Trading Metrics calculated at close of trading on 21-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
9,466.0 |
9,509.5 |
43.5 |
0.5% |
9,173.0 |
High |
9,490.5 |
9,737.5 |
247.0 |
2.6% |
9,737.5 |
Low |
9,377.5 |
9,507.0 |
129.5 |
1.4% |
9,125.0 |
Close |
9,486.5 |
9,732.0 |
245.5 |
2.6% |
9,732.0 |
Range |
113.0 |
230.5 |
117.5 |
104.0% |
612.5 |
ATR |
166.5 |
172.6 |
6.0 |
3.6% |
0.0 |
Volume |
162,340 |
105,993 |
-56,347 |
-34.7% |
588,218 |
|
Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,350.3 |
10,271.7 |
9,858.8 |
|
R3 |
10,119.8 |
10,041.2 |
9,795.4 |
|
R2 |
9,889.3 |
9,889.3 |
9,774.3 |
|
R1 |
9,810.7 |
9,810.7 |
9,753.1 |
9,850.0 |
PP |
9,658.8 |
9,658.8 |
9,658.8 |
9,678.5 |
S1 |
9,580.2 |
9,580.2 |
9,710.9 |
9,619.5 |
S2 |
9,428.3 |
9,428.3 |
9,689.7 |
|
S3 |
9,197.8 |
9,349.7 |
9,668.6 |
|
S4 |
8,967.3 |
9,119.2 |
9,605.2 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,369.0 |
11,163.0 |
10,068.9 |
|
R3 |
10,756.5 |
10,550.5 |
9,900.4 |
|
R2 |
10,144.0 |
10,144.0 |
9,844.3 |
|
R1 |
9,938.0 |
9,938.0 |
9,788.1 |
10,041.0 |
PP |
9,531.5 |
9,531.5 |
9,531.5 |
9,583.0 |
S1 |
9,325.5 |
9,325.5 |
9,675.9 |
9,428.5 |
S2 |
8,919.0 |
8,919.0 |
9,619.7 |
|
S3 |
8,306.5 |
8,713.0 |
9,563.6 |
|
S4 |
7,694.0 |
8,100.5 |
9,395.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,737.5 |
9,125.0 |
612.5 |
6.3% |
163.1 |
1.7% |
99% |
True |
False |
117,643 |
10 |
9,737.5 |
9,125.0 |
612.5 |
6.3% |
145.0 |
1.5% |
99% |
True |
False |
114,338 |
20 |
9,737.5 |
8,835.0 |
902.5 |
9.3% |
160.1 |
1.6% |
99% |
True |
False |
119,097 |
40 |
9,737.5 |
8,350.0 |
1,387.5 |
14.3% |
182.3 |
1.9% |
100% |
True |
False |
136,744 |
60 |
9,896.0 |
8,350.0 |
1,546.0 |
15.9% |
162.6 |
1.7% |
89% |
False |
False |
107,662 |
80 |
9,896.0 |
8,350.0 |
1,546.0 |
15.9% |
156.0 |
1.6% |
89% |
False |
False |
80,905 |
100 |
10,051.0 |
8,350.0 |
1,701.0 |
17.5% |
148.1 |
1.5% |
81% |
False |
False |
64,772 |
120 |
10,057.5 |
8,350.0 |
1,707.5 |
17.5% |
134.5 |
1.4% |
81% |
False |
False |
54,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,717.1 |
2.618 |
10,340.9 |
1.618 |
10,110.4 |
1.000 |
9,968.0 |
0.618 |
9,879.9 |
HIGH |
9,737.5 |
0.618 |
9,649.4 |
0.500 |
9,622.3 |
0.382 |
9,595.1 |
LOW |
9,507.0 |
0.618 |
9,364.6 |
1.000 |
9,276.5 |
1.618 |
9,134.1 |
2.618 |
8,903.6 |
4.250 |
8,527.4 |
|
|
Fisher Pivots for day following 21-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
9,695.4 |
9,673.8 |
PP |
9,658.8 |
9,615.7 |
S1 |
9,622.3 |
9,557.5 |
|