Trading Metrics calculated at close of trading on 12-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
16,960 |
17,365 |
405 |
2.4% |
17,110 |
High |
17,395 |
17,490 |
95 |
0.5% |
17,480 |
Low |
16,900 |
17,075 |
175 |
1.0% |
16,720 |
Close |
17,260 |
17,285 |
25 |
0.1% |
16,820 |
Range |
495 |
415 |
-80 |
-16.2% |
760 |
ATR |
391 |
392 |
2 |
0.4% |
0 |
Volume |
20,528 |
23,886 |
3,358 |
16.4% |
152,725 |
|
Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,528 |
18,322 |
17,513 |
|
R3 |
18,113 |
17,907 |
17,399 |
|
R2 |
17,698 |
17,698 |
17,361 |
|
R1 |
17,492 |
17,492 |
17,323 |
17,388 |
PP |
17,283 |
17,283 |
17,283 |
17,231 |
S1 |
17,077 |
17,077 |
17,247 |
16,973 |
S2 |
16,868 |
16,868 |
17,209 |
|
S3 |
16,453 |
16,662 |
17,171 |
|
S4 |
16,038 |
16,247 |
17,057 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,287 |
18,813 |
17,238 |
|
R3 |
18,527 |
18,053 |
17,029 |
|
R2 |
17,767 |
17,767 |
16,959 |
|
R1 |
17,293 |
17,293 |
16,890 |
17,150 |
PP |
17,007 |
17,007 |
17,007 |
16,935 |
S1 |
16,533 |
16,533 |
16,750 |
16,390 |
S2 |
16,247 |
16,247 |
16,681 |
|
S3 |
15,487 |
15,773 |
16,611 |
|
S4 |
14,727 |
15,013 |
16,402 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,490 |
16,720 |
770 |
4.5% |
369 |
2.1% |
73% |
True |
False |
21,248 |
10 |
17,490 |
15,595 |
1,895 |
11.0% |
491 |
2.8% |
89% |
True |
False |
27,980 |
20 |
17,490 |
14,400 |
3,090 |
17.9% |
400 |
2.3% |
93% |
True |
False |
25,022 |
40 |
17,490 |
14,400 |
3,090 |
17.9% |
366 |
2.1% |
93% |
True |
False |
22,024 |
60 |
17,490 |
14,400 |
3,090 |
17.9% |
296 |
1.7% |
93% |
True |
False |
17,295 |
80 |
17,490 |
14,400 |
3,090 |
17.9% |
250 |
1.4% |
93% |
True |
False |
12,975 |
100 |
17,490 |
14,400 |
3,090 |
17.9% |
205 |
1.2% |
93% |
True |
False |
10,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,254 |
2.618 |
18,577 |
1.618 |
18,162 |
1.000 |
17,905 |
0.618 |
17,747 |
HIGH |
17,490 |
0.618 |
17,332 |
0.500 |
17,283 |
0.382 |
17,234 |
LOW |
17,075 |
0.618 |
16,819 |
1.000 |
16,660 |
1.618 |
16,404 |
2.618 |
15,989 |
4.250 |
15,311 |
|
|
Fisher Pivots for day following 12-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,284 |
17,228 |
PP |
17,283 |
17,170 |
S1 |
17,283 |
17,113 |
|