Trading Metrics calculated at close of trading on 17-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
1,161.8 |
1,185.5 |
23.7 |
2.0% |
1,176.8 |
High |
1,192.9 |
1,193.6 |
0.7 |
0.1% |
1,192.9 |
Low |
1,146.0 |
1,180.8 |
34.8 |
3.0% |
1,145.5 |
Close |
1,185.6 |
1,183.5 |
-2.1 |
-0.2% |
1,185.6 |
Range |
46.9 |
12.8 |
-34.1 |
-72.7% |
47.4 |
ATR |
21.9 |
21.2 |
-0.6 |
-3.0% |
0.0 |
Volume |
293,650 |
199,521 |
-94,129 |
-32.1% |
1,051,193 |
|
Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,224.4 |
1,216.7 |
1,190.5 |
|
R3 |
1,211.6 |
1,203.9 |
1,187.0 |
|
R2 |
1,198.8 |
1,198.8 |
1,185.8 |
|
R1 |
1,191.1 |
1,191.1 |
1,184.7 |
1,188.6 |
PP |
1,186.0 |
1,186.0 |
1,186.0 |
1,184.7 |
S1 |
1,178.3 |
1,178.3 |
1,182.3 |
1,175.8 |
S2 |
1,173.2 |
1,173.2 |
1,181.2 |
|
S3 |
1,160.4 |
1,165.5 |
1,180.0 |
|
S4 |
1,147.6 |
1,152.7 |
1,176.5 |
|
|
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 |
1,193.6 |
1,145.5 |
48.1 |
4.1% |
22.8 |
1.9% |
79% |
True |
False |
210,352 |
10 |
1,193.6 |
1,130.4 |
63.2 |
5.3% |
24.9 |
2.1% |
84% |
True |
False |
211,327 |
20 |
1,255.6 |
1,130.4 |
125.2 |
10.6% |
20.5 |
1.7% |
42% |
False |
False |
179,659 |
40 |
1,255.6 |
1,130.4 |
125.2 |
10.6% |
18.2 |
1.5% |
42% |
False |
False |
165,957 |
60 |
1,297.6 |
1,130.4 |
167.2 |
14.1% |
16.8 |
1.4% |
32% |
False |
False |
151,784 |
80 |
1,324.3 |
1,130.4 |
193.9 |
16.4% |
16.0 |
1.3% |
27% |
False |
False |
142,118 |
100 |
1,347.5 |
1,130.4 |
217.1 |
18.3% |
15.8 |
1.3% |
24% |
False |
False |
117,593 |
120 |
1,347.5 |
1,130.4 |
217.1 |
18.3% |
15.4 |
1.3% |
24% |
False |
False |
98,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,248.0 |
2.618 |
1,227.1 |
1.618 |
1,214.3 |
1.000 |
1,206.4 |
0.618 |
1,201.5 |
HIGH |
1,193.6 |
0.618 |
1,188.7 |
0.500 |
1,187.2 |
0.382 |
1,185.7 |
LOW |
1,180.8 |
0.618 |
1,172.9 |
1.000 |
1,168.0 |
1.618 |
1,160.1 |
2.618 |
1,147.3 |
4.250 |
1,126.4 |
|
|
Fisher Pivots for day following 17-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,187.2 |
1,178.9 |
PP |
1,186.0 |
1,174.4 |
S1 |
1,184.7 |
1,169.8 |
|