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 |
5,439.0 |
5,427.0 |
-12.0 |
-0.2% |
5,552.0 |
High |
5,442.0 |
5,429.0 |
-13.0 |
-0.2% |
5,556.0 |
Low |
5,397.0 |
5,372.0 |
-25.0 |
-0.5% |
5,431.0 |
Close |
5,414.0 |
5,375.0 |
-39.0 |
-0.7% |
5,469.0 |
Range |
45.0 |
57.0 |
12.0 |
26.7% |
125.0 |
ATR |
53.5 |
53.7 |
0.3 |
0.5% |
0.0 |
Volume |
21,092 |
23,551 |
2,459 |
11.7% |
109,349 |
|
Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,563.0 |
5,526.0 |
5,406.4 |
|
R3 |
5,506.0 |
5,469.0 |
5,390.7 |
|
R2 |
5,449.0 |
5,449.0 |
5,385.5 |
|
R1 |
5,412.0 |
5,412.0 |
5,380.2 |
5,402.0 |
PP |
5,392.0 |
5,392.0 |
5,392.0 |
5,387.0 |
S1 |
5,355.0 |
5,355.0 |
5,369.8 |
5,345.0 |
S2 |
5,335.0 |
5,335.0 |
5,364.6 |
|
S3 |
5,278.0 |
5,298.0 |
5,359.3 |
|
S4 |
5,221.0 |
5,241.0 |
5,343.7 |
|
|
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 |
5,493.0 |
5,372.0 |
121.0 |
2.3% |
53.0 |
1.0% |
2% |
False |
True |
21,515 |
10 |
5,559.0 |
5,372.0 |
187.0 |
3.5% |
50.2 |
0.9% |
2% |
False |
True |
23,369 |
20 |
5,559.0 |
5,342.0 |
217.0 |
4.0% |
44.3 |
0.8% |
15% |
False |
False |
23,125 |
40 |
5,559.0 |
5,090.0 |
469.0 |
8.7% |
53.0 |
1.0% |
61% |
False |
False |
25,901 |
60 |
5,665.0 |
5,090.0 |
575.0 |
10.7% |
49.0 |
0.9% |
50% |
False |
False |
24,186 |
80 |
5,665.0 |
5,090.0 |
575.0 |
10.7% |
40.9 |
0.8% |
50% |
False |
False |
18,159 |
100 |
5,665.0 |
5,090.0 |
575.0 |
10.7% |
35.3 |
0.7% |
50% |
False |
False |
14,538 |
120 |
5,665.0 |
5,090.0 |
575.0 |
10.7% |
30.3 |
0.6% |
50% |
False |
False |
12,118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,671.3 |
2.618 |
5,578.2 |
1.618 |
5,521.2 |
1.000 |
5,486.0 |
0.618 |
5,464.2 |
HIGH |
5,429.0 |
0.618 |
5,407.2 |
0.500 |
5,400.5 |
0.382 |
5,393.8 |
LOW |
5,372.0 |
0.618 |
5,336.8 |
1.000 |
5,315.0 |
1.618 |
5,279.8 |
2.618 |
5,222.8 |
4.250 |
5,129.8 |
|
|
Fisher Pivots for day following 19-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
5,400.5 |
5,432.5 |
PP |
5,392.0 |
5,413.3 |
S1 |
5,383.5 |
5,394.2 |
|