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 |
17,455 |
17,525 |
70 |
0.4% |
17,520 |
High |
17,605 |
17,565 |
-40 |
-0.2% |
17,595 |
Low |
17,330 |
17,350 |
20 |
0.1% |
16,910 |
Close |
17,505 |
17,430 |
-75 |
-0.4% |
17,425 |
Range |
275 |
215 |
-60 |
-21.8% |
685 |
ATR |
373 |
362 |
-11 |
-3.0% |
0 |
Volume |
5,198 |
11,585 |
6,387 |
122.9% |
94,688 |
|
Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,093 |
17,977 |
17,548 |
|
R3 |
17,878 |
17,762 |
17,489 |
|
R2 |
17,663 |
17,663 |
17,470 |
|
R1 |
17,547 |
17,547 |
17,450 |
17,498 |
PP |
17,448 |
17,448 |
17,448 |
17,424 |
S1 |
17,332 |
17,332 |
17,410 |
17,283 |
S2 |
17,233 |
17,233 |
17,391 |
|
S3 |
17,018 |
17,117 |
17,371 |
|
S4 |
16,803 |
16,902 |
17,312 |
|
|
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% |
292 |
1.7% |
63% |
False |
False |
13,277 |
10 |
17,605 |
16,910 |
695 |
4.0% |
346 |
2.0% |
75% |
False |
False |
17,366 |
20 |
17,605 |
15,425 |
2,180 |
12.5% |
413 |
2.4% |
92% |
False |
False |
22,243 |
40 |
17,605 |
14,400 |
3,205 |
18.4% |
390 |
2.2% |
95% |
False |
False |
22,822 |
60 |
17,605 |
14,400 |
3,205 |
18.4% |
326 |
1.9% |
95% |
False |
False |
19,770 |
80 |
17,605 |
14,400 |
3,205 |
18.4% |
279 |
1.6% |
95% |
False |
False |
14,846 |
100 |
17,605 |
14,400 |
3,205 |
18.4% |
233 |
1.3% |
95% |
False |
False |
11,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,479 |
2.618 |
18,128 |
1.618 |
17,913 |
1.000 |
17,780 |
0.618 |
17,698 |
HIGH |
17,565 |
0.618 |
17,483 |
0.500 |
17,458 |
0.382 |
17,432 |
LOW |
17,350 |
0.618 |
17,217 |
1.000 |
17,135 |
1.618 |
17,002 |
2.618 |
16,787 |
4.250 |
16,436 |
|
|
Fisher Pivots for day following 25-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,458 |
17,409 |
PP |
17,448 |
17,388 |
S1 |
17,439 |
17,368 |
|