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 |
9,820.0 |
9,899.0 |
79.0 |
0.8% |
9,173.0 |
High |
9,925.0 |
9,947.5 |
22.5 |
0.2% |
9,737.5 |
Low |
9,785.0 |
9,866.5 |
81.5 |
0.8% |
9,125.0 |
Close |
9,846.5 |
9,919.0 |
72.5 |
0.7% |
9,732.0 |
Range |
140.0 |
81.0 |
-59.0 |
-42.1% |
612.5 |
ATR |
167.2 |
162.5 |
-4.7 |
-2.8% |
0.0 |
Volume |
94,669 |
65,197 |
-29,472 |
-31.1% |
588,218 |
|
Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,154.0 |
10,117.5 |
9,963.6 |
|
R3 |
10,073.0 |
10,036.5 |
9,941.3 |
|
R2 |
9,992.0 |
9,992.0 |
9,933.9 |
|
R1 |
9,955.5 |
9,955.5 |
9,926.4 |
9,973.8 |
PP |
9,911.0 |
9,911.0 |
9,911.0 |
9,920.1 |
S1 |
9,874.5 |
9,874.5 |
9,911.6 |
9,892.8 |
S2 |
9,830.0 |
9,830.0 |
9,904.2 |
|
S3 |
9,749.0 |
9,793.5 |
9,896.7 |
|
S4 |
9,668.0 |
9,712.5 |
9,874.5 |
|
|
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 |
9,947.5 |
9,377.5 |
570.0 |
5.7% |
138.3 |
1.4% |
95% |
True |
False |
107,249 |
10 |
9,947.5 |
9,125.0 |
822.5 |
8.3% |
141.6 |
1.4% |
97% |
True |
False |
107,123 |
20 |
9,947.5 |
8,898.0 |
1,049.5 |
10.6% |
149.4 |
1.5% |
97% |
True |
False |
113,911 |
40 |
9,947.5 |
8,350.0 |
1,597.5 |
16.1% |
182.6 |
1.8% |
98% |
True |
False |
133,844 |
60 |
9,947.5 |
8,350.0 |
1,597.5 |
16.1% |
161.9 |
1.6% |
98% |
True |
False |
112,019 |
80 |
9,947.5 |
8,350.0 |
1,597.5 |
16.1% |
152.8 |
1.5% |
98% |
True |
False |
84,233 |
100 |
9,947.5 |
8,350.0 |
1,597.5 |
16.1% |
148.9 |
1.5% |
98% |
True |
False |
67,444 |
120 |
10,057.5 |
8,350.0 |
1,707.5 |
17.2% |
136.0 |
1.4% |
92% |
False |
False |
56,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,291.8 |
2.618 |
10,159.6 |
1.618 |
10,078.6 |
1.000 |
10,028.5 |
0.618 |
9,997.6 |
HIGH |
9,947.5 |
0.618 |
9,916.6 |
0.500 |
9,907.0 |
0.382 |
9,897.4 |
LOW |
9,866.5 |
0.618 |
9,816.4 |
1.000 |
9,785.5 |
1.618 |
9,735.4 |
2.618 |
9,654.4 |
4.250 |
9,522.3 |
|
|
Fisher Pivots for day following 26-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
9,915.0 |
9,888.3 |
PP |
9,911.0 |
9,857.7 |
S1 |
9,907.0 |
9,827.0 |
|