Trading Metrics calculated at close of trading on 28-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
3,233.0 |
3,242.0 |
9.0 |
0.3% |
3,182.0 |
High |
3,244.0 |
3,246.0 |
2.0 |
0.1% |
3,246.0 |
Low |
3,216.0 |
3,217.0 |
1.0 |
0.0% |
3,182.0 |
Close |
3,237.0 |
3,240.0 |
3.0 |
0.1% |
3,240.0 |
Range |
28.0 |
29.0 |
1.0 |
3.6% |
64.0 |
ATR |
52.9 |
51.2 |
-1.7 |
-3.2% |
0.0 |
Volume |
700 |
14,243 |
13,543 |
1,934.7% |
32,922 |
|
Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,321.3 |
3,309.7 |
3,256.0 |
|
R3 |
3,292.3 |
3,280.7 |
3,248.0 |
|
R2 |
3,263.3 |
3,263.3 |
3,245.3 |
|
R1 |
3,251.7 |
3,251.7 |
3,242.7 |
3,243.0 |
PP |
3,234.3 |
3,234.3 |
3,234.3 |
3,230.0 |
S1 |
3,222.7 |
3,222.7 |
3,237.3 |
3,214.0 |
S2 |
3,205.3 |
3,205.3 |
3,234.7 |
|
S3 |
3,176.3 |
3,193.7 |
3,232.0 |
|
S4 |
3,147.3 |
3,164.7 |
3,224.1 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,414.7 |
3,391.3 |
3,275.2 |
|
R3 |
3,350.7 |
3,327.3 |
3,257.6 |
|
R2 |
3,286.7 |
3,286.7 |
3,251.7 |
|
R1 |
3,263.3 |
3,263.3 |
3,245.9 |
3,275.0 |
PP |
3,222.7 |
3,222.7 |
3,222.7 |
3,228.5 |
S1 |
3,199.3 |
3,199.3 |
3,234.1 |
3,211.0 |
S2 |
3,158.7 |
3,158.7 |
3,228.3 |
|
S3 |
3,094.7 |
3,135.3 |
3,222.4 |
|
S4 |
3,030.7 |
3,071.3 |
3,204.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,246.0 |
3,182.0 |
64.0 |
2.0% |
34.2 |
1.1% |
91% |
True |
False |
6,584 |
10 |
3,246.0 |
3,014.0 |
232.0 |
7.2% |
44.9 |
1.4% |
97% |
True |
False |
26,418 |
20 |
3,246.0 |
3,013.0 |
233.0 |
7.2% |
47.9 |
1.5% |
97% |
True |
False |
20,199 |
40 |
3,246.0 |
2,768.0 |
478.0 |
14.8% |
60.2 |
1.9% |
99% |
True |
False |
16,568 |
60 |
3,285.0 |
2,768.0 |
517.0 |
16.0% |
53.3 |
1.6% |
91% |
False |
False |
11,700 |
80 |
3,285.0 |
2,768.0 |
517.0 |
16.0% |
47.3 |
1.5% |
91% |
False |
False |
8,921 |
100 |
3,285.0 |
2,768.0 |
517.0 |
16.0% |
44.1 |
1.4% |
91% |
False |
False |
7,143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,369.3 |
2.618 |
3,321.9 |
1.618 |
3,292.9 |
1.000 |
3,275.0 |
0.618 |
3,263.9 |
HIGH |
3,246.0 |
0.618 |
3,234.9 |
0.500 |
3,231.5 |
0.382 |
3,228.1 |
LOW |
3,217.0 |
0.618 |
3,199.1 |
1.000 |
3,188.0 |
1.618 |
3,170.1 |
2.618 |
3,141.1 |
4.250 |
3,093.8 |
|
|
Fisher Pivots for day following 28-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
3,237.2 |
3,235.8 |
PP |
3,234.3 |
3,231.7 |
S1 |
3,231.5 |
3,227.5 |
|