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 |
17,748 |
17,734 |
-14 |
-0.1% |
17,729 |
High |
17,768 |
17,806 |
38 |
0.2% |
17,806 |
Low |
17,703 |
17,699 |
-4 |
0.0% |
17,697 |
Close |
17,741 |
17,744 |
3 |
0.0% |
17,744 |
Range |
65 |
107 |
42 |
64.6% |
109 |
ATR |
123 |
122 |
-1 |
-0.9% |
0 |
Volume |
246 |
173 |
-73 |
-29.7% |
1,603 |
|
Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,071 |
18,014 |
17,803 |
|
R3 |
17,964 |
17,907 |
17,774 |
|
R2 |
17,857 |
17,857 |
17,764 |
|
R1 |
17,800 |
17,800 |
17,754 |
17,829 |
PP |
17,750 |
17,750 |
17,750 |
17,764 |
S1 |
17,693 |
17,693 |
17,734 |
17,722 |
S2 |
17,643 |
17,643 |
17,725 |
|
S3 |
17,536 |
17,586 |
17,715 |
|
S4 |
17,429 |
17,479 |
17,685 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,076 |
18,019 |
17,804 |
|
R3 |
17,967 |
17,910 |
17,774 |
|
R2 |
17,858 |
17,858 |
17,764 |
|
R1 |
17,801 |
17,801 |
17,754 |
17,830 |
PP |
17,749 |
17,749 |
17,749 |
17,763 |
S1 |
17,692 |
17,692 |
17,734 |
17,721 |
S2 |
17,640 |
17,640 |
17,724 |
|
S3 |
17,531 |
17,583 |
17,714 |
|
S4 |
17,422 |
17,474 |
17,684 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,806 |
17,614 |
192 |
1.1% |
98 |
0.5% |
68% |
True |
False |
440 |
10 |
17,806 |
17,458 |
348 |
2.0% |
93 |
0.5% |
82% |
True |
False |
300 |
20 |
17,806 |
17,006 |
800 |
4.5% |
99 |
0.6% |
92% |
True |
False |
179 |
40 |
17,806 |
15,740 |
2,066 |
11.6% |
164 |
0.9% |
97% |
True |
False |
101 |
60 |
17,806 |
15,740 |
2,066 |
11.6% |
143 |
0.8% |
97% |
True |
False |
71 |
80 |
17,806 |
15,740 |
2,066 |
11.6% |
114 |
0.6% |
97% |
True |
False |
54 |
100 |
17,806 |
15,740 |
2,066 |
11.6% |
96 |
0.5% |
97% |
True |
False |
44 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,261 |
2.618 |
18,086 |
1.618 |
17,979 |
1.000 |
17,913 |
0.618 |
17,872 |
HIGH |
17,806 |
0.618 |
17,765 |
0.500 |
17,753 |
0.382 |
17,740 |
LOW |
17,699 |
0.618 |
17,633 |
1.000 |
17,592 |
1.618 |
17,526 |
2.618 |
17,419 |
4.250 |
17,244 |
|
|
Fisher Pivots for day following 28-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,753 |
17,753 |
PP |
17,750 |
17,750 |
S1 |
17,747 |
17,747 |
|