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 |
17,819.05 |
17,812.25 |
-6.80 |
0.0% |
17,631.85 |
High |
17,854.73 |
17,833.76 |
-20.97 |
-0.1% |
17,894.83 |
Low |
17,790.89 |
17,791.16 |
0.27 |
0.0% |
17,603.89 |
Close |
17,814.94 |
17,827.75 |
12.81 |
0.1% |
17,810.06 |
Range |
63.84 |
42.60 |
-21.24 |
-33.3% |
290.94 |
ATR |
126.25 |
120.28 |
-5.98 |
-4.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,945.36 |
17,929.15 |
17,851.18 |
|
R3 |
17,902.76 |
17,886.55 |
17,839.47 |
|
R2 |
17,860.16 |
17,860.16 |
17,835.56 |
|
R1 |
17,843.95 |
17,843.95 |
17,831.66 |
17,852.06 |
PP |
17,817.56 |
17,817.56 |
17,817.56 |
17,821.61 |
S1 |
17,801.35 |
17,801.35 |
17,823.85 |
17,809.46 |
S2 |
17,774.96 |
17,774.96 |
17,819.94 |
|
S3 |
17,732.36 |
17,758.75 |
17,816.04 |
|
S4 |
17,689.76 |
17,716.15 |
17,804.32 |
|
|
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% |
91.78 |
0.5% |
77% |
False |
False |
|
10 |
17,894.83 |
17,583.88 |
310.95 |
1.7% |
88.11 |
0.5% |
78% |
False |
False |
|
20 |
17,894.83 |
16,920.76 |
974.07 |
5.5% |
104.08 |
0.6% |
93% |
False |
False |
|
40 |
17,894.83 |
15,855.12 |
2,039.71 |
11.4% |
170.62 |
1.0% |
97% |
False |
False |
|
60 |
17,894.83 |
15,855.12 |
2,039.71 |
11.4% |
160.30 |
0.9% |
97% |
False |
False |
|
80 |
17,894.83 |
15,855.12 |
2,039.71 |
11.4% |
146.80 |
0.8% |
97% |
False |
False |
|
100 |
17,894.83 |
15,855.12 |
2,039.71 |
11.4% |
144.75 |
0.8% |
97% |
False |
False |
|
120 |
17,894.83 |
15,855.12 |
2,039.71 |
11.4% |
136.77 |
0.8% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,014.81 |
2.618 |
17,945.29 |
1.618 |
17,902.69 |
1.000 |
17,876.36 |
0.618 |
17,860.09 |
HIGH |
17,833.76 |
0.618 |
17,817.49 |
0.500 |
17,812.46 |
0.382 |
17,807.43 |
LOW |
17,791.16 |
0.618 |
17,764.83 |
1.000 |
17,748.56 |
1.618 |
17,722.23 |
2.618 |
17,679.63 |
4.250 |
17,610.11 |
|
|
Fisher Pivots for day following 26-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,822.65 |
17,826.19 |
PP |
17,817.56 |
17,824.64 |
S1 |
17,812.46 |
17,823.08 |
|