Trading Metrics calculated at close of trading on 21-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4,223.75 |
4,245.50 |
21.75 |
0.5% |
4,223.25 |
High |
4,248.25 |
4,284.50 |
36.25 |
0.9% |
4,284.50 |
Low |
4,201.75 |
4,237.50 |
35.75 |
0.9% |
4,191.50 |
Close |
4,245.00 |
4,249.25 |
4.25 |
0.1% |
4,249.25 |
Range |
46.50 |
47.00 |
0.50 |
1.1% |
93.00 |
ATR |
49.06 |
48.91 |
-0.15 |
-0.3% |
0.00 |
Volume |
214,465 |
285,753 |
71,288 |
33.2% |
1,180,418 |
|
Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,398.00 |
4,370.75 |
4,275.00 |
|
R3 |
4,351.00 |
4,323.75 |
4,262.25 |
|
R2 |
4,304.00 |
4,304.00 |
4,257.75 |
|
R1 |
4,276.75 |
4,276.75 |
4,253.50 |
4,290.50 |
PP |
4,257.00 |
4,257.00 |
4,257.00 |
4,264.00 |
S1 |
4,229.75 |
4,229.75 |
4,245.00 |
4,243.50 |
S2 |
4,210.00 |
4,210.00 |
4,240.75 |
|
S3 |
4,163.00 |
4,182.75 |
4,236.25 |
|
S4 |
4,116.00 |
4,135.75 |
4,223.50 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,520.75 |
4,478.00 |
4,300.50 |
|
R3 |
4,427.75 |
4,385.00 |
4,274.75 |
|
R2 |
4,334.75 |
4,334.75 |
4,266.25 |
|
R1 |
4,292.00 |
4,292.00 |
4,257.75 |
4,313.50 |
PP |
4,241.75 |
4,241.75 |
4,241.75 |
4,252.50 |
S1 |
4,199.00 |
4,199.00 |
4,240.75 |
4,220.50 |
S2 |
4,148.75 |
4,148.75 |
4,232.25 |
|
S3 |
4,055.75 |
4,106.00 |
4,223.75 |
|
S4 |
3,962.75 |
4,013.00 |
4,198.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,284.50 |
4,191.50 |
93.00 |
2.2% |
42.00 |
1.0% |
62% |
True |
False |
236,083 |
10 |
4,284.50 |
4,144.00 |
140.50 |
3.3% |
36.75 |
0.9% |
75% |
True |
False |
219,608 |
20 |
4,284.50 |
4,009.50 |
275.00 |
6.5% |
42.25 |
1.0% |
87% |
True |
False |
248,001 |
40 |
4,284.50 |
3,684.00 |
600.50 |
14.1% |
62.25 |
1.5% |
94% |
True |
False |
354,696 |
60 |
4,284.50 |
3,684.00 |
600.50 |
14.1% |
56.75 |
1.3% |
94% |
True |
False |
297,702 |
80 |
4,284.50 |
3,684.00 |
600.50 |
14.1% |
51.00 |
1.2% |
94% |
True |
False |
223,480 |
100 |
4,284.50 |
3,684.00 |
600.50 |
14.1% |
48.75 |
1.1% |
94% |
True |
False |
178,861 |
120 |
4,284.50 |
3,684.00 |
600.50 |
14.1% |
44.50 |
1.0% |
94% |
True |
False |
149,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,484.25 |
2.618 |
4,407.50 |
1.618 |
4,360.50 |
1.000 |
4,331.50 |
0.618 |
4,313.50 |
HIGH |
4,284.50 |
0.618 |
4,266.50 |
0.500 |
4,261.00 |
0.382 |
4,255.50 |
LOW |
4,237.50 |
0.618 |
4,208.50 |
1.000 |
4,190.50 |
1.618 |
4,161.50 |
2.618 |
4,114.50 |
4.250 |
4,037.75 |
|
|
Fisher Pivots for day following 21-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4,261.00 |
4,247.25 |
PP |
4,257.00 |
4,245.25 |
S1 |
4,253.25 |
4,243.00 |
|