Trading Metrics calculated at close of trading on 01-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
17,275 |
17,490 |
215 |
1.2% |
17,455 |
High |
17,530 |
17,670 |
140 |
0.8% |
17,605 |
Low |
17,195 |
17,350 |
155 |
0.9% |
17,195 |
Close |
17,470 |
17,550 |
80 |
0.5% |
17,470 |
Range |
335 |
320 |
-15 |
-4.5% |
410 |
ATR |
345 |
343 |
-2 |
-0.5% |
0 |
Volume |
14,727 |
19,649 |
4,922 |
33.4% |
38,752 |
|
Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,483 |
18,337 |
17,726 |
|
R3 |
18,163 |
18,017 |
17,638 |
|
R2 |
17,843 |
17,843 |
17,609 |
|
R1 |
17,697 |
17,697 |
17,579 |
17,770 |
PP |
17,523 |
17,523 |
17,523 |
17,560 |
S1 |
17,377 |
17,377 |
17,521 |
17,450 |
S2 |
17,203 |
17,203 |
17,491 |
|
S3 |
16,883 |
17,057 |
17,462 |
|
S4 |
16,563 |
16,737 |
17,374 |
|
|
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 |
17,670 |
17,195 |
475 |
2.7% |
255 |
1.5% |
75% |
True |
False |
11,680 |
10 |
17,670 |
16,910 |
760 |
4.3% |
322 |
1.8% |
84% |
True |
False |
15,308 |
20 |
17,670 |
16,720 |
950 |
5.4% |
357 |
2.0% |
87% |
True |
False |
20,173 |
40 |
17,670 |
14,400 |
3,270 |
18.6% |
375 |
2.1% |
96% |
True |
False |
21,951 |
60 |
17,670 |
14,400 |
3,270 |
18.6% |
331 |
1.9% |
96% |
True |
False |
20,365 |
80 |
17,670 |
14,400 |
3,270 |
18.6% |
283 |
1.6% |
96% |
True |
False |
15,366 |
100 |
17,670 |
14,400 |
3,270 |
18.6% |
240 |
1.4% |
96% |
True |
False |
12,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,030 |
2.618 |
18,508 |
1.618 |
18,188 |
1.000 |
17,990 |
0.618 |
17,868 |
HIGH |
17,670 |
0.618 |
17,548 |
0.500 |
17,510 |
0.382 |
17,472 |
LOW |
17,350 |
0.618 |
17,152 |
1.000 |
17,030 |
1.618 |
16,832 |
2.618 |
16,512 |
4.250 |
15,990 |
|
|
Fisher Pivots for day following 01-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,537 |
17,511 |
PP |
17,523 |
17,472 |
S1 |
17,510 |
17,433 |
|