Trading Metrics calculated at close of trading on 25-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4,249.75 |
4,282.00 |
32.25 |
0.8% |
4,223.25 |
High |
4,286.75 |
4,303.25 |
16.50 |
0.4% |
4,284.50 |
Low |
4,248.00 |
4,276.75 |
28.75 |
0.7% |
4,191.50 |
Close |
4,282.00 |
4,292.50 |
10.50 |
0.2% |
4,249.25 |
Range |
38.75 |
26.50 |
-12.25 |
-31.6% |
93.00 |
ATR |
48.19 |
46.64 |
-1.55 |
-3.2% |
0.00 |
Volume |
158,380 |
169,153 |
10,773 |
6.8% |
1,180,418 |
|
Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,370.25 |
4,358.00 |
4,307.00 |
|
R3 |
4,343.75 |
4,331.50 |
4,299.75 |
|
R2 |
4,317.25 |
4,317.25 |
4,297.25 |
|
R1 |
4,305.00 |
4,305.00 |
4,295.00 |
4,311.00 |
PP |
4,290.75 |
4,290.75 |
4,290.75 |
4,294.00 |
S1 |
4,278.50 |
4,278.50 |
4,290.00 |
4,284.50 |
S2 |
4,264.25 |
4,264.25 |
4,287.75 |
|
S3 |
4,237.75 |
4,252.00 |
4,285.25 |
|
S4 |
4,211.25 |
4,225.50 |
4,278.00 |
|
|
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 |
4,303.25 |
4,201.75 |
101.50 |
2.4% |
39.50 |
0.9% |
89% |
True |
False |
212,701 |
10 |
4,303.25 |
4,166.50 |
136.75 |
3.2% |
37.25 |
0.9% |
92% |
True |
False |
222,417 |
20 |
4,303.25 |
4,043.00 |
260.25 |
6.1% |
40.25 |
0.9% |
96% |
True |
False |
237,635 |
40 |
4,303.25 |
3,684.00 |
619.25 |
14.4% |
61.50 |
1.4% |
98% |
True |
False |
345,765 |
60 |
4,303.25 |
3,684.00 |
619.25 |
14.4% |
57.25 |
1.3% |
98% |
True |
False |
303,104 |
80 |
4,303.25 |
3,684.00 |
619.25 |
14.4% |
50.50 |
1.2% |
98% |
True |
False |
227,556 |
100 |
4,303.25 |
3,684.00 |
619.25 |
14.4% |
49.00 |
1.1% |
98% |
True |
False |
182,129 |
120 |
4,303.25 |
3,684.00 |
619.25 |
14.4% |
44.50 |
1.0% |
98% |
True |
False |
151,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,416.00 |
2.618 |
4,372.75 |
1.618 |
4,346.25 |
1.000 |
4,329.75 |
0.618 |
4,319.75 |
HIGH |
4,303.25 |
0.618 |
4,293.25 |
0.500 |
4,290.00 |
0.382 |
4,286.75 |
LOW |
4,276.75 |
0.618 |
4,260.25 |
1.000 |
4,250.25 |
1.618 |
4,233.75 |
2.618 |
4,207.25 |
4.250 |
4,164.00 |
|
|
Fisher Pivots for day following 25-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4,291.75 |
4,285.00 |
PP |
4,290.75 |
4,277.75 |
S1 |
4,290.00 |
4,270.50 |
|