Trading Metrics calculated at close of trading on 17-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
9,260.0 |
9,173.0 |
-87.0 |
-0.9% |
9,301.0 |
High |
9,290.0 |
9,333.0 |
43.0 |
0.5% |
9,400.0 |
Low |
9,182.0 |
9,125.0 |
-57.0 |
-0.6% |
9,166.5 |
Close |
9,243.0 |
9,305.5 |
62.5 |
0.7% |
9,243.0 |
Range |
108.0 |
208.0 |
100.0 |
92.6% |
233.5 |
ATR |
174.1 |
176.5 |
2.4 |
1.4% |
0.0 |
Volume |
108,261 |
107,761 |
-500 |
-0.5% |
555,163 |
|
Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,878.5 |
9,800.0 |
9,419.9 |
|
R3 |
9,670.5 |
9,592.0 |
9,362.7 |
|
R2 |
9,462.5 |
9,462.5 |
9,343.6 |
|
R1 |
9,384.0 |
9,384.0 |
9,324.6 |
9,423.3 |
PP |
9,254.5 |
9,254.5 |
9,254.5 |
9,274.1 |
S1 |
9,176.0 |
9,176.0 |
9,286.4 |
9,215.3 |
S2 |
9,046.5 |
9,046.5 |
9,267.4 |
|
S3 |
8,838.5 |
8,968.0 |
9,248.3 |
|
S4 |
8,630.5 |
8,760.0 |
9,191.1 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,970.3 |
9,840.2 |
9,371.4 |
|
R3 |
9,736.8 |
9,606.7 |
9,307.2 |
|
R2 |
9,503.3 |
9,503.3 |
9,285.8 |
|
R1 |
9,373.2 |
9,373.2 |
9,264.4 |
9,321.5 |
PP |
9,269.8 |
9,269.8 |
9,269.8 |
9,244.0 |
S1 |
9,139.7 |
9,139.7 |
9,221.6 |
9,088.0 |
S2 |
9,036.3 |
9,036.3 |
9,200.2 |
|
S3 |
8,802.8 |
8,906.2 |
9,178.8 |
|
S4 |
8,569.3 |
8,672.7 |
9,114.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,400.0 |
9,125.0 |
275.0 |
3.0% |
142.1 |
1.5% |
66% |
False |
True |
116,723 |
10 |
9,469.0 |
9,125.0 |
344.0 |
3.7% |
153.4 |
1.6% |
52% |
False |
True |
114,752 |
20 |
9,469.0 |
8,641.5 |
827.5 |
8.9% |
168.4 |
1.8% |
80% |
False |
False |
120,248 |
40 |
9,817.0 |
8,350.0 |
1,467.0 |
15.8% |
184.0 |
2.0% |
65% |
False |
False |
137,171 |
60 |
9,896.0 |
8,350.0 |
1,546.0 |
16.6% |
159.3 |
1.7% |
62% |
False |
False |
99,746 |
80 |
9,896.0 |
8,350.0 |
1,546.0 |
16.6% |
155.2 |
1.7% |
62% |
False |
False |
74,910 |
100 |
10,051.0 |
8,350.0 |
1,701.0 |
18.3% |
144.5 |
1.6% |
56% |
False |
False |
59,973 |
120 |
10,057.5 |
8,350.0 |
1,707.5 |
18.3% |
130.8 |
1.4% |
56% |
False |
False |
49,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,217.0 |
2.618 |
9,877.5 |
1.618 |
9,669.5 |
1.000 |
9,541.0 |
0.618 |
9,461.5 |
HIGH |
9,333.0 |
0.618 |
9,253.5 |
0.500 |
9,229.0 |
0.382 |
9,204.5 |
LOW |
9,125.0 |
0.618 |
8,996.5 |
1.000 |
8,917.0 |
1.618 |
8,788.5 |
2.618 |
8,580.5 |
4.250 |
8,241.0 |
|
|
Fisher Pivots for day following 17-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
9,280.0 |
9,280.0 |
PP |
9,254.5 |
9,254.5 |
S1 |
9,229.0 |
9,229.0 |
|