Trading Metrics calculated at close of trading on 25-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
9,710.0 |
9,820.0 |
110.0 |
1.1% |
9,173.0 |
High |
9,833.5 |
9,925.0 |
91.5 |
0.9% |
9,737.5 |
Low |
9,706.5 |
9,785.0 |
78.5 |
0.8% |
9,125.0 |
Close |
9,785.0 |
9,846.5 |
61.5 |
0.6% |
9,732.0 |
Range |
127.0 |
140.0 |
13.0 |
10.2% |
612.5 |
ATR |
169.3 |
167.2 |
-2.1 |
-1.2% |
0.0 |
Volume |
108,049 |
94,669 |
-13,380 |
-12.4% |
588,218 |
|
Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,272.2 |
10,199.3 |
9,923.5 |
|
R3 |
10,132.2 |
10,059.3 |
9,885.0 |
|
R2 |
9,992.2 |
9,992.2 |
9,872.2 |
|
R1 |
9,919.3 |
9,919.3 |
9,859.3 |
9,955.8 |
PP |
9,852.2 |
9,852.2 |
9,852.2 |
9,870.4 |
S1 |
9,779.3 |
9,779.3 |
9,833.7 |
9,815.8 |
S2 |
9,712.2 |
9,712.2 |
9,820.8 |
|
S3 |
9,572.2 |
9,639.3 |
9,808.0 |
|
S4 |
9,432.2 |
9,499.3 |
9,769.5 |
|
|
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 |
9,925.0 |
9,377.5 |
547.5 |
5.6% |
139.6 |
1.4% |
86% |
True |
False |
115,086 |
10 |
9,925.0 |
9,125.0 |
800.0 |
8.1% |
150.7 |
1.5% |
90% |
True |
False |
113,884 |
20 |
9,925.0 |
8,898.0 |
1,027.0 |
10.4% |
151.9 |
1.5% |
92% |
True |
False |
118,626 |
40 |
9,925.0 |
8,350.0 |
1,575.0 |
16.0% |
183.0 |
1.9% |
95% |
True |
False |
135,602 |
60 |
9,925.0 |
8,350.0 |
1,575.0 |
16.0% |
162.4 |
1.6% |
95% |
True |
False |
111,023 |
80 |
9,925.0 |
8,350.0 |
1,575.0 |
16.0% |
153.4 |
1.6% |
95% |
True |
False |
83,423 |
100 |
10,025.0 |
8,350.0 |
1,675.0 |
17.0% |
149.2 |
1.5% |
89% |
False |
False |
66,793 |
120 |
10,057.5 |
8,350.0 |
1,707.5 |
17.3% |
135.4 |
1.4% |
88% |
False |
False |
55,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,520.0 |
2.618 |
10,291.5 |
1.618 |
10,151.5 |
1.000 |
10,065.0 |
0.618 |
10,011.5 |
HIGH |
9,925.0 |
0.618 |
9,871.5 |
0.500 |
9,855.0 |
0.382 |
9,838.5 |
LOW |
9,785.0 |
0.618 |
9,698.5 |
1.000 |
9,645.0 |
1.618 |
9,558.5 |
2.618 |
9,418.5 |
4.250 |
9,190.0 |
|
|
Fisher Pivots for day following 25-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
9,855.0 |
9,803.0 |
PP |
9,852.2 |
9,759.5 |
S1 |
9,849.3 |
9,716.0 |
|