Trading Metrics calculated at close of trading on 18-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
17,631.85 |
17,643.09 |
11.24 |
0.1% |
17,568.98 |
High |
17,675.07 |
17,735.71 |
60.64 |
0.3% |
17,705.48 |
Low |
17,606.81 |
17,642.03 |
35.22 |
0.2% |
17,536.17 |
Close |
17,647.75 |
17,687.82 |
40.07 |
0.2% |
17,634.74 |
Range |
68.26 |
93.68 |
25.42 |
37.2% |
169.31 |
ATR |
141.64 |
138.22 |
-3.43 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,969.56 |
17,922.37 |
17,739.34 |
|
R3 |
17,875.88 |
17,828.69 |
17,713.58 |
|
R2 |
17,782.20 |
17,782.20 |
17,704.99 |
|
R1 |
17,735.01 |
17,735.01 |
17,696.41 |
17,758.61 |
PP |
17,688.52 |
17,688.52 |
17,688.52 |
17,700.32 |
S1 |
17,641.33 |
17,641.33 |
17,679.23 |
17,664.93 |
S2 |
17,594.84 |
17,594.84 |
17,670.65 |
|
S3 |
17,501.16 |
17,547.65 |
17,662.06 |
|
S4 |
17,407.48 |
17,453.97 |
17,636.30 |
|
|
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 |
17,735.71 |
17,536.17 |
199.54 |
1.1% |
85.01 |
0.5% |
76% |
True |
False |
|
10 |
17,735.71 |
17,385.76 |
349.95 |
2.0% |
85.54 |
0.5% |
86% |
True |
False |
|
20 |
17,735.71 |
16,459.85 |
1,275.86 |
7.2% |
132.45 |
0.7% |
96% |
True |
False |
|
40 |
17,735.71 |
15,855.12 |
1,880.59 |
10.6% |
187.41 |
1.1% |
97% |
True |
False |
|
60 |
17,735.71 |
15,855.12 |
1,880.59 |
10.6% |
159.36 |
0.9% |
97% |
True |
False |
|
80 |
17,735.71 |
15,855.12 |
1,880.59 |
10.6% |
153.78 |
0.9% |
97% |
True |
False |
|
100 |
17,735.71 |
15,855.12 |
1,880.59 |
10.6% |
145.19 |
0.8% |
97% |
True |
False |
|
120 |
17,735.71 |
15,855.12 |
1,880.59 |
10.6% |
136.12 |
0.8% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,133.85 |
2.618 |
17,980.96 |
1.618 |
17,887.28 |
1.000 |
17,829.39 |
0.618 |
17,793.60 |
HIGH |
17,735.71 |
0.618 |
17,699.92 |
0.500 |
17,688.87 |
0.382 |
17,677.82 |
LOW |
17,642.03 |
0.618 |
17,584.14 |
1.000 |
17,548.35 |
1.618 |
17,490.46 |
2.618 |
17,396.78 |
4.250 |
17,243.89 |
|
|
Fisher Pivots for day following 18-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,688.87 |
17,682.30 |
PP |
17,688.52 |
17,676.78 |
S1 |
17,688.17 |
17,671.26 |
|