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 |
17,734 |
17,721 |
-13 |
-0.1% |
17,729 |
High |
17,806 |
17,740 |
-66 |
-0.4% |
17,806 |
Low |
17,699 |
17,636 |
-63 |
-0.4% |
17,697 |
Close |
17,744 |
17,687 |
-57 |
-0.3% |
17,744 |
Range |
107 |
104 |
-3 |
-2.8% |
109 |
ATR |
122 |
121 |
-1 |
-0.8% |
0 |
Volume |
173 |
1,015 |
842 |
486.7% |
1,603 |
|
Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,000 |
17,947 |
17,744 |
|
R3 |
17,896 |
17,843 |
17,716 |
|
R2 |
17,792 |
17,792 |
17,706 |
|
R1 |
17,739 |
17,739 |
17,697 |
17,714 |
PP |
17,688 |
17,688 |
17,688 |
17,675 |
S1 |
17,635 |
17,635 |
17,678 |
17,610 |
S2 |
17,584 |
17,584 |
17,668 |
|
S3 |
17,480 |
17,531 |
17,659 |
|
S4 |
17,376 |
17,427 |
17,630 |
|
|
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 |
17,636 |
170 |
1.0% |
81 |
0.5% |
30% |
False |
True |
523 |
10 |
17,806 |
17,458 |
348 |
2.0% |
100 |
0.6% |
66% |
False |
False |
395 |
20 |
17,806 |
17,153 |
653 |
3.7% |
91 |
0.5% |
82% |
False |
False |
225 |
40 |
17,806 |
15,740 |
2,066 |
11.7% |
165 |
0.9% |
94% |
False |
False |
126 |
60 |
17,806 |
15,740 |
2,066 |
11.7% |
144 |
0.8% |
94% |
False |
False |
88 |
80 |
17,806 |
15,740 |
2,066 |
11.7% |
115 |
0.7% |
94% |
False |
False |
67 |
100 |
17,806 |
15,740 |
2,066 |
11.7% |
96 |
0.5% |
94% |
False |
False |
54 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,182 |
2.618 |
18,012 |
1.618 |
17,908 |
1.000 |
17,844 |
0.618 |
17,804 |
HIGH |
17,740 |
0.618 |
17,700 |
0.500 |
17,688 |
0.382 |
17,676 |
LOW |
17,636 |
0.618 |
17,572 |
1.000 |
17,532 |
1.618 |
17,468 |
2.618 |
17,364 |
4.250 |
17,194 |
|
|
Fisher Pivots for day following 01-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
17,688 |
17,721 |
PP |
17,688 |
17,710 |
S1 |
17,687 |
17,698 |
|