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 |
17,814 |
17,784 |
-30 |
-0.2% |
17,780 |
High |
17,877 |
17,809 |
-68 |
-0.4% |
17,877 |
Low |
17,759 |
17,701 |
-58 |
-0.3% |
17,759 |
Close |
17,812 |
17,755 |
-57 |
-0.3% |
17,812 |
Range |
118 |
108 |
-10 |
-8.5% |
118 |
ATR |
140 |
138 |
-2 |
-1.5% |
0 |
Volume |
82,524 |
139,627 |
57,103 |
69.2% |
295,842 |
|
Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,079 |
18,025 |
17,815 |
|
R3 |
17,971 |
17,917 |
17,785 |
|
R2 |
17,863 |
17,863 |
17,775 |
|
R1 |
17,809 |
17,809 |
17,765 |
17,782 |
PP |
17,755 |
17,755 |
17,755 |
17,742 |
S1 |
17,701 |
17,701 |
17,745 |
17,674 |
S2 |
17,647 |
17,647 |
17,735 |
|
S3 |
17,539 |
17,593 |
17,725 |
|
S4 |
17,431 |
17,485 |
17,696 |
|
|
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 |
17,701 |
176 |
1.0% |
88 |
0.5% |
31% |
False |
True |
87,093 |
10 |
17,877 |
17,511 |
366 |
2.1% |
110 |
0.6% |
67% |
False |
False |
96,742 |
20 |
17,877 |
17,208 |
669 |
3.8% |
107 |
0.6% |
82% |
False |
False |
104,537 |
40 |
17,877 |
15,769 |
2,108 |
11.9% |
194 |
1.1% |
94% |
False |
False |
173,385 |
60 |
17,877 |
15,769 |
2,108 |
11.9% |
184 |
1.0% |
94% |
False |
False |
160,897 |
80 |
17,877 |
15,769 |
2,108 |
11.9% |
166 |
0.9% |
94% |
False |
False |
120,820 |
100 |
17,877 |
15,769 |
2,108 |
11.9% |
157 |
0.9% |
94% |
False |
False |
96,663 |
120 |
17,877 |
15,769 |
2,108 |
11.9% |
142 |
0.8% |
94% |
False |
False |
80,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,268 |
2.618 |
18,092 |
1.618 |
17,984 |
1.000 |
17,917 |
0.618 |
17,876 |
HIGH |
17,809 |
0.618 |
17,768 |
0.500 |
17,755 |
0.382 |
17,742 |
LOW |
17,701 |
0.618 |
17,634 |
1.000 |
17,593 |
1.618 |
17,526 |
2.618 |
17,418 |
4.250 |
17,242 |
|
|
Fisher Pivots for day following 01-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,755 |
17,789 |
PP |
17,755 |
17,778 |
S1 |
17,755 |
17,766 |
|