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 |
4,245.50 |
4,249.75 |
4.25 |
0.1% |
4,223.25 |
High |
4,284.50 |
4,286.75 |
2.25 |
0.1% |
4,284.50 |
Low |
4,237.50 |
4,248.00 |
10.50 |
0.2% |
4,191.50 |
Close |
4,249.25 |
4,282.00 |
32.75 |
0.8% |
4,249.25 |
Range |
47.00 |
38.75 |
-8.25 |
-17.6% |
93.00 |
ATR |
48.91 |
48.19 |
-0.73 |
-1.5% |
0.00 |
Volume |
285,753 |
158,380 |
-127,373 |
-44.6% |
1,180,418 |
|
Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,388.50 |
4,374.00 |
4,303.25 |
|
R3 |
4,349.75 |
4,335.25 |
4,292.75 |
|
R2 |
4,311.00 |
4,311.00 |
4,289.00 |
|
R1 |
4,296.50 |
4,296.50 |
4,285.50 |
4,303.75 |
PP |
4,272.25 |
4,272.25 |
4,272.25 |
4,276.00 |
S1 |
4,257.75 |
4,257.75 |
4,278.50 |
4,265.00 |
S2 |
4,233.50 |
4,233.50 |
4,275.00 |
|
S3 |
4,194.75 |
4,219.00 |
4,271.25 |
|
S4 |
4,156.00 |
4,180.25 |
4,260.75 |
|
|
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 |
4,286.75 |
4,201.75 |
85.00 |
2.0% |
43.25 |
1.0% |
94% |
True |
False |
221,566 |
10 |
4,286.75 |
4,162.00 |
124.75 |
2.9% |
37.00 |
0.9% |
96% |
True |
False |
218,952 |
20 |
4,286.75 |
4,037.75 |
249.00 |
5.8% |
42.00 |
1.0% |
98% |
True |
False |
242,121 |
40 |
4,286.75 |
3,684.00 |
602.75 |
14.1% |
62.00 |
1.4% |
99% |
True |
False |
349,898 |
60 |
4,286.75 |
3,684.00 |
602.75 |
14.1% |
57.00 |
1.3% |
99% |
True |
False |
300,318 |
80 |
4,286.75 |
3,684.00 |
602.75 |
14.1% |
50.75 |
1.2% |
99% |
True |
False |
225,450 |
100 |
4,286.75 |
3,684.00 |
602.75 |
14.1% |
49.00 |
1.1% |
99% |
True |
False |
180,441 |
120 |
4,286.75 |
3,684.00 |
602.75 |
14.1% |
44.50 |
1.0% |
99% |
True |
False |
150,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,451.50 |
2.618 |
4,388.25 |
1.618 |
4,349.50 |
1.000 |
4,325.50 |
0.618 |
4,310.75 |
HIGH |
4,286.75 |
0.618 |
4,272.00 |
0.500 |
4,267.50 |
0.382 |
4,262.75 |
LOW |
4,248.00 |
0.618 |
4,224.00 |
1.000 |
4,209.25 |
1.618 |
4,185.25 |
2.618 |
4,146.50 |
4.250 |
4,083.25 |
|
|
Fisher Pivots for day following 24-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4,277.00 |
4,269.50 |
PP |
4,272.25 |
4,256.75 |
S1 |
4,267.50 |
4,244.25 |
|