| Trading Metrics calculated at close of trading on 13-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
17,365 |
17,275 |
-90 |
-0.5% |
17,110 |
| High |
17,490 |
17,530 |
40 |
0.2% |
17,480 |
| Low |
17,075 |
17,140 |
65 |
0.4% |
16,720 |
| Close |
17,285 |
17,435 |
150 |
0.9% |
16,820 |
| Range |
415 |
390 |
-25 |
-6.0% |
760 |
| ATR |
392 |
392 |
0 |
0.0% |
0 |
| Volume |
23,886 |
21,056 |
-2,830 |
-11.8% |
152,725 |
|
| Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,538 |
18,377 |
17,650 |
|
| R3 |
18,148 |
17,987 |
17,542 |
|
| R2 |
17,758 |
17,758 |
17,507 |
|
| R1 |
17,597 |
17,597 |
17,471 |
17,678 |
| PP |
17,368 |
17,368 |
17,368 |
17,409 |
| S1 |
17,207 |
17,207 |
17,399 |
17,288 |
| S2 |
16,978 |
16,978 |
17,364 |
|
| S3 |
16,588 |
16,817 |
17,328 |
|
| S4 |
16,198 |
16,427 |
17,221 |
|
|
| 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 |
17,530 |
16,720 |
810 |
4.6% |
373 |
2.1% |
88% |
True |
False |
20,226 |
| 10 |
17,530 |
15,830 |
1,700 |
9.8% |
496 |
2.8% |
94% |
True |
False |
28,063 |
| 20 |
17,530 |
14,545 |
2,985 |
17.1% |
398 |
2.3% |
97% |
True |
False |
24,059 |
| 40 |
17,530 |
14,400 |
3,130 |
18.0% |
370 |
2.1% |
97% |
True |
False |
22,214 |
| 60 |
17,530 |
14,400 |
3,130 |
18.0% |
300 |
1.7% |
97% |
True |
False |
17,645 |
| 80 |
17,530 |
14,400 |
3,130 |
18.0% |
255 |
1.5% |
97% |
True |
False |
13,238 |
| 100 |
17,530 |
14,400 |
3,130 |
18.0% |
208 |
1.2% |
97% |
True |
False |
10,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,188 |
|
2.618 |
18,551 |
|
1.618 |
18,161 |
|
1.000 |
17,920 |
|
0.618 |
17,771 |
|
HIGH |
17,530 |
|
0.618 |
17,381 |
|
0.500 |
17,335 |
|
0.382 |
17,289 |
|
LOW |
17,140 |
|
0.618 |
16,899 |
|
1.000 |
16,750 |
|
1.618 |
16,509 |
|
2.618 |
16,119 |
|
4.250 |
15,483 |
|
|
| Fisher Pivots for day following 13-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,402 |
17,362 |
| PP |
17,368 |
17,288 |
| S1 |
17,335 |
17,215 |
|