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 |
9,323.5 |
9,465.5 |
142.0 |
1.5% |
9,301.0 |
High |
9,489.5 |
9,523.5 |
34.0 |
0.4% |
9,400.0 |
Low |
9,313.0 |
9,436.0 |
123.0 |
1.3% |
9,166.5 |
Close |
9,454.5 |
9,462.0 |
7.5 |
0.1% |
9,243.0 |
Range |
176.5 |
87.5 |
-89.0 |
-50.4% |
233.5 |
ATR |
177.0 |
170.7 |
-6.4 |
-3.6% |
0.0 |
Volume |
107,742 |
104,382 |
-3,360 |
-3.1% |
555,163 |
|
Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,736.3 |
9,686.7 |
9,510.1 |
|
R3 |
9,648.8 |
9,599.2 |
9,486.1 |
|
R2 |
9,561.3 |
9,561.3 |
9,478.0 |
|
R1 |
9,511.7 |
9,511.7 |
9,470.0 |
9,492.8 |
PP |
9,473.8 |
9,473.8 |
9,473.8 |
9,464.4 |
S1 |
9,424.2 |
9,424.2 |
9,454.0 |
9,405.3 |
S2 |
9,386.3 |
9,386.3 |
9,446.0 |
|
S3 |
9,298.8 |
9,336.7 |
9,437.9 |
|
S4 |
9,211.3 |
9,249.2 |
9,413.9 |
|
|
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 |
9,523.5 |
9,125.0 |
398.5 |
4.2% |
144.9 |
1.5% |
85% |
True |
False |
106,997 |
10 |
9,523.5 |
9,125.0 |
398.5 |
4.2% |
151.7 |
1.6% |
85% |
True |
False |
112,758 |
20 |
9,523.5 |
8,817.0 |
706.5 |
7.5% |
160.3 |
1.7% |
91% |
True |
False |
117,852 |
40 |
9,725.0 |
8,350.0 |
1,375.0 |
14.5% |
183.8 |
1.9% |
81% |
False |
False |
136,524 |
60 |
9,896.0 |
8,350.0 |
1,546.0 |
16.3% |
160.1 |
1.7% |
72% |
False |
False |
103,275 |
80 |
9,896.0 |
8,350.0 |
1,546.0 |
16.3% |
154.8 |
1.6% |
72% |
False |
False |
77,556 |
100 |
10,051.0 |
8,350.0 |
1,701.0 |
18.0% |
146.0 |
1.5% |
65% |
False |
False |
62,092 |
120 |
10,057.5 |
8,350.0 |
1,707.5 |
18.0% |
132.4 |
1.4% |
65% |
False |
False |
51,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,895.4 |
2.618 |
9,752.6 |
1.618 |
9,665.1 |
1.000 |
9,611.0 |
0.618 |
9,577.6 |
HIGH |
9,523.5 |
0.618 |
9,490.1 |
0.500 |
9,479.8 |
0.382 |
9,469.4 |
LOW |
9,436.0 |
0.618 |
9,381.9 |
1.000 |
9,348.5 |
1.618 |
9,294.4 |
2.618 |
9,206.9 |
4.250 |
9,064.1 |
|
|
Fisher Pivots for day following 19-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
9,479.8 |
9,416.1 |
PP |
9,473.8 |
9,370.2 |
S1 |
9,467.9 |
9,324.3 |
|