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 |
1,185.6 |
1,196.5 |
10.9 |
0.9% |
1,176.8 |
High |
1,204.1 |
1,201.7 |
-2.4 |
-0.2% |
1,192.9 |
Low |
1,182.7 |
1,173.9 |
-8.8 |
-0.7% |
1,145.5 |
Close |
1,197.1 |
1,193.9 |
-3.2 |
-0.3% |
1,185.6 |
Range |
21.4 |
27.8 |
6.4 |
29.9% |
47.4 |
ATR |
21.3 |
21.7 |
0.5 |
2.2% |
0.0 |
Volume |
170,800 |
265,864 |
95,064 |
55.7% |
1,051,193 |
|
Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,273.2 |
1,261.4 |
1,209.2 |
|
R3 |
1,245.4 |
1,233.6 |
1,201.5 |
|
R2 |
1,217.6 |
1,217.6 |
1,199.0 |
|
R1 |
1,205.8 |
1,205.8 |
1,196.4 |
1,197.8 |
PP |
1,189.8 |
1,189.8 |
1,189.8 |
1,185.9 |
S1 |
1,178.0 |
1,178.0 |
1,191.4 |
1,170.0 |
S2 |
1,162.0 |
1,162.0 |
1,188.8 |
|
S3 |
1,134.2 |
1,150.2 |
1,186.3 |
|
S4 |
1,106.4 |
1,122.4 |
1,178.6 |
|
|
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% |
24.7 |
2.1% |
82% |
False |
False |
223,506 |
10 |
1,204.1 |
1,130.4 |
73.7 |
6.2% |
25.4 |
2.1% |
86% |
False |
False |
215,394 |
20 |
1,244.9 |
1,130.4 |
114.5 |
9.6% |
22.0 |
1.8% |
55% |
False |
False |
188,268 |
40 |
1,255.6 |
1,130.4 |
125.2 |
10.5% |
18.6 |
1.6% |
51% |
False |
False |
169,758 |
60 |
1,297.6 |
1,130.4 |
167.2 |
14.0% |
17.3 |
1.4% |
38% |
False |
False |
156,436 |
80 |
1,324.3 |
1,130.4 |
193.9 |
16.2% |
16.3 |
1.4% |
33% |
False |
False |
144,970 |
100 |
1,347.5 |
1,130.4 |
217.1 |
18.2% |
16.1 |
1.3% |
29% |
False |
False |
121,894 |
120 |
1,347.5 |
1,130.4 |
217.1 |
18.2% |
15.6 |
1.3% |
29% |
False |
False |
102,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,319.9 |
2.618 |
1,274.5 |
1.618 |
1,246.7 |
1.000 |
1,229.5 |
0.618 |
1,218.9 |
HIGH |
1,201.7 |
0.618 |
1,191.1 |
0.500 |
1,187.8 |
0.382 |
1,184.5 |
LOW |
1,173.9 |
0.618 |
1,156.7 |
1.000 |
1,146.1 |
1.618 |
1,128.9 |
2.618 |
1,101.1 |
4.250 |
1,055.8 |
|
|
Fisher Pivots for day following 19-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,191.9 |
1,192.3 |
PP |
1,189.8 |
1,190.6 |
S1 |
1,187.8 |
1,189.0 |
|