Trading Metrics calculated at close of trading on 20-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
9,465.5 |
9,466.0 |
0.5 |
0.0% |
9,301.0 |
High |
9,523.5 |
9,490.5 |
-33.0 |
-0.3% |
9,400.0 |
Low |
9,436.0 |
9,377.5 |
-58.5 |
-0.6% |
9,166.5 |
Close |
9,462.0 |
9,486.5 |
24.5 |
0.3% |
9,243.0 |
Range |
87.5 |
113.0 |
25.5 |
29.1% |
233.5 |
ATR |
170.7 |
166.5 |
-4.1 |
-2.4% |
0.0 |
Volume |
104,382 |
162,340 |
57,958 |
55.5% |
555,163 |
|
Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,790.5 |
9,751.5 |
9,548.7 |
|
R3 |
9,677.5 |
9,638.5 |
9,517.6 |
|
R2 |
9,564.5 |
9,564.5 |
9,507.2 |
|
R1 |
9,525.5 |
9,525.5 |
9,496.9 |
9,545.0 |
PP |
9,451.5 |
9,451.5 |
9,451.5 |
9,461.3 |
S1 |
9,412.5 |
9,412.5 |
9,476.1 |
9,432.0 |
S2 |
9,338.5 |
9,338.5 |
9,465.8 |
|
S3 |
9,225.5 |
9,299.5 |
9,455.4 |
|
S4 |
9,112.5 |
9,186.5 |
9,424.4 |
|
|
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 |
9,523.5 |
9,125.0 |
398.5 |
4.2% |
138.6 |
1.5% |
91% |
False |
False |
118,097 |
10 |
9,523.5 |
9,125.0 |
398.5 |
4.2% |
142.7 |
1.5% |
91% |
False |
False |
113,648 |
20 |
9,523.5 |
8,835.0 |
688.5 |
7.3% |
153.1 |
1.6% |
95% |
False |
False |
120,943 |
40 |
9,725.0 |
8,350.0 |
1,375.0 |
14.5% |
182.9 |
1.9% |
83% |
False |
False |
137,012 |
60 |
9,896.0 |
8,350.0 |
1,546.0 |
16.3% |
159.5 |
1.7% |
74% |
False |
False |
105,955 |
80 |
9,896.0 |
8,350.0 |
1,546.0 |
16.3% |
154.7 |
1.6% |
74% |
False |
False |
79,583 |
100 |
10,051.0 |
8,350.0 |
1,701.0 |
17.9% |
146.2 |
1.5% |
67% |
False |
False |
63,713 |
120 |
10,057.5 |
8,350.0 |
1,707.5 |
18.0% |
133.0 |
1.4% |
67% |
False |
False |
53,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,970.8 |
2.618 |
9,786.3 |
1.618 |
9,673.3 |
1.000 |
9,603.5 |
0.618 |
9,560.3 |
HIGH |
9,490.5 |
0.618 |
9,447.3 |
0.500 |
9,434.0 |
0.382 |
9,420.7 |
LOW |
9,377.5 |
0.618 |
9,307.7 |
1.000 |
9,264.5 |
1.618 |
9,194.7 |
2.618 |
9,081.7 |
4.250 |
8,897.3 |
|
|
Fisher Pivots for day following 20-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
9,469.0 |
9,463.8 |
PP |
9,451.5 |
9,441.0 |
S1 |
9,434.0 |
9,418.3 |
|