Trading Metrics calculated at close of trading on 27-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
27-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
3,230.0 |
3,233.0 |
3.0 |
0.1% |
3,023.0 |
High |
3,237.0 |
3,244.0 |
7.0 |
0.2% |
3,186.0 |
Low |
3,209.0 |
3,216.0 |
7.0 |
0.2% |
3,014.0 |
Close |
3,219.0 |
3,237.0 |
18.0 |
0.6% |
3,186.0 |
Range |
28.0 |
28.0 |
0.0 |
0.0% |
172.0 |
ATR |
54.8 |
52.9 |
-1.9 |
-3.5% |
0.0 |
Volume |
731 |
700 |
-31 |
-4.2% |
231,260 |
|
Daily Pivots for day following 27-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,316.3 |
3,304.7 |
3,252.4 |
|
R3 |
3,288.3 |
3,276.7 |
3,244.7 |
|
R2 |
3,260.3 |
3,260.3 |
3,242.1 |
|
R1 |
3,248.7 |
3,248.7 |
3,239.6 |
3,254.5 |
PP |
3,232.3 |
3,232.3 |
3,232.3 |
3,235.3 |
S1 |
3,220.7 |
3,220.7 |
3,234.4 |
3,226.5 |
S2 |
3,204.3 |
3,204.3 |
3,231.9 |
|
S3 |
3,176.3 |
3,192.7 |
3,229.3 |
|
S4 |
3,148.3 |
3,164.7 |
3,221.6 |
|
|
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 |
3,244.0 |
3,100.0 |
144.0 |
4.4% |
45.6 |
1.4% |
95% |
True |
False |
48,768 |
10 |
3,244.0 |
3,014.0 |
230.0 |
7.1% |
46.1 |
1.4% |
97% |
True |
False |
31,280 |
20 |
3,244.0 |
3,013.0 |
231.0 |
7.1% |
48.9 |
1.5% |
97% |
True |
False |
19,551 |
40 |
3,244.0 |
2,768.0 |
476.0 |
14.7% |
60.4 |
1.9% |
99% |
True |
False |
16,217 |
60 |
3,285.0 |
2,768.0 |
517.0 |
16.0% |
53.2 |
1.6% |
91% |
False |
False |
11,480 |
80 |
3,285.0 |
2,768.0 |
517.0 |
16.0% |
47.6 |
1.5% |
91% |
False |
False |
8,745 |
100 |
3,285.0 |
2,768.0 |
517.0 |
16.0% |
44.0 |
1.4% |
91% |
False |
False |
7,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,363.0 |
2.618 |
3,317.3 |
1.618 |
3,289.3 |
1.000 |
3,272.0 |
0.618 |
3,261.3 |
HIGH |
3,244.0 |
0.618 |
3,233.3 |
0.500 |
3,230.0 |
0.382 |
3,226.7 |
LOW |
3,216.0 |
0.618 |
3,198.7 |
1.000 |
3,188.0 |
1.618 |
3,170.7 |
2.618 |
3,142.7 |
4.250 |
3,097.0 |
|
|
Fisher Pivots for day following 27-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
3,234.7 |
3,232.0 |
PP |
3,232.3 |
3,227.0 |
S1 |
3,230.0 |
3,222.0 |
|