Trading Metrics calculated at close of trading on 17-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
17,465 |
17,520 |
55 |
0.3% |
16,805 |
High |
17,560 |
17,595 |
35 |
0.2% |
17,560 |
Low |
17,335 |
16,910 |
-425 |
-2.5% |
16,735 |
Close |
17,515 |
17,220 |
-295 |
-1.7% |
17,515 |
Range |
225 |
685 |
460 |
204.4% |
825 |
ATR |
380 |
402 |
22 |
5.7% |
0 |
Volume |
17,255 |
24,355 |
7,100 |
41.1% |
97,661 |
|
Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,297 |
18,943 |
17,597 |
|
R3 |
18,612 |
18,258 |
17,409 |
|
R2 |
17,927 |
17,927 |
17,346 |
|
R1 |
17,573 |
17,573 |
17,283 |
17,408 |
PP |
17,242 |
17,242 |
17,242 |
17,159 |
S1 |
16,888 |
16,888 |
17,157 |
16,723 |
S2 |
16,557 |
16,557 |
17,095 |
|
S3 |
15,872 |
16,203 |
17,032 |
|
S4 |
15,187 |
15,518 |
16,843 |
|
|
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 |
17,595 |
16,900 |
695 |
4.0% |
442 |
2.6% |
46% |
True |
False |
21,416 |
10 |
17,595 |
16,720 |
875 |
5.1% |
412 |
2.4% |
57% |
True |
False |
25,159 |
20 |
17,595 |
14,785 |
2,810 |
16.3% |
410 |
2.4% |
87% |
True |
False |
23,491 |
40 |
17,595 |
14,400 |
3,195 |
18.6% |
383 |
2.2% |
88% |
True |
False |
22,689 |
60 |
17,595 |
14,400 |
3,195 |
18.6% |
312 |
1.8% |
88% |
True |
False |
18,338 |
80 |
17,595 |
14,400 |
3,195 |
18.6% |
264 |
1.5% |
88% |
True |
False |
13,758 |
100 |
17,595 |
14,400 |
3,195 |
18.6% |
216 |
1.3% |
88% |
True |
False |
11,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,506 |
2.618 |
19,388 |
1.618 |
18,703 |
1.000 |
18,280 |
0.618 |
18,018 |
HIGH |
17,595 |
0.618 |
17,333 |
0.500 |
17,253 |
0.382 |
17,172 |
LOW |
16,910 |
0.618 |
16,487 |
1.000 |
16,225 |
1.618 |
15,802 |
2.618 |
15,117 |
4.250 |
13,999 |
|
|
Fisher Pivots for day following 17-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,253 |
17,253 |
PP |
17,242 |
17,242 |
S1 |
17,231 |
17,231 |
|