Trading Metrics calculated at close of trading on 28-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
9,899.0 |
9,972.0 |
73.0 |
0.7% |
9,710.0 |
High |
9,947.5 |
10,000.0 |
52.5 |
0.5% |
10,000.0 |
Low |
9,866.5 |
9,903.5 |
37.0 |
0.4% |
9,706.5 |
Close |
9,919.0 |
9,974.5 |
55.5 |
0.6% |
9,974.5 |
Range |
81.0 |
96.5 |
15.5 |
19.1% |
293.5 |
ATR |
162.5 |
157.8 |
-4.7 |
-2.9% |
0.0 |
Volume |
65,197 |
103,908 |
38,711 |
59.4% |
371,823 |
|
Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,248.8 |
10,208.2 |
10,027.6 |
|
R3 |
10,152.3 |
10,111.7 |
10,001.0 |
|
R2 |
10,055.8 |
10,055.8 |
9,992.2 |
|
R1 |
10,015.2 |
10,015.2 |
9,983.3 |
10,035.5 |
PP |
9,959.3 |
9,959.3 |
9,959.3 |
9,969.5 |
S1 |
9,918.7 |
9,918.7 |
9,965.7 |
9,939.0 |
S2 |
9,862.8 |
9,862.8 |
9,956.8 |
|
S3 |
9,766.3 |
9,822.2 |
9,948.0 |
|
S4 |
9,669.8 |
9,725.7 |
9,921.4 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,774.2 |
10,667.8 |
10,135.9 |
|
R3 |
10,480.7 |
10,374.3 |
10,055.2 |
|
R2 |
10,187.2 |
10,187.2 |
10,028.3 |
|
R1 |
10,080.8 |
10,080.8 |
10,001.4 |
10,134.0 |
PP |
9,893.7 |
9,893.7 |
9,893.7 |
9,920.3 |
S1 |
9,787.3 |
9,787.3 |
9,947.6 |
9,840.5 |
S2 |
9,600.2 |
9,600.2 |
9,920.7 |
|
S3 |
9,306.7 |
9,493.8 |
9,893.8 |
|
S4 |
9,013.2 |
9,200.3 |
9,813.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,000.0 |
9,507.0 |
493.0 |
4.9% |
135.0 |
1.4% |
95% |
True |
False |
95,563 |
10 |
10,000.0 |
9,125.0 |
875.0 |
8.8% |
136.8 |
1.4% |
97% |
True |
False |
106,830 |
20 |
10,000.0 |
9,125.0 |
875.0 |
8.8% |
141.1 |
1.4% |
97% |
True |
False |
111,844 |
40 |
10,000.0 |
8,350.0 |
1,650.0 |
16.5% |
180.2 |
1.8% |
98% |
True |
False |
132,002 |
60 |
10,000.0 |
8,350.0 |
1,650.0 |
16.5% |
160.9 |
1.6% |
98% |
True |
False |
113,515 |
80 |
10,000.0 |
8,350.0 |
1,650.0 |
16.5% |
152.2 |
1.5% |
98% |
True |
False |
85,529 |
100 |
10,000.0 |
8,350.0 |
1,650.0 |
16.5% |
148.1 |
1.5% |
98% |
True |
False |
68,480 |
120 |
10,057.5 |
8,350.0 |
1,707.5 |
17.1% |
136.6 |
1.4% |
95% |
False |
False |
57,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,410.1 |
2.618 |
10,252.6 |
1.618 |
10,156.1 |
1.000 |
10,096.5 |
0.618 |
10,059.6 |
HIGH |
10,000.0 |
0.618 |
9,963.1 |
0.500 |
9,951.8 |
0.382 |
9,940.4 |
LOW |
9,903.5 |
0.618 |
9,843.9 |
1.000 |
9,807.0 |
1.618 |
9,747.4 |
2.618 |
9,650.9 |
4.250 |
9,493.4 |
|
|
Fisher Pivots for day following 28-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
9,966.9 |
9,947.2 |
PP |
9,959.3 |
9,919.8 |
S1 |
9,951.8 |
9,892.5 |
|