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 |
17,792 |
17,807 |
15 |
0.1% |
17,607 |
High |
17,834 |
17,847 |
13 |
0.1% |
17,870 |
Low |
17,763 |
17,773 |
10 |
0.1% |
17,511 |
Close |
17,808 |
17,810 |
2 |
0.0% |
17,780 |
Range |
71 |
74 |
3 |
4.2% |
359 |
ATR |
147 |
141 |
-5 |
-3.5% |
0 |
Volume |
79,840 |
61,867 |
-17,973 |
-22.5% |
531,955 |
|
Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,032 |
17,995 |
17,851 |
|
R3 |
17,958 |
17,921 |
17,830 |
|
R2 |
17,884 |
17,884 |
17,824 |
|
R1 |
17,847 |
17,847 |
17,817 |
17,866 |
PP |
17,810 |
17,810 |
17,810 |
17,819 |
S1 |
17,773 |
17,773 |
17,803 |
17,792 |
S2 |
17,736 |
17,736 |
17,797 |
|
S3 |
17,662 |
17,699 |
17,790 |
|
S4 |
17,588 |
17,625 |
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% |
110 |
0.6% |
81% |
False |
False |
89,071 |
10 |
17,870 |
17,511 |
359 |
2.0% |
105 |
0.6% |
83% |
False |
False |
97,411 |
20 |
17,870 |
16,831 |
1,039 |
5.8% |
124 |
0.7% |
94% |
False |
False |
111,981 |
40 |
17,870 |
15,769 |
2,101 |
11.8% |
199 |
1.1% |
97% |
False |
False |
177,094 |
60 |
17,870 |
15,769 |
2,101 |
11.8% |
185 |
1.0% |
97% |
False |
False |
157,245 |
80 |
17,870 |
15,769 |
2,101 |
11.8% |
166 |
0.9% |
97% |
False |
False |
118,046 |
100 |
17,870 |
15,769 |
2,101 |
11.8% |
156 |
0.9% |
97% |
False |
False |
94,441 |
120 |
17,870 |
15,769 |
2,101 |
11.8% |
141 |
0.8% |
97% |
False |
False |
78,703 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,162 |
2.618 |
18,041 |
1.618 |
17,967 |
1.000 |
17,921 |
0.618 |
17,893 |
HIGH |
17,847 |
0.618 |
17,819 |
0.500 |
17,810 |
0.382 |
17,801 |
LOW |
17,773 |
0.618 |
17,727 |
1.000 |
17,699 |
1.618 |
17,653 |
2.618 |
17,579 |
4.250 |
17,459 |
|
|
Fisher Pivots for day following 26-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,810 |
17,808 |
PP |
17,810 |
17,807 |
S1 |
17,810 |
17,805 |
|