Trading Metrics calculated at close of trading on 21-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4,216.50 |
4,237.25 |
20.75 |
0.5% |
4,213.75 |
High |
4,241.75 |
4,278.00 |
36.25 |
0.9% |
4,278.00 |
Low |
4,198.25 |
4,232.50 |
34.25 |
0.8% |
4,185.75 |
Close |
4,239.75 |
4,244.00 |
4.25 |
0.1% |
4,244.00 |
Range |
43.50 |
45.50 |
2.00 |
4.6% |
92.25 |
ATR |
45.81 |
45.79 |
-0.02 |
0.0% |
0.00 |
Volume |
1,522 |
787 |
-735 |
-48.3% |
5,325 |
|
Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,388.00 |
4,361.50 |
4,269.00 |
|
R3 |
4,342.50 |
4,316.00 |
4,256.50 |
|
R2 |
4,297.00 |
4,297.00 |
4,252.25 |
|
R1 |
4,270.50 |
4,270.50 |
4,248.25 |
4,283.75 |
PP |
4,251.50 |
4,251.50 |
4,251.50 |
4,258.00 |
S1 |
4,225.00 |
4,225.00 |
4,239.75 |
4,238.25 |
S2 |
4,206.00 |
4,206.00 |
4,235.75 |
|
S3 |
4,160.50 |
4,179.50 |
4,231.50 |
|
S4 |
4,115.00 |
4,134.00 |
4,219.00 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,512.75 |
4,470.50 |
4,294.75 |
|
R3 |
4,420.50 |
4,378.25 |
4,269.25 |
|
R2 |
4,328.25 |
4,328.25 |
4,261.00 |
|
R1 |
4,286.00 |
4,286.00 |
4,252.50 |
4,307.00 |
PP |
4,236.00 |
4,236.00 |
4,236.00 |
4,246.50 |
S1 |
4,193.75 |
4,193.75 |
4,235.50 |
4,215.00 |
S2 |
4,143.75 |
4,143.75 |
4,227.00 |
|
S3 |
4,051.50 |
4,101.50 |
4,218.75 |
|
S4 |
3,959.25 |
4,009.25 |
4,193.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,278.00 |
4,185.75 |
92.25 |
2.2% |
39.50 |
0.9% |
63% |
True |
False |
1,065 |
10 |
4,278.00 |
4,138.00 |
140.00 |
3.3% |
34.50 |
0.8% |
76% |
True |
False |
706 |
20 |
4,278.00 |
4,003.50 |
274.50 |
6.5% |
39.75 |
0.9% |
88% |
True |
False |
512 |
40 |
4,278.00 |
3,687.00 |
591.00 |
13.9% |
58.00 |
1.4% |
94% |
True |
False |
399 |
60 |
4,278.00 |
3,687.00 |
591.00 |
13.9% |
50.50 |
1.2% |
94% |
True |
False |
276 |
80 |
4,278.00 |
3,687.00 |
591.00 |
13.9% |
40.75 |
1.0% |
94% |
True |
False |
208 |
100 |
4,278.00 |
3,687.00 |
591.00 |
13.9% |
34.75 |
0.8% |
94% |
True |
False |
167 |
120 |
4,278.00 |
3,687.00 |
591.00 |
13.9% |
29.25 |
0.7% |
94% |
True |
False |
139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,471.50 |
2.618 |
4,397.00 |
1.618 |
4,351.50 |
1.000 |
4,323.50 |
0.618 |
4,306.00 |
HIGH |
4,278.00 |
0.618 |
4,260.50 |
0.500 |
4,255.25 |
0.382 |
4,250.00 |
LOW |
4,232.50 |
0.618 |
4,204.50 |
1.000 |
4,187.00 |
1.618 |
4,159.00 |
2.618 |
4,113.50 |
4.250 |
4,039.00 |
|
|
Fisher Pivots for day following 21-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4,255.25 |
4,242.00 |
PP |
4,251.50 |
4,240.00 |
S1 |
4,247.75 |
4,238.00 |
|