Trading Metrics calculated at close of trading on 14-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
17,275 |
17,465 |
190 |
1.1% |
16,805 |
High |
17,530 |
17,560 |
30 |
0.2% |
17,560 |
Low |
17,140 |
17,335 |
195 |
1.1% |
16,735 |
Close |
17,435 |
17,515 |
80 |
0.5% |
17,515 |
Range |
390 |
225 |
-165 |
-42.3% |
825 |
ATR |
392 |
380 |
-12 |
-3.0% |
0 |
Volume |
21,056 |
17,255 |
-3,801 |
-18.1% |
97,661 |
|
Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,145 |
18,055 |
17,639 |
|
R3 |
17,920 |
17,830 |
17,577 |
|
R2 |
17,695 |
17,695 |
17,556 |
|
R1 |
17,605 |
17,605 |
17,536 |
17,650 |
PP |
17,470 |
17,470 |
17,470 |
17,493 |
S1 |
17,380 |
17,380 |
17,495 |
17,425 |
S2 |
17,245 |
17,245 |
17,474 |
|
S3 |
17,020 |
17,155 |
17,453 |
|
S4 |
16,795 |
16,930 |
17,391 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,745 |
19,455 |
17,969 |
|
R3 |
18,920 |
18,630 |
17,742 |
|
R2 |
18,095 |
18,095 |
17,666 |
|
R1 |
17,805 |
17,805 |
17,591 |
17,950 |
PP |
17,270 |
17,270 |
17,270 |
17,343 |
S1 |
16,980 |
16,980 |
17,440 |
17,125 |
S2 |
16,445 |
16,445 |
17,364 |
|
S3 |
15,620 |
16,155 |
17,288 |
|
S4 |
14,795 |
15,330 |
17,061 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,560 |
16,735 |
825 |
4.7% |
358 |
2.0% |
95% |
True |
False |
19,532 |
10 |
17,560 |
16,720 |
840 |
4.8% |
393 |
2.2% |
95% |
True |
False |
25,038 |
20 |
17,560 |
14,785 |
2,775 |
15.8% |
390 |
2.2% |
98% |
True |
False |
23,423 |
40 |
17,560 |
14,400 |
3,160 |
18.0% |
371 |
2.1% |
99% |
True |
False |
22,315 |
60 |
17,560 |
14,400 |
3,160 |
18.0% |
302 |
1.7% |
99% |
True |
False |
17,932 |
80 |
17,560 |
14,400 |
3,160 |
18.0% |
257 |
1.5% |
99% |
True |
False |
13,453 |
100 |
17,560 |
14,400 |
3,160 |
18.0% |
210 |
1.2% |
99% |
True |
False |
10,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,516 |
2.618 |
18,149 |
1.618 |
17,924 |
1.000 |
17,785 |
0.618 |
17,699 |
HIGH |
17,560 |
0.618 |
17,474 |
0.500 |
17,448 |
0.382 |
17,421 |
LOW |
17,335 |
0.618 |
17,196 |
1.000 |
17,110 |
1.618 |
16,971 |
2.618 |
16,746 |
4.250 |
16,379 |
|
|
Fisher Pivots for day following 14-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,493 |
17,449 |
PP |
17,470 |
17,383 |
S1 |
17,448 |
17,318 |
|