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 |
1,185.5 |
1,185.6 |
0.1 |
0.0% |
1,176.8 |
High |
1,193.6 |
1,204.1 |
10.5 |
0.9% |
1,192.9 |
Low |
1,180.8 |
1,182.7 |
1.9 |
0.2% |
1,145.5 |
Close |
1,183.5 |
1,197.1 |
13.6 |
1.1% |
1,185.6 |
Range |
12.8 |
21.4 |
8.6 |
67.2% |
47.4 |
ATR |
21.2 |
21.3 |
0.0 |
0.1% |
0.0 |
Volume |
199,521 |
170,800 |
-28,721 |
-14.4% |
1,051,193 |
|
Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,258.8 |
1,249.4 |
1,208.9 |
|
R3 |
1,237.4 |
1,228.0 |
1,203.0 |
|
R2 |
1,216.0 |
1,216.0 |
1,201.0 |
|
R1 |
1,206.6 |
1,206.6 |
1,199.1 |
1,211.3 |
PP |
1,194.6 |
1,194.6 |
1,194.6 |
1,197.0 |
S1 |
1,185.2 |
1,185.2 |
1,195.1 |
1,189.9 |
S2 |
1,173.2 |
1,173.2 |
1,193.2 |
|
S3 |
1,151.8 |
1,163.8 |
1,191.2 |
|
S4 |
1,130.4 |
1,142.4 |
1,185.3 |
|
|
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 |
1,204.1 |
1,146.0 |
58.1 |
4.9% |
21.7 |
1.8% |
88% |
True |
False |
207,050 |
10 |
1,204.1 |
1,130.4 |
73.7 |
6.2% |
25.9 |
2.2% |
91% |
True |
False |
214,919 |
20 |
1,250.2 |
1,130.4 |
119.8 |
10.0% |
21.1 |
1.8% |
56% |
False |
False |
180,645 |
40 |
1,255.6 |
1,130.4 |
125.2 |
10.5% |
18.2 |
1.5% |
53% |
False |
False |
166,397 |
60 |
1,297.6 |
1,130.4 |
167.2 |
14.0% |
17.1 |
1.4% |
40% |
False |
False |
153,736 |
80 |
1,324.3 |
1,130.4 |
193.9 |
16.2% |
16.1 |
1.3% |
34% |
False |
False |
143,532 |
100 |
1,347.5 |
1,130.4 |
217.1 |
18.1% |
16.0 |
1.3% |
31% |
False |
False |
119,266 |
120 |
1,347.5 |
1,130.4 |
217.1 |
18.1% |
15.4 |
1.3% |
31% |
False |
False |
99,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,295.1 |
2.618 |
1,260.1 |
1.618 |
1,238.7 |
1.000 |
1,225.5 |
0.618 |
1,217.3 |
HIGH |
1,204.1 |
0.618 |
1,195.9 |
0.500 |
1,193.4 |
0.382 |
1,190.9 |
LOW |
1,182.7 |
0.618 |
1,169.5 |
1.000 |
1,161.3 |
1.618 |
1,148.1 |
2.618 |
1,126.7 |
4.250 |
1,091.8 |
|
|
Fisher Pivots for day following 18-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,195.9 |
1,189.8 |
PP |
1,194.6 |
1,182.4 |
S1 |
1,193.4 |
1,175.1 |
|