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 |
1,194.7 |
1,200.7 |
6.0 |
0.5% |
1,186.3 |
High |
1,208.2 |
1,204.5 |
-3.7 |
-0.3% |
1,208.2 |
Low |
1,186.7 |
1,192.8 |
6.1 |
0.5% |
1,174.7 |
Close |
1,198.4 |
1,196.6 |
-1.8 |
-0.2% |
1,198.4 |
Range |
21.5 |
11.7 |
-9.8 |
-45.6% |
33.5 |
ATR |
20.8 |
20.2 |
-0.7 |
-3.1% |
0.0 |
Volume |
32,864 |
71,348 |
38,484 |
117.1% |
158,475 |
|
Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,233.1 |
1,226.5 |
1,203.0 |
|
R3 |
1,221.4 |
1,214.8 |
1,199.8 |
|
R2 |
1,209.7 |
1,209.7 |
1,198.7 |
|
R1 |
1,203.1 |
1,203.1 |
1,197.7 |
1,200.6 |
PP |
1,198.0 |
1,198.0 |
1,198.0 |
1,196.7 |
S1 |
1,191.4 |
1,191.4 |
1,195.5 |
1,188.9 |
S2 |
1,186.3 |
1,186.3 |
1,194.5 |
|
S3 |
1,174.6 |
1,179.7 |
1,193.4 |
|
S4 |
1,162.9 |
1,168.0 |
1,190.2 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,294.3 |
1,279.8 |
1,216.8 |
|
R3 |
1,260.8 |
1,246.3 |
1,207.6 |
|
R2 |
1,227.3 |
1,227.3 |
1,204.5 |
|
R1 |
1,212.8 |
1,212.8 |
1,201.5 |
1,220.1 |
PP |
1,193.8 |
1,193.8 |
1,193.8 |
1,197.4 |
S1 |
1,179.3 |
1,179.3 |
1,195.3 |
1,186.6 |
S2 |
1,160.3 |
1,160.3 |
1,192.3 |
|
S3 |
1,126.8 |
1,145.8 |
1,189.2 |
|
S4 |
1,093.3 |
1,112.3 |
1,180.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,208.2 |
1,174.7 |
33.5 |
2.8% |
20.4 |
1.7% |
65% |
False |
False |
40,690 |
10 |
1,208.2 |
1,146.9 |
61.3 |
5.1% |
21.3 |
1.8% |
81% |
False |
False |
35,515 |
20 |
1,236.0 |
1,132.0 |
104.0 |
8.7% |
22.2 |
1.9% |
62% |
False |
False |
23,931 |
40 |
1,256.2 |
1,132.0 |
124.2 |
10.4% |
17.7 |
1.5% |
52% |
False |
False |
14,021 |
60 |
1,291.0 |
1,132.0 |
159.0 |
13.3% |
16.3 |
1.4% |
41% |
False |
False |
10,189 |
80 |
1,323.0 |
1,132.0 |
191.0 |
16.0% |
14.9 |
1.2% |
34% |
False |
False |
7,925 |
100 |
1,347.3 |
1,132.0 |
215.3 |
18.0% |
14.4 |
1.2% |
30% |
False |
False |
6,551 |
120 |
1,347.3 |
1,132.0 |
215.3 |
18.0% |
13.7 |
1.1% |
30% |
False |
False |
5,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,254.2 |
2.618 |
1,235.1 |
1.618 |
1,223.4 |
1.000 |
1,216.2 |
0.618 |
1,211.7 |
HIGH |
1,204.5 |
0.618 |
1,200.0 |
0.500 |
1,198.7 |
0.382 |
1,197.3 |
LOW |
1,192.8 |
0.618 |
1,185.6 |
1.000 |
1,181.1 |
1.618 |
1,173.9 |
2.618 |
1,162.2 |
4.250 |
1,143.1 |
|
|
Fisher Pivots for day following 24-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,198.7 |
1,195.3 |
PP |
1,198.0 |
1,193.9 |
S1 |
1,197.3 |
1,192.6 |
|