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 |
17,695 |
17,780 |
85 |
0.5% |
17,607 |
High |
17,870 |
17,832 |
-38 |
-0.2% |
17,870 |
Low |
17,678 |
17,765 |
87 |
0.5% |
17,511 |
Close |
17,780 |
17,792 |
12 |
0.1% |
17,780 |
Range |
192 |
67 |
-125 |
-65.1% |
359 |
ATR |
159 |
152 |
-7 |
-4.1% |
0 |
Volume |
129,823 |
71,611 |
-58,212 |
-44.8% |
531,955 |
|
Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,997 |
17,962 |
17,829 |
|
R3 |
17,930 |
17,895 |
17,811 |
|
R2 |
17,863 |
17,863 |
17,804 |
|
R1 |
17,828 |
17,828 |
17,798 |
17,846 |
PP |
17,796 |
17,796 |
17,796 |
17,805 |
S1 |
17,761 |
17,761 |
17,786 |
17,779 |
S2 |
17,729 |
17,729 |
17,780 |
|
S3 |
17,662 |
17,694 |
17,774 |
|
S4 |
17,595 |
17,627 |
17,755 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,797 |
18,648 |
17,978 |
|
R3 |
18,438 |
18,289 |
17,879 |
|
R2 |
18,079 |
18,079 |
17,846 |
|
R1 |
17,930 |
17,930 |
17,813 |
18,005 |
PP |
17,720 |
17,720 |
17,720 |
17,758 |
S1 |
17,571 |
17,571 |
17,747 |
17,646 |
S2 |
17,361 |
17,361 |
17,714 |
|
S3 |
17,002 |
17,212 |
17,681 |
|
S4 |
16,643 |
16,853 |
17,583 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,870 |
17,558 |
312 |
1.8% |
119 |
0.7% |
75% |
False |
False |
101,061 |
10 |
17,870 |
17,483 |
387 |
2.2% |
108 |
0.6% |
80% |
False |
False |
100,675 |
20 |
17,870 |
16,754 |
1,116 |
6.3% |
135 |
0.8% |
93% |
False |
False |
120,232 |
40 |
17,870 |
15,769 |
2,101 |
11.8% |
206 |
1.2% |
96% |
False |
False |
183,299 |
60 |
17,870 |
15,769 |
2,101 |
11.8% |
186 |
1.0% |
96% |
False |
False |
154,937 |
80 |
17,870 |
15,769 |
2,101 |
11.8% |
168 |
0.9% |
96% |
False |
False |
116,276 |
100 |
17,870 |
15,769 |
2,101 |
11.8% |
156 |
0.9% |
96% |
False |
False |
93,024 |
120 |
17,870 |
15,769 |
2,101 |
11.8% |
140 |
0.8% |
96% |
False |
False |
77,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,117 |
2.618 |
18,008 |
1.618 |
17,941 |
1.000 |
17,899 |
0.618 |
17,874 |
HIGH |
17,832 |
0.618 |
17,807 |
0.500 |
17,799 |
0.382 |
17,791 |
LOW |
17,765 |
0.618 |
17,724 |
1.000 |
17,698 |
1.618 |
17,657 |
2.618 |
17,590 |
4.250 |
17,480 |
|
|
Fisher Pivots for day following 24-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,799 |
17,766 |
PP |
17,796 |
17,740 |
S1 |
17,794 |
17,714 |
|