| Trading Metrics calculated at close of trading on 24-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
17,624 |
17,729 |
105 |
0.6% |
17,471 |
| High |
17,799 |
17,761 |
-38 |
-0.2% |
17,799 |
| Low |
17,614 |
17,697 |
83 |
0.5% |
17,458 |
| Close |
17,710 |
17,724 |
14 |
0.1% |
17,710 |
| Range |
185 |
64 |
-121 |
-65.4% |
341 |
| ATR |
137 |
132 |
-5 |
-3.8% |
0 |
| Volume |
600 |
683 |
83 |
13.8% |
1,339 |
|
| Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,919 |
17,886 |
17,759 |
|
| R3 |
17,855 |
17,822 |
17,742 |
|
| R2 |
17,791 |
17,791 |
17,736 |
|
| R1 |
17,758 |
17,758 |
17,730 |
17,743 |
| PP |
17,727 |
17,727 |
17,727 |
17,720 |
| S1 |
17,694 |
17,694 |
17,718 |
17,679 |
| S2 |
17,663 |
17,663 |
17,712 |
|
| S3 |
17,599 |
17,630 |
17,707 |
|
| S4 |
17,535 |
17,566 |
17,689 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,679 |
18,535 |
17,898 |
|
| R3 |
18,338 |
18,194 |
17,804 |
|
| R2 |
17,997 |
17,997 |
17,773 |
|
| R1 |
17,853 |
17,853 |
17,741 |
17,925 |
| PP |
17,656 |
17,656 |
17,656 |
17,692 |
| S1 |
17,512 |
17,512 |
17,679 |
17,584 |
| S2 |
17,315 |
17,315 |
17,648 |
|
| S3 |
16,974 |
17,171 |
17,616 |
|
| S4 |
16,633 |
16,830 |
17,523 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,799 |
17,486 |
313 |
1.8% |
114 |
0.6% |
76% |
False |
False |
397 |
| 10 |
17,799 |
17,430 |
369 |
2.1% |
90 |
0.5% |
80% |
False |
False |
215 |
| 20 |
17,799 |
16,745 |
1,054 |
5.9% |
115 |
0.6% |
93% |
False |
False |
137 |
| 40 |
17,799 |
15,740 |
2,059 |
11.6% |
169 |
1.0% |
96% |
False |
False |
79 |
| 60 |
17,799 |
15,740 |
2,059 |
11.6% |
141 |
0.8% |
96% |
False |
False |
56 |
| 80 |
17,799 |
15,740 |
2,059 |
11.6% |
112 |
0.6% |
96% |
False |
False |
43 |
| 100 |
17,799 |
15,740 |
2,059 |
11.6% |
93 |
0.5% |
96% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,033 |
|
2.618 |
17,929 |
|
1.618 |
17,865 |
|
1.000 |
17,825 |
|
0.618 |
17,801 |
|
HIGH |
17,761 |
|
0.618 |
17,737 |
|
0.500 |
17,729 |
|
0.382 |
17,722 |
|
LOW |
17,697 |
|
0.618 |
17,658 |
|
1.000 |
17,633 |
|
1.618 |
17,594 |
|
2.618 |
17,530 |
|
4.250 |
17,425 |
|
|
| Fisher Pivots for day following 24-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,729 |
17,697 |
| PP |
17,727 |
17,670 |
| S1 |
17,726 |
17,643 |
|