Trading Metrics calculated at close of trading on 20-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
1,196.5 |
1,183.1 |
-13.4 |
-1.1% |
1,176.8 |
High |
1,201.7 |
1,196.6 |
-5.1 |
-0.4% |
1,192.9 |
Low |
1,173.9 |
1,176.2 |
2.3 |
0.2% |
1,145.5 |
Close |
1,193.9 |
1,190.9 |
-3.0 |
-0.3% |
1,185.6 |
Range |
27.8 |
20.4 |
-7.4 |
-26.6% |
47.4 |
ATR |
21.7 |
21.6 |
-0.1 |
-0.4% |
0.0 |
Volume |
265,864 |
187,475 |
-78,389 |
-29.5% |
1,051,193 |
|
Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,249.1 |
1,240.4 |
1,202.1 |
|
R3 |
1,228.7 |
1,220.0 |
1,196.5 |
|
R2 |
1,208.3 |
1,208.3 |
1,194.6 |
|
R1 |
1,199.6 |
1,199.6 |
1,192.8 |
1,204.0 |
PP |
1,187.9 |
1,187.9 |
1,187.9 |
1,190.1 |
S1 |
1,179.2 |
1,179.2 |
1,189.0 |
1,183.6 |
S2 |
1,167.5 |
1,167.5 |
1,187.2 |
|
S3 |
1,147.1 |
1,158.8 |
1,185.3 |
|
S4 |
1,126.7 |
1,138.4 |
1,179.7 |
|
|
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% |
25.9 |
2.2% |
77% |
False |
False |
223,462 |
10 |
1,204.1 |
1,130.4 |
73.7 |
6.2% |
26.3 |
2.2% |
82% |
False |
False |
217,285 |
20 |
1,235.5 |
1,130.4 |
105.1 |
8.8% |
22.1 |
1.9% |
58% |
False |
False |
190,639 |
40 |
1,255.6 |
1,130.4 |
125.2 |
10.5% |
18.6 |
1.6% |
48% |
False |
False |
169,786 |
60 |
1,297.6 |
1,130.4 |
167.2 |
14.0% |
17.5 |
1.5% |
36% |
False |
False |
158,440 |
80 |
1,324.3 |
1,130.4 |
193.9 |
16.3% |
16.4 |
1.4% |
31% |
False |
False |
145,677 |
100 |
1,347.5 |
1,130.4 |
217.1 |
18.2% |
16.2 |
1.4% |
28% |
False |
False |
123,729 |
120 |
1,347.5 |
1,130.4 |
217.1 |
18.2% |
15.7 |
1.3% |
28% |
False |
False |
103,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,283.3 |
2.618 |
1,250.0 |
1.618 |
1,229.6 |
1.000 |
1,217.0 |
0.618 |
1,209.2 |
HIGH |
1,196.6 |
0.618 |
1,188.8 |
0.500 |
1,186.4 |
0.382 |
1,184.0 |
LOW |
1,176.2 |
0.618 |
1,163.6 |
1.000 |
1,155.8 |
1.618 |
1,143.2 |
2.618 |
1,122.8 |
4.250 |
1,089.5 |
|
|
Fisher Pivots for day following 20-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,189.4 |
1,190.3 |
PP |
1,187.9 |
1,189.6 |
S1 |
1,186.4 |
1,189.0 |
|