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 |
1,194.2 |
1,202.5 |
8.3 |
0.7% |
1,188.2 |
High |
1,208.0 |
1,204.5 |
-3.5 |
-0.3% |
1,208.0 |
Low |
1,188.6 |
1,194.8 |
6.2 |
0.5% |
1,176.1 |
Close |
1,198.9 |
1,197.1 |
-1.8 |
-0.2% |
1,198.9 |
Range |
19.4 |
9.7 |
-9.7 |
-50.0% |
31.9 |
ATR |
19.3 |
18.6 |
-0.7 |
-3.6% |
0.0 |
Volume |
2,422 |
5,728 |
3,306 |
136.5% |
22,432 |
|
Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,227.9 |
1,222.2 |
1,202.4 |
|
R3 |
1,218.2 |
1,212.5 |
1,199.8 |
|
R2 |
1,208.5 |
1,208.5 |
1,198.9 |
|
R1 |
1,202.8 |
1,202.8 |
1,198.0 |
1,200.8 |
PP |
1,198.8 |
1,198.8 |
1,198.8 |
1,197.8 |
S1 |
1,193.1 |
1,193.1 |
1,196.2 |
1,191.1 |
S2 |
1,189.1 |
1,189.1 |
1,195.3 |
|
S3 |
1,179.4 |
1,183.4 |
1,194.4 |
|
S4 |
1,169.7 |
1,173.7 |
1,191.8 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,290.0 |
1,276.4 |
1,216.4 |
|
R3 |
1,258.1 |
1,244.5 |
1,207.7 |
|
R2 |
1,226.2 |
1,226.2 |
1,204.7 |
|
R1 |
1,212.6 |
1,212.6 |
1,201.8 |
1,219.4 |
PP |
1,194.3 |
1,194.3 |
1,194.3 |
1,197.8 |
S1 |
1,180.7 |
1,180.7 |
1,196.0 |
1,187.5 |
S2 |
1,162.4 |
1,162.4 |
1,193.1 |
|
S3 |
1,130.5 |
1,148.8 |
1,190.1 |
|
S4 |
1,098.6 |
1,116.9 |
1,181.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,208.0 |
1,176.1 |
31.9 |
2.7% |
19.0 |
1.6% |
66% |
False |
False |
4,731 |
10 |
1,208.0 |
1,147.0 |
61.0 |
5.1% |
20.0 |
1.7% |
82% |
False |
False |
4,842 |
20 |
1,234.8 |
1,132.1 |
102.7 |
8.6% |
20.5 |
1.7% |
63% |
False |
False |
3,583 |
40 |
1,255.2 |
1,132.1 |
123.1 |
10.3% |
16.1 |
1.3% |
53% |
False |
False |
2,579 |
60 |
1,289.0 |
1,132.1 |
156.9 |
13.1% |
14.6 |
1.2% |
41% |
False |
False |
2,260 |
80 |
1,321.1 |
1,132.1 |
189.0 |
15.8% |
12.6 |
1.1% |
34% |
False |
False |
1,834 |
100 |
1,347.2 |
1,132.1 |
215.1 |
18.0% |
11.6 |
1.0% |
30% |
False |
False |
1,528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,245.7 |
2.618 |
1,229.9 |
1.618 |
1,220.2 |
1.000 |
1,214.2 |
0.618 |
1,210.5 |
HIGH |
1,204.5 |
0.618 |
1,200.8 |
0.500 |
1,199.7 |
0.382 |
1,198.5 |
LOW |
1,194.8 |
0.618 |
1,188.8 |
1.000 |
1,185.1 |
1.618 |
1,179.1 |
2.618 |
1,169.4 |
4.250 |
1,153.6 |
|
|
Fisher Pivots for day following 24-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,199.7 |
1,195.7 |
PP |
1,198.8 |
1,194.2 |
S1 |
1,198.0 |
1,192.8 |
|