Trading Metrics calculated at close of trading on 13-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
17,604.75 |
17,618.69 |
13.94 |
0.1% |
17,390.90 |
High |
17,626.71 |
17,705.48 |
78.77 |
0.4% |
17,575.33 |
Low |
17,536.17 |
17,583.88 |
47.71 |
0.3% |
17,278.36 |
Close |
17,612.20 |
17,652.79 |
40.59 |
0.2% |
17,573.93 |
Range |
90.54 |
121.60 |
31.06 |
34.3% |
296.97 |
ATR |
157.24 |
154.70 |
-2.55 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,012.18 |
17,954.09 |
17,719.67 |
|
R3 |
17,890.58 |
17,832.49 |
17,686.23 |
|
R2 |
17,768.98 |
17,768.98 |
17,675.08 |
|
R1 |
17,710.89 |
17,710.89 |
17,663.94 |
17,739.94 |
PP |
17,647.38 |
17,647.38 |
17,647.38 |
17,661.91 |
S1 |
17,589.29 |
17,589.29 |
17,641.64 |
17,618.34 |
S2 |
17,525.78 |
17,525.78 |
17,630.50 |
|
S3 |
17,404.18 |
17,467.69 |
17,619.35 |
|
S4 |
17,282.58 |
17,346.09 |
17,585.91 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,366.78 |
18,267.33 |
17,737.26 |
|
R3 |
18,069.81 |
17,970.36 |
17,655.60 |
|
R2 |
17,772.84 |
17,772.84 |
17,628.37 |
|
R1 |
17,673.39 |
17,673.39 |
17,601.15 |
17,723.12 |
PP |
17,475.87 |
17,475.87 |
17,475.87 |
17,500.74 |
S1 |
17,376.42 |
17,376.42 |
17,546.71 |
17,426.15 |
S2 |
17,178.90 |
17,178.90 |
17,519.49 |
|
S3 |
16,881.93 |
17,079.45 |
17,492.26 |
|
S4 |
16,584.96 |
16,782.48 |
17,410.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,705.48 |
17,493.37 |
212.11 |
1.2% |
84.35 |
0.5% |
75% |
True |
False |
|
10 |
17,705.48 |
17,208.78 |
496.70 |
2.8% |
101.90 |
0.6% |
89% |
True |
False |
|
20 |
17,705.48 |
16,118.39 |
1,587.09 |
9.0% |
155.06 |
0.9% |
97% |
True |
False |
|
40 |
17,705.48 |
15,855.12 |
1,850.36 |
10.5% |
190.28 |
1.1% |
97% |
True |
False |
|
60 |
17,705.48 |
15,855.12 |
1,850.36 |
10.5% |
160.53 |
0.9% |
97% |
True |
False |
|
80 |
17,705.48 |
15,855.12 |
1,850.36 |
10.5% |
155.48 |
0.9% |
97% |
True |
False |
|
100 |
17,705.48 |
15,855.12 |
1,850.36 |
10.5% |
146.05 |
0.8% |
97% |
True |
False |
|
120 |
17,705.48 |
15,855.12 |
1,850.36 |
10.5% |
136.06 |
0.8% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,222.28 |
2.618 |
18,023.83 |
1.618 |
17,902.23 |
1.000 |
17,827.08 |
0.618 |
17,780.63 |
HIGH |
17,705.48 |
0.618 |
17,659.03 |
0.500 |
17,644.68 |
0.382 |
17,630.33 |
LOW |
17,583.88 |
0.618 |
17,508.73 |
1.000 |
17,462.28 |
1.618 |
17,387.13 |
2.618 |
17,265.53 |
4.250 |
17,067.08 |
|
|
Fisher Pivots for day following 13-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,650.09 |
17,642.14 |
PP |
17,647.38 |
17,631.48 |
S1 |
17,644.68 |
17,620.83 |
|