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 |
17,812.25 |
17,830.55 |
18.30 |
0.1% |
17,812.63 |
High |
17,833.76 |
17,893.42 |
59.66 |
0.3% |
17,893.42 |
Low |
17,791.16 |
17,807.78 |
16.62 |
0.1% |
17,790.89 |
Close |
17,827.75 |
17,828.24 |
0.49 |
0.0% |
17,828.24 |
Range |
42.60 |
85.64 |
43.04 |
101.0% |
102.53 |
ATR |
120.28 |
117.80 |
-2.47 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,100.07 |
18,049.79 |
17,875.34 |
|
R3 |
18,014.43 |
17,964.15 |
17,851.79 |
|
R2 |
17,928.79 |
17,928.79 |
17,843.94 |
|
R1 |
17,878.51 |
17,878.51 |
17,836.09 |
17,860.83 |
PP |
17,843.15 |
17,843.15 |
17,843.15 |
17,834.31 |
S1 |
17,792.87 |
17,792.87 |
17,820.39 |
17,775.19 |
S2 |
17,757.51 |
17,757.51 |
17,812.54 |
|
S3 |
17,671.87 |
17,707.23 |
17,804.69 |
|
S4 |
17,586.23 |
17,621.59 |
17,781.14 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,145.11 |
18,089.20 |
17,884.63 |
|
R3 |
18,042.58 |
17,986.67 |
17,856.44 |
|
R2 |
17,940.05 |
17,940.05 |
17,847.04 |
|
R1 |
17,884.14 |
17,884.14 |
17,837.64 |
17,912.10 |
PP |
17,837.52 |
17,837.52 |
17,837.52 |
17,851.49 |
S1 |
17,781.61 |
17,781.61 |
17,818.84 |
17,809.57 |
S2 |
17,734.99 |
17,734.99 |
17,809.44 |
|
S3 |
17,632.46 |
17,679.08 |
17,800.04 |
|
S4 |
17,529.93 |
17,576.55 |
17,771.85 |
|
|
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 |
17,721.02 |
173.81 |
1.0% |
85.59 |
0.5% |
62% |
False |
False |
|
10 |
17,894.83 |
17,603.89 |
290.94 |
1.6% |
84.52 |
0.5% |
77% |
False |
False |
|
20 |
17,894.83 |
17,208.78 |
686.05 |
3.8% |
93.21 |
0.5% |
90% |
False |
False |
|
40 |
17,894.83 |
15,855.12 |
2,039.71 |
11.4% |
168.18 |
0.9% |
97% |
False |
False |
|
60 |
17,894.83 |
15,855.12 |
2,039.71 |
11.4% |
159.54 |
0.9% |
97% |
False |
False |
|
80 |
17,894.83 |
15,855.12 |
2,039.71 |
11.4% |
146.39 |
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% |
137.08 |
0.8% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,257.39 |
2.618 |
18,117.63 |
1.618 |
18,031.99 |
1.000 |
17,979.06 |
0.618 |
17,946.35 |
HIGH |
17,893.42 |
0.618 |
17,860.71 |
0.500 |
17,850.60 |
0.382 |
17,840.49 |
LOW |
17,807.78 |
0.618 |
17,754.85 |
1.000 |
17,722.14 |
1.618 |
17,669.21 |
2.618 |
17,583.57 |
4.250 |
17,443.81 |
|
|
Fisher Pivots for day following 28-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,850.60 |
17,842.16 |
PP |
17,843.15 |
17,837.52 |
S1 |
17,835.69 |
17,832.88 |
|