Trading Metrics calculated at close of trading on 19-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
17,643.09 |
17,685.51 |
42.42 |
0.2% |
17,568.98 |
High |
17,735.71 |
17,712.26 |
-23.45 |
-0.1% |
17,705.48 |
Low |
17,642.03 |
17,624.50 |
-17.53 |
-0.1% |
17,536.17 |
Close |
17,687.82 |
17,685.73 |
-2.09 |
0.0% |
17,634.74 |
Range |
93.68 |
87.76 |
-5.92 |
-6.3% |
169.31 |
ATR |
138.22 |
134.61 |
-3.60 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,937.44 |
17,899.35 |
17,734.00 |
|
R3 |
17,849.68 |
17,811.59 |
17,709.86 |
|
R2 |
17,761.92 |
17,761.92 |
17,701.82 |
|
R1 |
17,723.83 |
17,723.83 |
17,693.77 |
17,742.88 |
PP |
17,674.16 |
17,674.16 |
17,674.16 |
17,683.69 |
S1 |
17,636.07 |
17,636.07 |
17,677.69 |
17,655.12 |
S2 |
17,586.40 |
17,586.40 |
17,669.64 |
|
S3 |
17,498.64 |
17,548.31 |
17,661.60 |
|
S4 |
17,410.88 |
17,460.55 |
17,637.46 |
|
|
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 |
17,583.88 |
151.83 |
0.9% |
84.45 |
0.5% |
67% |
False |
False |
|
10 |
17,735.71 |
17,440.35 |
295.36 |
1.7% |
84.23 |
0.5% |
83% |
False |
False |
|
20 |
17,735.71 |
16,468.07 |
1,267.64 |
7.2% |
127.14 |
0.7% |
96% |
False |
False |
|
40 |
17,735.71 |
15,855.12 |
1,880.59 |
10.6% |
184.78 |
1.0% |
97% |
False |
False |
|
60 |
17,735.71 |
15,855.12 |
1,880.59 |
10.6% |
159.58 |
0.9% |
97% |
False |
False |
|
80 |
17,735.71 |
15,855.12 |
1,880.59 |
10.6% |
153.07 |
0.9% |
97% |
False |
False |
|
100 |
17,735.71 |
15,855.12 |
1,880.59 |
10.6% |
145.37 |
0.8% |
97% |
False |
False |
|
120 |
17,735.71 |
15,855.12 |
1,880.59 |
10.6% |
136.23 |
0.8% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,085.24 |
2.618 |
17,942.02 |
1.618 |
17,854.26 |
1.000 |
17,800.02 |
0.618 |
17,766.50 |
HIGH |
17,712.26 |
0.618 |
17,678.74 |
0.500 |
17,668.38 |
0.382 |
17,658.02 |
LOW |
17,624.50 |
0.618 |
17,570.26 |
1.000 |
17,536.74 |
1.618 |
17,482.50 |
2.618 |
17,394.74 |
4.250 |
17,251.52 |
|
|
Fisher Pivots for day following 19-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,679.95 |
17,680.91 |
PP |
17,674.16 |
17,676.08 |
S1 |
17,668.38 |
17,671.26 |
|