Trading Metrics calculated at close of trading on 24-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4,237.25 |
4,244.75 |
7.50 |
0.2% |
4,213.75 |
High |
4,278.00 |
4,280.75 |
2.75 |
0.1% |
4,278.00 |
Low |
4,232.50 |
4,244.75 |
12.25 |
0.3% |
4,185.75 |
Close |
4,244.00 |
4,276.75 |
32.75 |
0.8% |
4,244.00 |
Range |
45.50 |
36.00 |
-9.50 |
-20.9% |
92.25 |
ATR |
45.79 |
45.14 |
-0.65 |
-1.4% |
0.00 |
Volume |
787 |
686 |
-101 |
-12.8% |
5,325 |
|
Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,375.50 |
4,362.00 |
4,296.50 |
|
R3 |
4,339.50 |
4,326.00 |
4,286.75 |
|
R2 |
4,303.50 |
4,303.50 |
4,283.25 |
|
R1 |
4,290.00 |
4,290.00 |
4,280.00 |
4,296.75 |
PP |
4,267.50 |
4,267.50 |
4,267.50 |
4,270.75 |
S1 |
4,254.00 |
4,254.00 |
4,273.50 |
4,260.75 |
S2 |
4,231.50 |
4,231.50 |
4,270.25 |
|
S3 |
4,195.50 |
4,218.00 |
4,266.75 |
|
S4 |
4,159.50 |
4,182.00 |
4,257.00 |
|
|
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 |
4,280.75 |
4,198.25 |
82.50 |
1.9% |
40.50 |
0.9% |
95% |
True |
False |
1,101 |
10 |
4,280.75 |
4,155.25 |
125.50 |
2.9% |
34.75 |
0.8% |
97% |
True |
False |
742 |
20 |
4,280.75 |
4,031.50 |
249.25 |
5.8% |
39.75 |
0.9% |
98% |
True |
False |
530 |
40 |
4,280.75 |
3,687.00 |
593.75 |
13.9% |
57.75 |
1.3% |
99% |
True |
False |
413 |
60 |
4,280.75 |
3,687.00 |
593.75 |
13.9% |
50.75 |
1.2% |
99% |
True |
False |
287 |
80 |
4,280.75 |
3,687.00 |
593.75 |
13.9% |
41.00 |
1.0% |
99% |
True |
False |
216 |
100 |
4,280.75 |
3,687.00 |
593.75 |
13.9% |
35.00 |
0.8% |
99% |
True |
False |
174 |
120 |
4,280.75 |
3,687.00 |
593.75 |
13.9% |
29.50 |
0.7% |
99% |
True |
False |
145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,433.75 |
2.618 |
4,375.00 |
1.618 |
4,339.00 |
1.000 |
4,316.75 |
0.618 |
4,303.00 |
HIGH |
4,280.75 |
0.618 |
4,267.00 |
0.500 |
4,262.75 |
0.382 |
4,258.50 |
LOW |
4,244.75 |
0.618 |
4,222.50 |
1.000 |
4,208.75 |
1.618 |
4,186.50 |
2.618 |
4,150.50 |
4.250 |
4,091.75 |
|
|
Fisher Pivots for day following 24-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4,272.00 |
4,264.25 |
PP |
4,267.50 |
4,252.00 |
S1 |
4,262.75 |
4,239.50 |
|