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 |
17,525 |
17,420 |
-105 |
-0.6% |
17,520 |
High |
17,565 |
17,455 |
-110 |
-0.6% |
17,595 |
Low |
17,350 |
17,325 |
-25 |
-0.1% |
16,910 |
Close |
17,430 |
17,355 |
-75 |
-0.4% |
17,425 |
Range |
215 |
130 |
-85 |
-39.5% |
685 |
ATR |
362 |
345 |
-17 |
-4.6% |
0 |
Volume |
11,585 |
7,242 |
-4,343 |
-37.5% |
94,688 |
|
Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,768 |
17,692 |
17,427 |
|
R3 |
17,638 |
17,562 |
17,391 |
|
R2 |
17,508 |
17,508 |
17,379 |
|
R1 |
17,432 |
17,432 |
17,367 |
17,405 |
PP |
17,378 |
17,378 |
17,378 |
17,365 |
S1 |
17,302 |
17,302 |
17,343 |
17,275 |
S2 |
17,248 |
17,248 |
17,331 |
|
S3 |
17,118 |
17,172 |
17,319 |
|
S4 |
16,988 |
17,042 |
17,284 |
|
|
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% |
279 |
1.6% |
47% |
False |
False |
11,631 |
10 |
17,605 |
16,910 |
695 |
4.0% |
318 |
1.8% |
64% |
False |
False |
15,702 |
20 |
17,605 |
15,595 |
2,010 |
11.6% |
404 |
2.3% |
88% |
False |
False |
21,841 |
40 |
17,605 |
14,400 |
3,205 |
18.5% |
383 |
2.2% |
92% |
False |
False |
22,506 |
60 |
17,605 |
14,400 |
3,205 |
18.5% |
326 |
1.9% |
92% |
False |
False |
19,843 |
80 |
17,605 |
14,400 |
3,205 |
18.5% |
279 |
1.6% |
92% |
False |
False |
14,937 |
100 |
17,605 |
14,400 |
3,205 |
18.5% |
234 |
1.3% |
92% |
False |
False |
11,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,008 |
2.618 |
17,795 |
1.618 |
17,665 |
1.000 |
17,585 |
0.618 |
17,535 |
HIGH |
17,455 |
0.618 |
17,405 |
0.500 |
17,390 |
0.382 |
17,375 |
LOW |
17,325 |
0.618 |
17,245 |
1.000 |
17,195 |
1.618 |
17,115 |
2.618 |
16,985 |
4.250 |
16,773 |
|
|
Fisher Pivots for day following 26-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,390 |
17,465 |
PP |
17,378 |
17,428 |
S1 |
17,367 |
17,392 |
|