Trading Metrics calculated at close of trading on 28-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4,287.75 |
4,316.50 |
28.75 |
0.7% |
4,244.75 |
High |
4,318.00 |
4,342.25 |
24.25 |
0.6% |
4,342.25 |
Low |
4,285.50 |
4,307.50 |
22.00 |
0.5% |
4,244.75 |
Close |
4,312.25 |
4,333.00 |
20.75 |
0.5% |
4,333.00 |
Range |
32.50 |
34.75 |
2.25 |
6.9% |
97.50 |
ATR |
42.97 |
42.38 |
-0.59 |
-1.4% |
0.00 |
Volume |
689 |
1,109 |
420 |
61.0% |
3,206 |
|
Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,431.75 |
4,417.25 |
4,352.00 |
|
R3 |
4,397.00 |
4,382.50 |
4,342.50 |
|
R2 |
4,362.25 |
4,362.25 |
4,339.25 |
|
R1 |
4,347.75 |
4,347.75 |
4,336.25 |
4,355.00 |
PP |
4,327.50 |
4,327.50 |
4,327.50 |
4,331.25 |
S1 |
4,313.00 |
4,313.00 |
4,329.75 |
4,320.25 |
S2 |
4,292.75 |
4,292.75 |
4,326.75 |
|
S3 |
4,258.00 |
4,278.25 |
4,323.50 |
|
S4 |
4,223.25 |
4,243.50 |
4,314.00 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,599.25 |
4,563.50 |
4,386.50 |
|
R3 |
4,501.75 |
4,466.00 |
4,359.75 |
|
R2 |
4,404.25 |
4,404.25 |
4,351.00 |
|
R1 |
4,368.50 |
4,368.50 |
4,342.00 |
4,386.50 |
PP |
4,306.75 |
4,306.75 |
4,306.75 |
4,315.50 |
S1 |
4,271.00 |
4,271.00 |
4,324.00 |
4,289.00 |
S2 |
4,209.25 |
4,209.25 |
4,315.00 |
|
S3 |
4,111.75 |
4,173.50 |
4,306.25 |
|
S4 |
4,014.25 |
4,076.00 |
4,279.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,342.25 |
4,232.50 |
109.75 |
2.5% |
35.00 |
0.8% |
92% |
True |
False |
798 |
10 |
4,342.25 |
4,185.75 |
156.50 |
3.6% |
35.50 |
0.8% |
94% |
True |
False |
898 |
20 |
4,342.25 |
4,087.75 |
254.50 |
5.9% |
36.50 |
0.8% |
96% |
True |
False |
616 |
40 |
4,342.25 |
3,687.00 |
655.25 |
15.1% |
56.00 |
1.3% |
99% |
True |
False |
449 |
60 |
4,342.25 |
3,687.00 |
655.25 |
15.1% |
51.00 |
1.2% |
99% |
True |
False |
328 |
80 |
4,342.25 |
3,687.00 |
655.25 |
15.1% |
41.75 |
1.0% |
99% |
True |
False |
247 |
100 |
4,342.25 |
3,687.00 |
655.25 |
15.1% |
35.75 |
0.8% |
99% |
True |
False |
199 |
120 |
4,342.25 |
3,687.00 |
655.25 |
15.1% |
30.25 |
0.7% |
99% |
True |
False |
166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,490.00 |
2.618 |
4,433.25 |
1.618 |
4,398.50 |
1.000 |
4,377.00 |
0.618 |
4,363.75 |
HIGH |
4,342.25 |
0.618 |
4,329.00 |
0.500 |
4,325.00 |
0.382 |
4,320.75 |
LOW |
4,307.50 |
0.618 |
4,286.00 |
1.000 |
4,272.75 |
1.618 |
4,251.25 |
2.618 |
4,216.50 |
4.250 |
4,159.75 |
|
|
Fisher Pivots for day following 28-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4,330.25 |
4,324.25 |
PP |
4,327.50 |
4,315.75 |
S1 |
4,325.00 |
4,307.00 |
|