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 |
17,807 |
17,814 |
7 |
0.0% |
17,780 |
High |
17,847 |
17,877 |
30 |
0.2% |
17,877 |
Low |
17,773 |
17,759 |
-14 |
-0.1% |
17,759 |
Close |
17,810 |
17,812 |
2 |
0.0% |
17,812 |
Range |
74 |
118 |
44 |
59.5% |
118 |
ATR |
141 |
140 |
-2 |
-1.2% |
0 |
Volume |
61,867 |
82,524 |
20,657 |
33.4% |
295,842 |
|
Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,170 |
18,109 |
17,877 |
|
R3 |
18,052 |
17,991 |
17,845 |
|
R2 |
17,934 |
17,934 |
17,834 |
|
R1 |
17,873 |
17,873 |
17,823 |
17,845 |
PP |
17,816 |
17,816 |
17,816 |
17,802 |
S1 |
17,755 |
17,755 |
17,801 |
17,727 |
S2 |
17,698 |
17,698 |
17,790 |
|
S3 |
17,580 |
17,637 |
17,780 |
|
S4 |
17,462 |
17,519 |
17,747 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,170 |
18,109 |
17,877 |
|
R3 |
18,052 |
17,991 |
17,845 |
|
R2 |
17,934 |
17,934 |
17,834 |
|
R1 |
17,873 |
17,873 |
17,823 |
17,904 |
PP |
17,816 |
17,816 |
17,816 |
17,831 |
S1 |
17,755 |
17,755 |
17,801 |
17,786 |
S2 |
17,698 |
17,698 |
17,790 |
|
S3 |
17,580 |
17,637 |
17,780 |
|
S4 |
17,462 |
17,519 |
17,747 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,877 |
17,678 |
199 |
1.1% |
105 |
0.6% |
67% |
True |
False |
85,133 |
10 |
17,877 |
17,511 |
366 |
2.1% |
105 |
0.6% |
82% |
True |
False |
92,069 |
20 |
17,877 |
17,105 |
772 |
4.3% |
114 |
0.6% |
92% |
True |
False |
106,190 |
40 |
17,877 |
15,769 |
2,108 |
11.8% |
198 |
1.1% |
97% |
True |
False |
173,482 |
60 |
17,877 |
15,769 |
2,108 |
11.8% |
185 |
1.0% |
97% |
True |
False |
158,596 |
80 |
17,877 |
15,769 |
2,108 |
11.8% |
166 |
0.9% |
97% |
True |
False |
119,077 |
100 |
17,877 |
15,769 |
2,108 |
11.8% |
157 |
0.9% |
97% |
True |
False |
95,266 |
120 |
17,877 |
15,769 |
2,108 |
11.8% |
141 |
0.8% |
97% |
True |
False |
79,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,379 |
2.618 |
18,186 |
1.618 |
18,068 |
1.000 |
17,995 |
0.618 |
17,950 |
HIGH |
17,877 |
0.618 |
17,832 |
0.500 |
17,818 |
0.382 |
17,804 |
LOW |
17,759 |
0.618 |
17,686 |
1.000 |
17,641 |
1.618 |
17,568 |
2.618 |
17,450 |
4.250 |
17,258 |
|
|
Fisher Pivots for day following 28-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,818 |
17,818 |
PP |
17,816 |
17,816 |
S1 |
17,814 |
17,814 |
|