Trading Metrics calculated at close of trading on 26-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
1,198.4 |
1,200.4 |
2.0 |
0.2% |
1,188.2 |
High |
1,203.4 |
1,200.9 |
-2.5 |
-0.2% |
1,208.0 |
Low |
1,191.4 |
1,195.6 |
4.2 |
0.4% |
1,176.1 |
Close |
1,198.4 |
1,198.1 |
-0.3 |
0.0% |
1,198.9 |
Range |
12.0 |
5.3 |
-6.7 |
-55.8% |
31.9 |
ATR |
18.2 |
17.2 |
-0.9 |
-5.1% |
0.0 |
Volume |
5,213 |
10,849 |
5,636 |
108.1% |
22,432 |
|
Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,214.1 |
1,211.4 |
1,201.0 |
|
R3 |
1,208.8 |
1,206.1 |
1,199.6 |
|
R2 |
1,203.5 |
1,203.5 |
1,199.1 |
|
R1 |
1,200.8 |
1,200.8 |
1,198.6 |
1,199.5 |
PP |
1,198.2 |
1,198.2 |
1,198.2 |
1,197.6 |
S1 |
1,195.5 |
1,195.5 |
1,197.6 |
1,194.2 |
S2 |
1,192.9 |
1,192.9 |
1,197.1 |
|
S3 |
1,187.6 |
1,190.2 |
1,196.6 |
|
S4 |
1,182.3 |
1,184.9 |
1,195.2 |
|
|
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 |
1,177.6 |
30.4 |
2.5% |
13.1 |
1.1% |
67% |
False |
False |
5,447 |
10 |
1,208.0 |
1,148.9 |
59.1 |
4.9% |
18.1 |
1.5% |
83% |
False |
False |
5,289 |
20 |
1,217.7 |
1,132.1 |
85.6 |
7.1% |
19.8 |
1.7% |
77% |
False |
False |
4,223 |
40 |
1,255.2 |
1,132.1 |
123.1 |
10.3% |
15.9 |
1.3% |
54% |
False |
False |
2,890 |
60 |
1,274.3 |
1,132.1 |
142.2 |
11.9% |
14.4 |
1.2% |
46% |
False |
False |
2,506 |
80 |
1,321.1 |
1,132.1 |
189.0 |
15.8% |
12.7 |
1.1% |
35% |
False |
False |
2,026 |
100 |
1,347.2 |
1,132.1 |
215.1 |
18.0% |
11.7 |
1.0% |
31% |
False |
False |
1,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,223.4 |
2.618 |
1,214.8 |
1.618 |
1,209.5 |
1.000 |
1,206.2 |
0.618 |
1,204.2 |
HIGH |
1,200.9 |
0.618 |
1,198.9 |
0.500 |
1,198.3 |
0.382 |
1,197.6 |
LOW |
1,195.6 |
0.618 |
1,192.3 |
1.000 |
1,190.3 |
1.618 |
1,187.0 |
2.618 |
1,181.7 |
4.250 |
1,173.1 |
|
|
Fisher Pivots for day following 26-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,198.3 |
1,198.1 |
PP |
1,198.2 |
1,198.0 |
S1 |
1,198.2 |
1,198.0 |
|