day following 28-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
5,354.0 |
5,370.0 |
PP |
5,348.7 |
5,359.3 |
S1 |
5,343.3 |
5,348.7 |
|