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 |
17,812.63 |
17,819.05 |
6.42 |
0.0% |
17,631.85 |
High |
17,855.27 |
17,854.73 |
-0.54 |
0.0% |
17,894.83 |
Low |
17,793.19 |
17,790.89 |
-2.30 |
0.0% |
17,603.89 |
Close |
17,817.90 |
17,814.94 |
-2.96 |
0.0% |
17,810.06 |
Range |
62.08 |
63.84 |
1.76 |
2.8% |
290.94 |
ATR |
131.05 |
126.25 |
-4.80 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,011.71 |
17,977.16 |
17,850.05 |
|
R3 |
17,947.87 |
17,913.32 |
17,832.50 |
|
R2 |
17,884.03 |
17,884.03 |
17,826.64 |
|
R1 |
17,849.48 |
17,849.48 |
17,820.79 |
17,834.84 |
PP |
17,820.19 |
17,820.19 |
17,820.19 |
17,812.86 |
S1 |
17,785.64 |
17,785.64 |
17,809.09 |
17,771.00 |
S2 |
17,756.35 |
17,756.35 |
17,803.24 |
|
S3 |
17,692.51 |
17,721.80 |
17,797.38 |
|
S4 |
17,628.67 |
17,657.96 |
17,779.83 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,642.41 |
18,517.18 |
17,970.08 |
|
R3 |
18,351.47 |
18,226.24 |
17,890.07 |
|
R2 |
18,060.53 |
18,060.53 |
17,863.40 |
|
R1 |
17,935.30 |
17,935.30 |
17,836.73 |
17,997.92 |
PP |
17,769.59 |
17,769.59 |
17,769.59 |
17,800.90 |
S1 |
17,644.36 |
17,644.36 |
17,783.39 |
17,706.98 |
S2 |
17,478.65 |
17,478.65 |
17,756.72 |
|
S3 |
17,187.71 |
17,353.42 |
17,730.05 |
|
S4 |
16,896.77 |
17,062.48 |
17,650.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,894.83 |
17,603.89 |
290.94 |
1.6% |
100.81 |
0.6% |
73% |
False |
False |
|
10 |
17,894.83 |
17,536.17 |
358.66 |
2.0% |
92.91 |
0.5% |
78% |
False |
False |
|
20 |
17,894.83 |
16,895.38 |
999.45 |
5.6% |
110.46 |
0.6% |
92% |
False |
False |
|
40 |
17,894.83 |
15,855.12 |
2,039.71 |
11.4% |
176.18 |
1.0% |
96% |
False |
False |
|
60 |
17,894.83 |
15,855.12 |
2,039.71 |
11.4% |
161.12 |
0.9% |
96% |
False |
False |
|
80 |
17,894.83 |
15,855.12 |
2,039.71 |
11.4% |
148.65 |
0.8% |
96% |
False |
False |
|
100 |
17,894.83 |
15,855.12 |
2,039.71 |
11.4% |
145.79 |
0.8% |
96% |
False |
False |
|
120 |
17,894.83 |
15,855.12 |
2,039.71 |
11.4% |
136.89 |
0.8% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,126.05 |
2.618 |
18,021.86 |
1.618 |
17,958.02 |
1.000 |
17,918.57 |
0.618 |
17,894.18 |
HIGH |
17,854.73 |
0.618 |
17,830.34 |
0.500 |
17,822.81 |
0.382 |
17,815.28 |
LOW |
17,790.89 |
0.618 |
17,751.44 |
1.000 |
17,727.05 |
1.618 |
17,687.60 |
2.618 |
17,623.76 |
4.250 |
17,519.57 |
|
|
Fisher Pivots for day following 25-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,822.81 |
17,812.60 |
PP |
17,820.19 |
17,810.26 |
S1 |
17,817.56 |
17,807.93 |
|