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 |
5,490.0 |
5,439.0 |
-51.0 |
-0.9% |
5,552.0 |
High |
5,493.0 |
5,442.0 |
-51.0 |
-0.9% |
5,556.0 |
Low |
5,416.0 |
5,397.0 |
-19.0 |
-0.4% |
5,431.0 |
Close |
5,426.0 |
5,414.0 |
-12.0 |
-0.2% |
5,469.0 |
Range |
77.0 |
45.0 |
-32.0 |
-41.6% |
125.0 |
ATR |
54.1 |
53.5 |
-0.7 |
-1.2% |
0.0 |
Volume |
22,207 |
21,092 |
-1,115 |
-5.0% |
109,349 |
|
Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,552.7 |
5,528.3 |
5,438.8 |
|
R3 |
5,507.7 |
5,483.3 |
5,426.4 |
|
R2 |
5,462.7 |
5,462.7 |
5,422.3 |
|
R1 |
5,438.3 |
5,438.3 |
5,418.1 |
5,428.0 |
PP |
5,417.7 |
5,417.7 |
5,417.7 |
5,412.5 |
S1 |
5,393.3 |
5,393.3 |
5,409.9 |
5,383.0 |
S2 |
5,372.7 |
5,372.7 |
5,405.8 |
|
S3 |
5,327.7 |
5,348.3 |
5,401.6 |
|
S4 |
5,282.7 |
5,303.3 |
5,389.3 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,860.3 |
5,789.7 |
5,537.8 |
|
R3 |
5,735.3 |
5,664.7 |
5,503.4 |
|
R2 |
5,610.3 |
5,610.3 |
5,491.9 |
|
R1 |
5,539.7 |
5,539.7 |
5,480.5 |
5,512.5 |
PP |
5,485.3 |
5,485.3 |
5,485.3 |
5,471.8 |
S1 |
5,414.7 |
5,414.7 |
5,457.5 |
5,387.5 |
S2 |
5,360.3 |
5,360.3 |
5,446.1 |
|
S3 |
5,235.3 |
5,289.7 |
5,434.6 |
|
S4 |
5,110.3 |
5,164.7 |
5,400.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,535.0 |
5,397.0 |
138.0 |
2.5% |
53.8 |
1.0% |
12% |
False |
True |
21,404 |
10 |
5,559.0 |
5,397.0 |
162.0 |
3.0% |
49.3 |
0.9% |
10% |
False |
True |
23,085 |
20 |
5,559.0 |
5,342.0 |
217.0 |
4.0% |
43.3 |
0.8% |
33% |
False |
False |
23,263 |
40 |
5,559.0 |
5,090.0 |
469.0 |
8.7% |
52.4 |
1.0% |
69% |
False |
False |
25,916 |
60 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
48.3 |
0.9% |
56% |
False |
False |
23,794 |
80 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
40.7 |
0.8% |
56% |
False |
False |
17,866 |
100 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
34.8 |
0.6% |
56% |
False |
False |
14,303 |
120 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
29.9 |
0.6% |
56% |
False |
False |
11,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,633.3 |
2.618 |
5,559.8 |
1.618 |
5,514.8 |
1.000 |
5,487.0 |
0.618 |
5,469.8 |
HIGH |
5,442.0 |
0.618 |
5,424.8 |
0.500 |
5,419.5 |
0.382 |
5,414.2 |
LOW |
5,397.0 |
0.618 |
5,369.2 |
1.000 |
5,352.0 |
1.618 |
5,324.2 |
2.618 |
5,279.2 |
4.250 |
5,205.8 |
|
|
Fisher Pivots for day following 18-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
5,419.5 |
5,445.0 |
PP |
5,417.7 |
5,434.7 |
S1 |
5,415.8 |
5,424.3 |
|