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 |
17,420 |
17,275 |
-145 |
-0.8% |
17,455 |
High |
17,455 |
17,530 |
75 |
0.4% |
17,605 |
Low |
17,325 |
17,195 |
-130 |
-0.8% |
17,195 |
Close |
17,355 |
17,470 |
115 |
0.7% |
17,470 |
Range |
130 |
335 |
205 |
157.7% |
410 |
ATR |
345 |
345 |
-1 |
-0.2% |
0 |
Volume |
7,242 |
14,727 |
7,485 |
103.4% |
38,752 |
|
Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,403 |
18,272 |
17,654 |
|
R3 |
18,068 |
17,937 |
17,562 |
|
R2 |
17,733 |
17,733 |
17,532 |
|
R1 |
17,602 |
17,602 |
17,501 |
17,668 |
PP |
17,398 |
17,398 |
17,398 |
17,431 |
S1 |
17,267 |
17,267 |
17,439 |
17,333 |
S2 |
17,063 |
17,063 |
17,409 |
|
S3 |
16,728 |
16,932 |
17,378 |
|
S4 |
16,393 |
16,597 |
17,286 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,653 |
18,472 |
17,696 |
|
R3 |
18,243 |
18,062 |
17,583 |
|
R2 |
17,833 |
17,833 |
17,545 |
|
R1 |
17,652 |
17,652 |
17,508 |
17,743 |
PP |
17,423 |
17,423 |
17,423 |
17,469 |
S1 |
17,242 |
17,242 |
17,433 |
17,333 |
S2 |
17,013 |
17,013 |
17,395 |
|
S3 |
16,603 |
16,832 |
17,357 |
|
S4 |
16,193 |
16,422 |
17,245 |
|
|
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% |
278 |
1.6% |
72% |
False |
False |
11,718 |
10 |
17,605 |
16,910 |
695 |
4.0% |
312 |
1.8% |
81% |
False |
False |
15,069 |
20 |
17,605 |
15,830 |
1,775 |
10.2% |
404 |
2.3% |
92% |
False |
False |
21,566 |
40 |
17,605 |
14,400 |
3,205 |
18.3% |
377 |
2.2% |
96% |
False |
False |
21,980 |
60 |
17,605 |
14,400 |
3,205 |
18.3% |
330 |
1.9% |
96% |
False |
False |
20,067 |
80 |
17,605 |
14,400 |
3,205 |
18.3% |
281 |
1.6% |
96% |
False |
False |
15,121 |
100 |
17,605 |
14,400 |
3,205 |
18.3% |
238 |
1.4% |
96% |
False |
False |
12,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,954 |
2.618 |
18,407 |
1.618 |
18,072 |
1.000 |
17,865 |
0.618 |
17,737 |
HIGH |
17,530 |
0.618 |
17,402 |
0.500 |
17,363 |
0.382 |
17,323 |
LOW |
17,195 |
0.618 |
16,988 |
1.000 |
16,860 |
1.618 |
16,653 |
2.618 |
16,318 |
4.250 |
15,771 |
|
|
Fisher Pivots for day following 28-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,434 |
17,440 |
PP |
17,398 |
17,410 |
S1 |
17,363 |
17,380 |
|