| Trading Metrics calculated at close of trading on 26-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
17,728 |
17,748 |
20 |
0.1% |
17,471 |
| High |
17,767 |
17,768 |
1 |
0.0% |
17,799 |
| Low |
17,701 |
17,703 |
2 |
0.0% |
17,458 |
| Close |
17,740 |
17,741 |
1 |
0.0% |
17,710 |
| Range |
66 |
65 |
-1 |
-1.5% |
341 |
| ATR |
127 |
123 |
-4 |
-3.5% |
0 |
| Volume |
501 |
246 |
-255 |
-50.9% |
1,339 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,932 |
17,902 |
17,777 |
|
| R3 |
17,867 |
17,837 |
17,759 |
|
| R2 |
17,802 |
17,802 |
17,753 |
|
| R1 |
17,772 |
17,772 |
17,747 |
17,755 |
| PP |
17,737 |
17,737 |
17,737 |
17,729 |
| S1 |
17,707 |
17,707 |
17,735 |
17,690 |
| S2 |
17,672 |
17,672 |
17,729 |
|
| S3 |
17,607 |
17,642 |
17,723 |
|
| S4 |
17,542 |
17,577 |
17,705 |
|
|
| 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% |
105 |
0.6% |
81% |
False |
False |
482 |
| 10 |
17,799 |
17,458 |
341 |
1.9% |
91 |
0.5% |
83% |
False |
False |
286 |
| 20 |
17,799 |
16,790 |
1,009 |
5.7% |
108 |
0.6% |
94% |
False |
False |
171 |
| 40 |
17,799 |
15,740 |
2,059 |
11.6% |
165 |
0.9% |
97% |
False |
False |
97 |
| 60 |
17,799 |
15,740 |
2,059 |
11.6% |
142 |
0.8% |
97% |
False |
False |
68 |
| 80 |
17,799 |
15,740 |
2,059 |
11.6% |
113 |
0.6% |
97% |
False |
False |
52 |
| 100 |
17,799 |
15,740 |
2,059 |
11.6% |
95 |
0.5% |
97% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,044 |
|
2.618 |
17,938 |
|
1.618 |
17,873 |
|
1.000 |
17,833 |
|
0.618 |
17,808 |
|
HIGH |
17,768 |
|
0.618 |
17,743 |
|
0.500 |
17,736 |
|
0.382 |
17,728 |
|
LOW |
17,703 |
|
0.618 |
17,663 |
|
1.000 |
17,638 |
|
1.618 |
17,598 |
|
2.618 |
17,533 |
|
4.250 |
17,427 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,739 |
17,738 |
| PP |
17,737 |
17,735 |
| S1 |
17,736 |
17,733 |
|