Trading Metrics calculated at close of trading on 14-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
17,618.69 |
17,653.11 |
34.42 |
0.2% |
17,568.98 |
High |
17,705.48 |
17,664.15 |
-41.33 |
-0.2% |
17,705.48 |
Low |
17,583.88 |
17,613.20 |
29.32 |
0.2% |
17,536.17 |
Close |
17,652.79 |
17,634.74 |
-18.05 |
-0.1% |
17,634.74 |
Range |
121.60 |
50.95 |
-70.65 |
-58.1% |
169.31 |
ATR |
154.70 |
147.29 |
-7.41 |
-4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,790.21 |
17,763.43 |
17,662.76 |
|
R3 |
17,739.26 |
17,712.48 |
17,648.75 |
|
R2 |
17,688.31 |
17,688.31 |
17,644.08 |
|
R1 |
17,661.53 |
17,661.53 |
17,639.41 |
17,649.45 |
PP |
17,637.36 |
17,637.36 |
17,637.36 |
17,631.32 |
S1 |
17,610.58 |
17,610.58 |
17,630.07 |
17,598.50 |
S2 |
17,586.41 |
17,586.41 |
17,625.40 |
|
S3 |
17,535.46 |
17,559.63 |
17,620.73 |
|
S4 |
17,484.51 |
17,508.68 |
17,606.72 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,133.39 |
18,053.38 |
17,727.86 |
|
R3 |
17,964.08 |
17,884.07 |
17,681.30 |
|
R2 |
17,794.77 |
17,794.77 |
17,665.78 |
|
R1 |
17,714.76 |
17,714.76 |
17,650.26 |
17,754.77 |
PP |
17,625.46 |
17,625.46 |
17,625.46 |
17,645.47 |
S1 |
17,545.45 |
17,545.45 |
17,619.22 |
17,585.46 |
S2 |
17,456.15 |
17,456.15 |
17,603.70 |
|
S3 |
17,286.84 |
17,376.14 |
17,588.18 |
|
S4 |
17,117.53 |
17,206.83 |
17,541.62 |
|
|
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 |
17,536.17 |
169.31 |
1.0% |
78.14 |
0.4% |
58% |
False |
False |
|
10 |
17,705.48 |
17,278.36 |
427.12 |
2.4% |
88.31 |
0.5% |
83% |
False |
False |
|
20 |
17,705.48 |
16,260.54 |
1,444.94 |
8.2% |
142.16 |
0.8% |
95% |
False |
False |
|
40 |
17,705.48 |
15,855.12 |
1,850.36 |
10.5% |
189.22 |
1.1% |
96% |
False |
False |
|
60 |
17,705.48 |
15,855.12 |
1,850.36 |
10.5% |
159.87 |
0.9% |
96% |
False |
False |
|
80 |
17,705.48 |
15,855.12 |
1,850.36 |
10.5% |
155.38 |
0.9% |
96% |
False |
False |
|
100 |
17,705.48 |
15,855.12 |
1,850.36 |
10.5% |
145.72 |
0.8% |
96% |
False |
False |
|
120 |
17,705.48 |
15,855.12 |
1,850.36 |
10.5% |
136.03 |
0.8% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,880.69 |
2.618 |
17,797.54 |
1.618 |
17,746.59 |
1.000 |
17,715.10 |
0.618 |
17,695.64 |
HIGH |
17,664.15 |
0.618 |
17,644.69 |
0.500 |
17,638.68 |
0.382 |
17,632.66 |
LOW |
17,613.20 |
0.618 |
17,581.71 |
1.000 |
17,562.25 |
1.618 |
17,530.76 |
2.618 |
17,479.81 |
4.250 |
17,396.66 |
|
|
Fisher Pivots for day following 14-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,638.68 |
17,630.10 |
PP |
17,637.36 |
17,625.46 |
S1 |
17,636.05 |
17,620.83 |
|