Trading Metrics calculated at close of trading on 21-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
3,115.0 |
3,102.0 |
-13.0 |
-0.4% |
3,030.0 |
High |
3,120.0 |
3,193.0 |
73.0 |
2.3% |
3,193.0 |
Low |
3,069.0 |
3,102.0 |
33.0 |
1.1% |
3,016.0 |
Close |
3,098.0 |
3,190.0 |
92.0 |
3.0% |
3,190.0 |
Range |
51.0 |
91.0 |
40.0 |
78.4% |
177.0 |
ATR |
60.8 |
63.2 |
2.4 |
4.0% |
0.0 |
Volume |
1,734,572 |
1,108,284 |
-626,288 |
-36.1% |
5,630,093 |
|
Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,434.7 |
3,403.3 |
3,240.1 |
|
R3 |
3,343.7 |
3,312.3 |
3,215.0 |
|
R2 |
3,252.7 |
3,252.7 |
3,206.7 |
|
R1 |
3,221.3 |
3,221.3 |
3,198.3 |
3,237.0 |
PP |
3,161.7 |
3,161.7 |
3,161.7 |
3,169.5 |
S1 |
3,130.3 |
3,130.3 |
3,181.7 |
3,146.0 |
S2 |
3,070.7 |
3,070.7 |
3,173.3 |
|
S3 |
2,979.7 |
3,039.3 |
3,165.0 |
|
S4 |
2,888.7 |
2,948.3 |
3,140.0 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,664.0 |
3,604.0 |
3,287.4 |
|
R3 |
3,487.0 |
3,427.0 |
3,238.7 |
|
R2 |
3,310.0 |
3,310.0 |
3,222.5 |
|
R1 |
3,250.0 |
3,250.0 |
3,206.2 |
3,280.0 |
PP |
3,133.0 |
3,133.0 |
3,133.0 |
3,148.0 |
S1 |
3,073.0 |
3,073.0 |
3,173.8 |
3,103.0 |
S2 |
2,956.0 |
2,956.0 |
3,157.6 |
|
S3 |
2,779.0 |
2,896.0 |
3,141.3 |
|
S4 |
2,602.0 |
2,719.0 |
3,092.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,193.0 |
3,016.0 |
177.0 |
5.5% |
59.4 |
1.9% |
98% |
True |
False |
1,126,018 |
10 |
3,193.0 |
3,016.0 |
177.0 |
5.5% |
53.1 |
1.7% |
98% |
True |
False |
1,012,632 |
20 |
3,193.0 |
2,954.0 |
239.0 |
7.5% |
59.9 |
1.9% |
99% |
True |
False |
1,058,359 |
40 |
3,228.0 |
2,771.0 |
457.0 |
14.3% |
68.4 |
2.1% |
92% |
False |
False |
1,301,463 |
60 |
3,293.0 |
2,771.0 |
522.0 |
16.4% |
59.7 |
1.9% |
80% |
False |
False |
1,073,375 |
80 |
3,293.0 |
2,771.0 |
522.0 |
16.4% |
55.1 |
1.7% |
80% |
False |
False |
809,277 |
100 |
3,293.0 |
2,771.0 |
522.0 |
16.4% |
52.3 |
1.6% |
80% |
False |
False |
647,658 |
120 |
3,306.0 |
2,771.0 |
535.0 |
16.8% |
48.1 |
1.5% |
78% |
False |
False |
539,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,579.8 |
2.618 |
3,431.2 |
1.618 |
3,340.2 |
1.000 |
3,284.0 |
0.618 |
3,249.2 |
HIGH |
3,193.0 |
0.618 |
3,158.2 |
0.500 |
3,147.5 |
0.382 |
3,136.8 |
LOW |
3,102.0 |
0.618 |
3,045.8 |
1.000 |
3,011.0 |
1.618 |
2,954.8 |
2.618 |
2,863.8 |
4.250 |
2,715.3 |
|
|
Fisher Pivots for day following 21-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
3,175.8 |
3,170.3 |
PP |
3,161.7 |
3,150.7 |
S1 |
3,147.5 |
3,131.0 |
|