Trading Metrics calculated at close of trading on 24-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
9,509.5 |
9,710.0 |
200.5 |
2.1% |
9,173.0 |
High |
9,737.5 |
9,833.5 |
96.0 |
1.0% |
9,737.5 |
Low |
9,507.0 |
9,706.5 |
199.5 |
2.1% |
9,125.0 |
Close |
9,732.0 |
9,785.0 |
53.0 |
0.5% |
9,732.0 |
Range |
230.5 |
127.0 |
-103.5 |
-44.9% |
612.5 |
ATR |
172.6 |
169.3 |
-3.3 |
-1.9% |
0.0 |
Volume |
105,993 |
108,049 |
2,056 |
1.9% |
588,218 |
|
Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,156.0 |
10,097.5 |
9,854.9 |
|
R3 |
10,029.0 |
9,970.5 |
9,819.9 |
|
R2 |
9,902.0 |
9,902.0 |
9,808.3 |
|
R1 |
9,843.5 |
9,843.5 |
9,796.6 |
9,872.8 |
PP |
9,775.0 |
9,775.0 |
9,775.0 |
9,789.6 |
S1 |
9,716.5 |
9,716.5 |
9,773.4 |
9,745.8 |
S2 |
9,648.0 |
9,648.0 |
9,761.7 |
|
S3 |
9,521.0 |
9,589.5 |
9,750.1 |
|
S4 |
9,394.0 |
9,462.5 |
9,715.2 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,369.0 |
11,163.0 |
10,068.9 |
|
R3 |
10,756.5 |
10,550.5 |
9,900.4 |
|
R2 |
10,144.0 |
10,144.0 |
9,844.3 |
|
R1 |
9,938.0 |
9,938.0 |
9,788.1 |
10,041.0 |
PP |
9,531.5 |
9,531.5 |
9,531.5 |
9,583.0 |
S1 |
9,325.5 |
9,325.5 |
9,675.9 |
9,428.5 |
S2 |
8,919.0 |
8,919.0 |
9,619.7 |
|
S3 |
8,306.5 |
8,713.0 |
9,563.6 |
|
S4 |
7,694.0 |
8,100.5 |
9,395.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,833.5 |
9,313.0 |
520.5 |
5.3% |
146.9 |
1.5% |
91% |
True |
False |
117,701 |
10 |
9,833.5 |
9,125.0 |
708.5 |
7.2% |
144.5 |
1.5% |
93% |
True |
False |
117,212 |
20 |
9,833.5 |
8,898.0 |
935.5 |
9.6% |
153.4 |
1.6% |
95% |
True |
False |
119,016 |
40 |
9,833.5 |
8,350.0 |
1,483.5 |
15.2% |
183.1 |
1.9% |
97% |
True |
False |
136,444 |
60 |
9,896.0 |
8,350.0 |
1,546.0 |
15.8% |
162.4 |
1.7% |
93% |
False |
False |
109,450 |
80 |
9,896.0 |
8,350.0 |
1,546.0 |
15.8% |
154.7 |
1.6% |
93% |
False |
False |
82,248 |
100 |
10,049.0 |
8,350.0 |
1,699.0 |
17.4% |
148.1 |
1.5% |
84% |
False |
False |
65,850 |
120 |
10,057.5 |
8,350.0 |
1,707.5 |
17.5% |
134.7 |
1.4% |
84% |
False |
False |
54,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,373.3 |
2.618 |
10,166.0 |
1.618 |
10,039.0 |
1.000 |
9,960.5 |
0.618 |
9,912.0 |
HIGH |
9,833.5 |
0.618 |
9,785.0 |
0.500 |
9,770.0 |
0.382 |
9,755.0 |
LOW |
9,706.5 |
0.618 |
9,628.0 |
1.000 |
9,579.5 |
1.618 |
9,501.0 |
2.618 |
9,374.0 |
4.250 |
9,166.8 |
|
|
Fisher Pivots for day following 24-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
9,780.0 |
9,725.2 |
PP |
9,775.0 |
9,665.3 |
S1 |
9,770.0 |
9,605.5 |
|