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 |
1,161.1 |
1,161.8 |
0.7 |
0.1% |
1,176.8 |
High |
1,167.4 |
1,192.9 |
25.5 |
2.2% |
1,192.9 |
Low |
1,153.0 |
1,146.0 |
-7.0 |
-0.6% |
1,145.5 |
Close |
1,161.5 |
1,185.6 |
24.1 |
2.1% |
1,185.6 |
Range |
14.4 |
46.9 |
32.5 |
225.7% |
47.4 |
ATR |
20.0 |
21.9 |
1.9 |
9.6% |
0.0 |
Volume |
187,699 |
293,650 |
105,951 |
56.4% |
1,051,193 |
|
Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,315.5 |
1,297.5 |
1,211.4 |
|
R3 |
1,268.6 |
1,250.6 |
1,198.5 |
|
R2 |
1,221.7 |
1,221.7 |
1,194.2 |
|
R1 |
1,203.7 |
1,203.7 |
1,189.9 |
1,212.7 |
PP |
1,174.8 |
1,174.8 |
1,174.8 |
1,179.4 |
S1 |
1,156.8 |
1,156.8 |
1,181.3 |
1,165.8 |
S2 |
1,127.9 |
1,127.9 |
1,177.0 |
|
S3 |
1,081.0 |
1,109.9 |
1,172.7 |
|
S4 |
1,034.1 |
1,063.0 |
1,159.8 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,316.9 |
1,298.6 |
1,211.7 |
|
R3 |
1,269.5 |
1,251.2 |
1,198.6 |
|
R2 |
1,222.1 |
1,222.1 |
1,194.3 |
|
R1 |
1,203.8 |
1,203.8 |
1,189.9 |
1,213.0 |
PP |
1,174.7 |
1,174.7 |
1,174.7 |
1,179.2 |
S1 |
1,156.4 |
1,156.4 |
1,181.3 |
1,165.6 |
S2 |
1,127.3 |
1,127.3 |
1,176.9 |
|
S3 |
1,079.9 |
1,109.0 |
1,172.6 |
|
S4 |
1,032.5 |
1,061.6 |
1,159.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,192.9 |
1,145.5 |
47.4 |
4.0% |
26.4 |
2.2% |
85% |
True |
False |
210,238 |
10 |
1,192.9 |
1,130.4 |
62.5 |
5.3% |
24.8 |
2.1% |
88% |
True |
False |
204,318 |
20 |
1,255.6 |
1,130.4 |
125.2 |
10.6% |
20.6 |
1.7% |
44% |
False |
False |
174,497 |
40 |
1,255.6 |
1,130.4 |
125.2 |
10.6% |
18.2 |
1.5% |
44% |
False |
False |
164,420 |
60 |
1,297.6 |
1,130.4 |
167.2 |
14.1% |
16.8 |
1.4% |
33% |
False |
False |
149,988 |
80 |
1,324.3 |
1,130.4 |
193.9 |
16.4% |
16.0 |
1.4% |
28% |
False |
False |
140,145 |
100 |
1,347.5 |
1,130.4 |
217.1 |
18.3% |
15.8 |
1.3% |
25% |
False |
False |
115,670 |
120 |
1,347.5 |
1,130.4 |
217.1 |
18.3% |
15.3 |
1.3% |
25% |
False |
False |
96,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,392.2 |
2.618 |
1,315.7 |
1.618 |
1,268.8 |
1.000 |
1,239.8 |
0.618 |
1,221.9 |
HIGH |
1,192.9 |
0.618 |
1,175.0 |
0.500 |
1,169.5 |
0.382 |
1,163.9 |
LOW |
1,146.0 |
0.618 |
1,117.0 |
1.000 |
1,099.1 |
1.618 |
1,070.1 |
2.618 |
1,023.2 |
4.250 |
946.7 |
|
|
Fisher Pivots for day following 14-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,180.2 |
1,180.2 |
PP |
1,174.8 |
1,174.8 |
S1 |
1,169.5 |
1,169.5 |
|