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 |
3,182.0 |
3,205.0 |
23.0 |
0.7% |
3,023.0 |
High |
3,227.0 |
3,241.0 |
14.0 |
0.4% |
3,186.0 |
Low |
3,182.0 |
3,200.0 |
18.0 |
0.6% |
3,014.0 |
Close |
3,206.0 |
3,213.0 |
7.0 |
0.2% |
3,186.0 |
Range |
45.0 |
41.0 |
-4.0 |
-8.9% |
172.0 |
ATR |
58.1 |
56.9 |
-1.2 |
-2.1% |
0.0 |
Volume |
12,029 |
5,219 |
-6,810 |
-56.6% |
231,260 |
|
Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,341.0 |
3,318.0 |
3,235.6 |
|
R3 |
3,300.0 |
3,277.0 |
3,224.3 |
|
R2 |
3,259.0 |
3,259.0 |
3,220.5 |
|
R1 |
3,236.0 |
3,236.0 |
3,216.8 |
3,247.5 |
PP |
3,218.0 |
3,218.0 |
3,218.0 |
3,223.8 |
S1 |
3,195.0 |
3,195.0 |
3,209.2 |
3,206.5 |
S2 |
3,177.0 |
3,177.0 |
3,205.5 |
|
S3 |
3,136.0 |
3,154.0 |
3,201.7 |
|
S4 |
3,095.0 |
3,113.0 |
3,190.5 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,644.7 |
3,587.3 |
3,280.6 |
|
R3 |
3,472.7 |
3,415.3 |
3,233.3 |
|
R2 |
3,300.7 |
3,300.7 |
3,217.5 |
|
R1 |
3,243.3 |
3,243.3 |
3,201.8 |
3,272.0 |
PP |
3,128.7 |
3,128.7 |
3,128.7 |
3,143.0 |
S1 |
3,071.3 |
3,071.3 |
3,170.2 |
3,100.0 |
S2 |
2,956.7 |
2,956.7 |
3,154.5 |
|
S3 |
2,784.7 |
2,899.3 |
3,138.7 |
|
S4 |
2,612.7 |
2,727.3 |
3,091.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,241.0 |
3,066.0 |
175.0 |
5.4% |
49.0 |
1.5% |
84% |
True |
False |
49,556 |
10 |
3,241.0 |
3,013.0 |
228.0 |
7.1% |
51.6 |
1.6% |
88% |
True |
False |
31,965 |
20 |
3,241.0 |
2,951.0 |
290.0 |
9.0% |
52.6 |
1.6% |
90% |
True |
False |
20,281 |
40 |
3,241.0 |
2,768.0 |
473.0 |
14.7% |
62.9 |
2.0% |
94% |
True |
False |
16,199 |
60 |
3,285.0 |
2,768.0 |
517.0 |
16.1% |
54.2 |
1.7% |
86% |
False |
False |
11,463 |
80 |
3,285.0 |
2,768.0 |
517.0 |
16.1% |
48.0 |
1.5% |
86% |
False |
False |
8,729 |
100 |
3,285.0 |
2,768.0 |
517.0 |
16.1% |
44.0 |
1.4% |
86% |
False |
False |
6,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,415.3 |
2.618 |
3,348.3 |
1.618 |
3,307.3 |
1.000 |
3,282.0 |
0.618 |
3,266.3 |
HIGH |
3,241.0 |
0.618 |
3,225.3 |
0.500 |
3,220.5 |
0.382 |
3,215.7 |
LOW |
3,200.0 |
0.618 |
3,174.7 |
1.000 |
3,159.0 |
1.618 |
3,133.7 |
2.618 |
3,092.7 |
4.250 |
3,025.8 |
|
|
Fisher Pivots for day following 25-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
3,220.5 |
3,198.8 |
PP |
3,218.0 |
3,184.7 |
S1 |
3,215.5 |
3,170.5 |
|