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 |
17,780 |
17,792 |
12 |
0.1% |
17,607 |
High |
17,832 |
17,834 |
2 |
0.0% |
17,870 |
Low |
17,765 |
17,763 |
-2 |
0.0% |
17,511 |
Close |
17,792 |
17,808 |
16 |
0.1% |
17,780 |
Range |
67 |
71 |
4 |
6.0% |
359 |
ATR |
152 |
147 |
-6 |
-3.8% |
0 |
Volume |
71,611 |
79,840 |
8,229 |
11.5% |
531,955 |
|
Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,015 |
17,982 |
17,847 |
|
R3 |
17,944 |
17,911 |
17,828 |
|
R2 |
17,873 |
17,873 |
17,821 |
|
R1 |
17,840 |
17,840 |
17,815 |
17,857 |
PP |
17,802 |
17,802 |
17,802 |
17,810 |
S1 |
17,769 |
17,769 |
17,802 |
17,786 |
S2 |
17,731 |
17,731 |
17,795 |
|
S3 |
17,660 |
17,698 |
17,789 |
|
S4 |
17,589 |
17,627 |
17,769 |
|
|
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% |
113 |
0.6% |
80% |
False |
False |
98,066 |
10 |
17,870 |
17,483 |
387 |
2.2% |
108 |
0.6% |
84% |
False |
False |
101,600 |
20 |
17,870 |
16,820 |
1,050 |
5.9% |
129 |
0.7% |
94% |
False |
False |
117,658 |
40 |
17,870 |
15,769 |
2,101 |
11.8% |
205 |
1.1% |
97% |
False |
False |
181,248 |
60 |
17,870 |
15,769 |
2,101 |
11.8% |
185 |
1.0% |
97% |
False |
False |
156,238 |
80 |
17,870 |
15,769 |
2,101 |
11.8% |
168 |
0.9% |
97% |
False |
False |
117,273 |
100 |
17,870 |
15,769 |
2,101 |
11.8% |
157 |
0.9% |
97% |
False |
False |
93,823 |
120 |
17,870 |
15,769 |
2,101 |
11.8% |
141 |
0.8% |
97% |
False |
False |
78,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,136 |
2.618 |
18,020 |
1.618 |
17,949 |
1.000 |
17,905 |
0.618 |
17,878 |
HIGH |
17,834 |
0.618 |
17,807 |
0.500 |
17,799 |
0.382 |
17,790 |
LOW |
17,763 |
0.618 |
17,719 |
1.000 |
17,692 |
1.618 |
17,648 |
2.618 |
17,577 |
4.250 |
17,461 |
|
|
Fisher Pivots for day following 25-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,805 |
17,797 |
PP |
17,802 |
17,785 |
S1 |
17,799 |
17,774 |
|