Trading Metrics calculated at close of trading on 24-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
17,290 |
17,455 |
165 |
1.0% |
17,520 |
High |
17,565 |
17,605 |
40 |
0.2% |
17,595 |
Low |
17,130 |
17,330 |
200 |
1.2% |
16,910 |
Close |
17,425 |
17,505 |
80 |
0.5% |
17,425 |
Range |
435 |
275 |
-160 |
-36.8% |
685 |
ATR |
381 |
373 |
-8 |
-2.0% |
0 |
Volume |
19,839 |
5,198 |
-14,641 |
-73.8% |
94,688 |
|
Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,305 |
18,180 |
17,656 |
|
R3 |
18,030 |
17,905 |
17,581 |
|
R2 |
17,755 |
17,755 |
17,556 |
|
R1 |
17,630 |
17,630 |
17,530 |
17,693 |
PP |
17,480 |
17,480 |
17,480 |
17,511 |
S1 |
17,355 |
17,355 |
17,480 |
17,418 |
S2 |
17,205 |
17,205 |
17,455 |
|
S3 |
16,930 |
17,080 |
17,430 |
|
S4 |
16,655 |
16,805 |
17,354 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,365 |
19,080 |
17,802 |
|
R3 |
18,680 |
18,395 |
17,614 |
|
R2 |
17,995 |
17,995 |
17,551 |
|
R1 |
17,710 |
17,710 |
17,488 |
17,510 |
PP |
17,310 |
17,310 |
17,310 |
17,210 |
S1 |
17,025 |
17,025 |
17,362 |
16,825 |
S2 |
16,625 |
16,625 |
17,300 |
|
S3 |
15,940 |
16,340 |
17,237 |
|
S4 |
15,255 |
15,655 |
17,048 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,605 |
17,130 |
475 |
2.7% |
306 |
1.7% |
79% |
True |
False |
15,106 |
10 |
17,605 |
16,900 |
705 |
4.0% |
374 |
2.1% |
86% |
True |
False |
18,261 |
20 |
17,605 |
15,295 |
2,310 |
13.2% |
411 |
2.3% |
96% |
True |
False |
22,180 |
40 |
17,605 |
14,400 |
3,205 |
18.3% |
390 |
2.2% |
97% |
True |
False |
22,857 |
60 |
17,605 |
14,400 |
3,205 |
18.3% |
329 |
1.9% |
97% |
True |
False |
19,590 |
80 |
17,605 |
14,400 |
3,205 |
18.3% |
277 |
1.6% |
97% |
True |
False |
14,701 |
100 |
17,605 |
14,400 |
3,205 |
18.3% |
231 |
1.3% |
97% |
True |
False |
11,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,774 |
2.618 |
18,325 |
1.618 |
18,050 |
1.000 |
17,880 |
0.618 |
17,775 |
HIGH |
17,605 |
0.618 |
17,500 |
0.500 |
17,468 |
0.382 |
17,435 |
LOW |
17,330 |
0.618 |
17,160 |
1.000 |
17,055 |
1.618 |
16,885 |
2.618 |
16,610 |
4.250 |
16,161 |
|
|
Fisher Pivots for day following 24-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,493 |
17,459 |
PP |
17,480 |
17,413 |
S1 |
17,468 |
17,368 |
|