Trading Metrics calculated at close of trading on 21-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
17,677.32 |
17,721.02 |
43.70 |
0.2% |
17,631.85 |
High |
17,720.44 |
17,894.83 |
174.39 |
1.0% |
17,894.83 |
Low |
17,603.89 |
17,721.02 |
117.13 |
0.7% |
17,603.89 |
Close |
17,719.00 |
17,810.06 |
91.06 |
0.5% |
17,810.06 |
Range |
116.55 |
173.81 |
57.26 |
49.1% |
290.94 |
ATR |
133.32 |
136.36 |
3.04 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,330.07 |
18,243.87 |
17,905.66 |
|
R3 |
18,156.26 |
18,070.06 |
17,857.86 |
|
R2 |
17,982.45 |
17,982.45 |
17,841.93 |
|
R1 |
17,896.25 |
17,896.25 |
17,825.99 |
17,939.35 |
PP |
17,808.64 |
17,808.64 |
17,808.64 |
17,830.19 |
S1 |
17,722.44 |
17,722.44 |
17,794.13 |
17,765.54 |
S2 |
17,634.83 |
17,634.83 |
17,778.19 |
|
S3 |
17,461.02 |
17,548.63 |
17,762.26 |
|
S4 |
17,287.21 |
17,374.82 |
17,714.46 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,642.41 |
18,517.18 |
17,970.08 |
|
R3 |
18,351.47 |
18,226.24 |
17,890.07 |
|
R2 |
18,060.53 |
18,060.53 |
17,863.40 |
|
R1 |
17,935.30 |
17,935.30 |
17,836.73 |
17,997.92 |
PP |
17,769.59 |
17,769.59 |
17,769.59 |
17,800.90 |
S1 |
17,644.36 |
17,644.36 |
17,783.39 |
17,706.98 |
S2 |
17,478.65 |
17,478.65 |
17,756.72 |
|
S3 |
17,187.71 |
17,353.42 |
17,730.05 |
|
S4 |
16,896.77 |
17,062.48 |
17,650.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,894.83 |
17,603.89 |
290.94 |
1.6% |
108.01 |
0.6% |
71% |
True |
False |
|
10 |
17,894.83 |
17,536.17 |
358.66 |
2.0% |
93.08 |
0.5% |
76% |
True |
False |
|
20 |
17,894.83 |
16,729.83 |
1,165.00 |
6.5% |
118.58 |
0.7% |
93% |
True |
False |
|
40 |
17,894.83 |
15,855.12 |
2,039.71 |
11.5% |
180.56 |
1.0% |
96% |
True |
False |
|
60 |
17,894.83 |
15,855.12 |
2,039.71 |
11.5% |
162.01 |
0.9% |
96% |
True |
False |
|
80 |
17,894.83 |
15,855.12 |
2,039.71 |
11.5% |
150.79 |
0.8% |
96% |
True |
False |
|
100 |
17,894.83 |
15,855.12 |
2,039.71 |
11.5% |
146.20 |
0.8% |
96% |
True |
False |
|
120 |
17,894.83 |
15,855.12 |
2,039.71 |
11.5% |
137.68 |
0.8% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,633.52 |
2.618 |
18,349.86 |
1.618 |
18,176.05 |
1.000 |
18,068.64 |
0.618 |
18,002.24 |
HIGH |
17,894.83 |
0.618 |
17,828.43 |
0.500 |
17,807.93 |
0.382 |
17,787.42 |
LOW |
17,721.02 |
0.618 |
17,613.61 |
1.000 |
17,547.21 |
1.618 |
17,439.80 |
2.618 |
17,265.99 |
4.250 |
16,982.33 |
|
|
Fisher Pivots for day following 21-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,809.35 |
17,789.83 |
PP |
17,808.64 |
17,769.59 |
S1 |
17,807.93 |
17,749.36 |
|