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 |
9,173.0 |
9,323.5 |
150.5 |
1.6% |
9,301.0 |
High |
9,333.0 |
9,489.5 |
156.5 |
1.7% |
9,400.0 |
Low |
9,125.0 |
9,313.0 |
188.0 |
2.1% |
9,166.5 |
Close |
9,305.5 |
9,454.5 |
149.0 |
1.6% |
9,243.0 |
Range |
208.0 |
176.5 |
-31.5 |
-15.1% |
233.5 |
ATR |
176.5 |
177.0 |
0.5 |
0.3% |
0.0 |
Volume |
107,761 |
107,742 |
-19 |
0.0% |
555,163 |
|
Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,948.5 |
9,878.0 |
9,551.6 |
|
R3 |
9,772.0 |
9,701.5 |
9,503.0 |
|
R2 |
9,595.5 |
9,595.5 |
9,486.9 |
|
R1 |
9,525.0 |
9,525.0 |
9,470.7 |
9,560.3 |
PP |
9,419.0 |
9,419.0 |
9,419.0 |
9,436.6 |
S1 |
9,348.5 |
9,348.5 |
9,438.3 |
9,383.8 |
S2 |
9,242.5 |
9,242.5 |
9,422.1 |
|
S3 |
9,066.0 |
9,172.0 |
9,406.0 |
|
S4 |
8,889.5 |
8,995.5 |
9,357.4 |
|
|
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 |
9,489.5 |
9,125.0 |
364.5 |
3.9% |
161.8 |
1.7% |
90% |
True |
False |
112,682 |
10 |
9,489.5 |
9,125.0 |
364.5 |
3.9% |
153.8 |
1.6% |
90% |
True |
False |
113,923 |
20 |
9,489.5 |
8,817.0 |
672.5 |
7.1% |
162.0 |
1.7% |
95% |
True |
False |
119,706 |
40 |
9,750.0 |
8,350.0 |
1,400.0 |
14.8% |
186.1 |
2.0% |
79% |
False |
False |
136,658 |
60 |
9,896.0 |
8,350.0 |
1,546.0 |
16.4% |
160.3 |
1.7% |
71% |
False |
False |
101,538 |
80 |
9,896.0 |
8,350.0 |
1,546.0 |
16.4% |
155.3 |
1.6% |
71% |
False |
False |
76,255 |
100 |
10,051.0 |
8,350.0 |
1,701.0 |
18.0% |
145.9 |
1.5% |
65% |
False |
False |
61,050 |
120 |
10,057.5 |
8,350.0 |
1,707.5 |
18.1% |
132.0 |
1.4% |
65% |
False |
False |
50,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,239.6 |
2.618 |
9,951.6 |
1.618 |
9,775.1 |
1.000 |
9,666.0 |
0.618 |
9,598.6 |
HIGH |
9,489.5 |
0.618 |
9,422.1 |
0.500 |
9,401.3 |
0.382 |
9,380.4 |
LOW |
9,313.0 |
0.618 |
9,203.9 |
1.000 |
9,136.5 |
1.618 |
9,027.4 |
2.618 |
8,850.9 |
4.250 |
8,562.9 |
|
|
Fisher Pivots for day following 18-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
9,436.8 |
9,405.4 |
PP |
9,419.0 |
9,356.3 |
S1 |
9,401.3 |
9,307.3 |
|