Trading Metrics calculated at close of trading on 28-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4,294.00 |
4,323.50 |
29.50 |
0.7% |
4,249.75 |
High |
4,323.75 |
4,348.00 |
24.25 |
0.6% |
4,348.00 |
Low |
4,290.50 |
4,312.50 |
22.00 |
0.5% |
4,248.00 |
Close |
4,317.75 |
4,338.25 |
20.50 |
0.5% |
4,338.25 |
Range |
33.25 |
35.50 |
2.25 |
6.8% |
100.00 |
ATR |
45.68 |
44.95 |
-0.73 |
-1.6% |
0.00 |
Volume |
135,750 |
134,101 |
-1,649 |
-1.2% |
597,384 |
|
Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,439.50 |
4,424.25 |
4,357.75 |
|
R3 |
4,404.00 |
4,388.75 |
4,348.00 |
|
R2 |
4,368.50 |
4,368.50 |
4,344.75 |
|
R1 |
4,353.25 |
4,353.25 |
4,341.50 |
4,361.00 |
PP |
4,333.00 |
4,333.00 |
4,333.00 |
4,336.75 |
S1 |
4,317.75 |
4,317.75 |
4,335.00 |
4,325.50 |
S2 |
4,297.50 |
4,297.50 |
4,331.75 |
|
S3 |
4,262.00 |
4,282.25 |
4,328.50 |
|
S4 |
4,226.50 |
4,246.75 |
4,318.75 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,611.50 |
4,574.75 |
4,393.25 |
|
R3 |
4,511.50 |
4,474.75 |
4,365.75 |
|
R2 |
4,411.50 |
4,411.50 |
4,356.50 |
|
R1 |
4,374.75 |
4,374.75 |
4,347.50 |
4,393.00 |
PP |
4,311.50 |
4,311.50 |
4,311.50 |
4,320.50 |
S1 |
4,274.75 |
4,274.75 |
4,329.00 |
4,293.00 |
S2 |
4,211.50 |
4,211.50 |
4,320.00 |
|
S3 |
4,111.50 |
4,174.75 |
4,310.75 |
|
S4 |
4,011.50 |
4,074.75 |
4,283.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,348.00 |
4,237.50 |
110.50 |
2.5% |
36.25 |
0.8% |
91% |
True |
False |
176,627 |
10 |
4,348.00 |
4,191.50 |
156.50 |
3.6% |
37.50 |
0.9% |
94% |
True |
False |
199,629 |
20 |
4,348.00 |
4,089.75 |
258.25 |
6.0% |
38.75 |
0.9% |
96% |
True |
False |
215,742 |
40 |
4,348.00 |
3,684.00 |
664.00 |
15.3% |
59.50 |
1.4% |
99% |
True |
False |
330,623 |
60 |
4,348.00 |
3,684.00 |
664.00 |
15.3% |
56.75 |
1.3% |
99% |
True |
False |
307,395 |
80 |
4,348.00 |
3,684.00 |
664.00 |
15.3% |
50.25 |
1.2% |
99% |
True |
False |
230,914 |
100 |
4,348.00 |
3,684.00 |
664.00 |
15.3% |
48.75 |
1.1% |
99% |
True |
False |
184,819 |
120 |
4,348.00 |
3,684.00 |
664.00 |
15.3% |
45.00 |
1.0% |
99% |
True |
False |
154,045 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,499.00 |
2.618 |
4,441.00 |
1.618 |
4,405.50 |
1.000 |
4,383.50 |
0.618 |
4,370.00 |
HIGH |
4,348.00 |
0.618 |
4,334.50 |
0.500 |
4,330.25 |
0.382 |
4,326.00 |
LOW |
4,312.50 |
0.618 |
4,290.50 |
1.000 |
4,277.00 |
1.618 |
4,255.00 |
2.618 |
4,219.50 |
4.250 |
4,161.50 |
|
|
Fisher Pivots for day following 28-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4,335.50 |
4,329.50 |
PP |
4,333.00 |
4,321.00 |
S1 |
4,330.25 |
4,312.50 |
|