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 |
3,205.0 |
3,230.0 |
25.0 |
0.8% |
3,023.0 |
High |
3,241.0 |
3,237.0 |
-4.0 |
-0.1% |
3,186.0 |
Low |
3,200.0 |
3,209.0 |
9.0 |
0.3% |
3,014.0 |
Close |
3,213.0 |
3,219.0 |
6.0 |
0.2% |
3,186.0 |
Range |
41.0 |
28.0 |
-13.0 |
-31.7% |
172.0 |
ATR |
56.9 |
54.8 |
-2.1 |
-3.6% |
0.0 |
Volume |
5,219 |
731 |
-4,488 |
-86.0% |
231,260 |
|
Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,305.7 |
3,290.3 |
3,234.4 |
|
R3 |
3,277.7 |
3,262.3 |
3,226.7 |
|
R2 |
3,249.7 |
3,249.7 |
3,224.1 |
|
R1 |
3,234.3 |
3,234.3 |
3,221.6 |
3,228.0 |
PP |
3,221.7 |
3,221.7 |
3,221.7 |
3,218.5 |
S1 |
3,206.3 |
3,206.3 |
3,216.4 |
3,200.0 |
S2 |
3,193.7 |
3,193.7 |
3,213.9 |
|
S3 |
3,165.7 |
3,178.3 |
3,211.3 |
|
S4 |
3,137.7 |
3,150.3 |
3,203.6 |
|
|
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% |
87% |
False |
False |
48,666 |
10 |
3,241.0 |
3,013.0 |
228.0 |
7.1% |
48.6 |
1.5% |
90% |
False |
False |
31,978 |
20 |
3,241.0 |
2,951.0 |
290.0 |
9.0% |
51.8 |
1.6% |
92% |
False |
False |
20,289 |
40 |
3,241.0 |
2,768.0 |
473.0 |
14.7% |
62.0 |
1.9% |
95% |
False |
False |
16,212 |
60 |
3,285.0 |
2,768.0 |
517.0 |
16.1% |
54.0 |
1.7% |
87% |
False |
False |
11,475 |
80 |
3,285.0 |
2,768.0 |
517.0 |
16.1% |
48.0 |
1.5% |
87% |
False |
False |
8,737 |
100 |
3,285.0 |
2,768.0 |
517.0 |
16.1% |
44.2 |
1.4% |
87% |
False |
False |
6,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,356.0 |
2.618 |
3,310.3 |
1.618 |
3,282.3 |
1.000 |
3,265.0 |
0.618 |
3,254.3 |
HIGH |
3,237.0 |
0.618 |
3,226.3 |
0.500 |
3,223.0 |
0.382 |
3,219.7 |
LOW |
3,209.0 |
0.618 |
3,191.7 |
1.000 |
3,181.0 |
1.618 |
3,163.7 |
2.618 |
3,135.7 |
4.250 |
3,090.0 |
|
|
Fisher Pivots for day following 26-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
3,223.0 |
3,216.5 |
PP |
3,221.7 |
3,214.0 |
S1 |
3,220.3 |
3,211.5 |
|