Trading Metrics calculated at close of trading on 25-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4,244.75 |
4,276.75 |
32.00 |
0.8% |
4,213.75 |
High |
4,280.75 |
4,297.75 |
17.00 |
0.4% |
4,278.00 |
Low |
4,244.75 |
4,271.75 |
27.00 |
0.6% |
4,185.75 |
Close |
4,276.75 |
4,287.00 |
10.25 |
0.2% |
4,244.00 |
Range |
36.00 |
26.00 |
-10.00 |
-27.8% |
92.25 |
ATR |
45.14 |
43.77 |
-1.37 |
-3.0% |
0.00 |
Volume |
686 |
722 |
36 |
5.2% |
5,325 |
|
Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,363.50 |
4,351.25 |
4,301.25 |
|
R3 |
4,337.50 |
4,325.25 |
4,294.25 |
|
R2 |
4,311.50 |
4,311.50 |
4,291.75 |
|
R1 |
4,299.25 |
4,299.25 |
4,289.50 |
4,305.50 |
PP |
4,285.50 |
4,285.50 |
4,285.50 |
4,288.50 |
S1 |
4,273.25 |
4,273.25 |
4,284.50 |
4,279.50 |
S2 |
4,259.50 |
4,259.50 |
4,282.25 |
|
S3 |
4,233.50 |
4,247.25 |
4,279.75 |
|
S4 |
4,207.50 |
4,221.25 |
4,272.75 |
|
|
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 |
4,297.75 |
4,198.25 |
99.50 |
2.3% |
37.00 |
0.9% |
89% |
True |
False |
1,134 |
10 |
4,297.75 |
4,160.75 |
137.00 |
3.2% |
35.00 |
0.8% |
92% |
True |
False |
780 |
20 |
4,297.75 |
4,041.50 |
256.25 |
6.0% |
38.00 |
0.9% |
96% |
True |
False |
553 |
40 |
4,297.75 |
3,687.00 |
610.75 |
14.2% |
57.50 |
1.3% |
98% |
True |
False |
423 |
60 |
4,297.75 |
3,687.00 |
610.75 |
14.2% |
51.00 |
1.2% |
98% |
True |
False |
299 |
80 |
4,297.75 |
3,687.00 |
610.75 |
14.2% |
41.25 |
1.0% |
98% |
True |
False |
225 |
100 |
4,297.75 |
3,687.00 |
610.75 |
14.2% |
35.50 |
0.8% |
98% |
True |
False |
181 |
120 |
4,297.75 |
3,687.00 |
610.75 |
14.2% |
29.50 |
0.7% |
98% |
True |
False |
151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,408.25 |
2.618 |
4,365.75 |
1.618 |
4,339.75 |
1.000 |
4,323.75 |
0.618 |
4,313.75 |
HIGH |
4,297.75 |
0.618 |
4,287.75 |
0.500 |
4,284.75 |
0.382 |
4,281.75 |
LOW |
4,271.75 |
0.618 |
4,255.75 |
1.000 |
4,245.75 |
1.618 |
4,229.75 |
2.618 |
4,203.75 |
4.250 |
4,161.25 |
|
|
Fisher Pivots for day following 25-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4,286.25 |
4,279.75 |
PP |
4,285.50 |
4,272.50 |
S1 |
4,284.75 |
4,265.00 |
|