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 |
4,282.00 |
4,294.00 |
12.00 |
0.3% |
4,223.25 |
High |
4,303.25 |
4,323.75 |
20.50 |
0.5% |
4,284.50 |
Low |
4,276.75 |
4,290.50 |
13.75 |
0.3% |
4,191.50 |
Close |
4,292.50 |
4,317.75 |
25.25 |
0.6% |
4,249.25 |
Range |
26.50 |
33.25 |
6.75 |
25.5% |
93.00 |
ATR |
46.64 |
45.68 |
-0.96 |
-2.1% |
0.00 |
Volume |
169,153 |
135,750 |
-33,403 |
-19.7% |
1,180,418 |
|
Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,410.50 |
4,397.25 |
4,336.00 |
|
R3 |
4,377.25 |
4,364.00 |
4,327.00 |
|
R2 |
4,344.00 |
4,344.00 |
4,323.75 |
|
R1 |
4,330.75 |
4,330.75 |
4,320.75 |
4,337.50 |
PP |
4,310.75 |
4,310.75 |
4,310.75 |
4,314.00 |
S1 |
4,297.50 |
4,297.50 |
4,314.75 |
4,304.00 |
S2 |
4,277.50 |
4,277.50 |
4,311.75 |
|
S3 |
4,244.25 |
4,264.25 |
4,308.50 |
|
S4 |
4,211.00 |
4,231.00 |
4,299.50 |
|
|
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 |
4,323.75 |
4,201.75 |
122.00 |
2.8% |
38.50 |
0.9% |
95% |
True |
False |
192,700 |
10 |
4,323.75 |
4,191.50 |
132.25 |
3.1% |
37.50 |
0.9% |
95% |
True |
False |
215,720 |
20 |
4,323.75 |
4,043.00 |
280.75 |
6.5% |
40.00 |
0.9% |
98% |
True |
False |
227,386 |
40 |
4,323.75 |
3,684.00 |
639.75 |
14.8% |
60.50 |
1.4% |
99% |
True |
False |
338,265 |
60 |
4,323.75 |
3,684.00 |
639.75 |
14.8% |
57.00 |
1.3% |
99% |
True |
False |
305,313 |
80 |
4,323.75 |
3,684.00 |
639.75 |
14.8% |
50.50 |
1.2% |
99% |
True |
False |
229,245 |
100 |
4,323.75 |
3,684.00 |
639.75 |
14.8% |
48.75 |
1.1% |
99% |
True |
False |
183,482 |
120 |
4,323.75 |
3,684.00 |
639.75 |
14.8% |
44.75 |
1.0% |
99% |
True |
False |
152,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,465.00 |
2.618 |
4,410.75 |
1.618 |
4,377.50 |
1.000 |
4,357.00 |
0.618 |
4,344.25 |
HIGH |
4,323.75 |
0.618 |
4,311.00 |
0.500 |
4,307.00 |
0.382 |
4,303.25 |
LOW |
4,290.50 |
0.618 |
4,270.00 |
1.000 |
4,257.25 |
1.618 |
4,236.75 |
2.618 |
4,203.50 |
4.250 |
4,149.25 |
|
|
Fisher Pivots for day following 26-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4,314.25 |
4,307.00 |
PP |
4,310.75 |
4,296.50 |
S1 |
4,307.00 |
4,286.00 |
|