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 |
1,200.7 |
1,198.2 |
-2.5 |
-0.2% |
1,186.3 |
High |
1,204.5 |
1,203.0 |
-1.5 |
-0.1% |
1,208.2 |
Low |
1,192.8 |
1,190.0 |
-2.8 |
-0.2% |
1,174.7 |
Close |
1,196.6 |
1,197.8 |
1.2 |
0.1% |
1,198.4 |
Range |
11.7 |
13.0 |
1.3 |
11.1% |
33.5 |
ATR |
20.2 |
19.6 |
-0.5 |
-2.5% |
0.0 |
Volume |
71,348 |
127,833 |
56,485 |
79.2% |
158,475 |
|
Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,235.9 |
1,229.9 |
1,205.0 |
|
R3 |
1,222.9 |
1,216.9 |
1,201.4 |
|
R2 |
1,209.9 |
1,209.9 |
1,200.2 |
|
R1 |
1,203.9 |
1,203.9 |
1,199.0 |
1,200.4 |
PP |
1,196.9 |
1,196.9 |
1,196.9 |
1,195.2 |
S1 |
1,190.9 |
1,190.9 |
1,196.6 |
1,187.4 |
S2 |
1,183.9 |
1,183.9 |
1,195.4 |
|
S3 |
1,170.9 |
1,177.9 |
1,194.2 |
|
S4 |
1,157.9 |
1,164.9 |
1,190.7 |
|
|
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% |
18.8 |
1.6% |
69% |
False |
False |
61,805 |
10 |
1,208.2 |
1,146.9 |
61.3 |
5.1% |
20.0 |
1.7% |
83% |
False |
False |
46,324 |
20 |
1,231.0 |
1,132.0 |
99.0 |
8.3% |
22.3 |
1.9% |
66% |
False |
False |
30,093 |
40 |
1,256.2 |
1,132.0 |
124.2 |
10.4% |
17.6 |
1.5% |
53% |
False |
False |
17,179 |
60 |
1,277.0 |
1,132.0 |
145.0 |
12.1% |
16.1 |
1.3% |
45% |
False |
False |
12,290 |
80 |
1,323.0 |
1,132.0 |
191.0 |
15.9% |
14.9 |
1.2% |
34% |
False |
False |
9,517 |
100 |
1,347.3 |
1,132.0 |
215.3 |
18.0% |
14.5 |
1.2% |
31% |
False |
False |
7,809 |
120 |
1,347.3 |
1,132.0 |
215.3 |
18.0% |
13.7 |
1.1% |
31% |
False |
False |
6,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,258.3 |
2.618 |
1,237.0 |
1.618 |
1,224.0 |
1.000 |
1,216.0 |
0.618 |
1,211.0 |
HIGH |
1,203.0 |
0.618 |
1,198.0 |
0.500 |
1,196.5 |
0.382 |
1,195.0 |
LOW |
1,190.0 |
0.618 |
1,182.0 |
1.000 |
1,177.0 |
1.618 |
1,169.0 |
2.618 |
1,156.0 |
4.250 |
1,134.8 |
|
|
Fisher Pivots for day following 25-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,197.4 |
1,197.7 |
PP |
1,196.9 |
1,197.6 |
S1 |
1,196.5 |
1,197.5 |
|