Trading Metrics calculated at close of trading on 18-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
17,520 |
17,215 |
-305 |
-1.7% |
16,805 |
High |
17,595 |
17,485 |
-110 |
-0.6% |
17,560 |
Low |
16,910 |
17,200 |
290 |
1.7% |
16,735 |
Close |
17,220 |
17,460 |
240 |
1.4% |
17,515 |
Range |
685 |
285 |
-400 |
-58.4% |
825 |
ATR |
402 |
394 |
-8 |
-2.1% |
0 |
Volume |
24,355 |
20,730 |
-3,625 |
-14.9% |
97,661 |
|
Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,237 |
18,133 |
17,617 |
|
R3 |
17,952 |
17,848 |
17,539 |
|
R2 |
17,667 |
17,667 |
17,512 |
|
R1 |
17,563 |
17,563 |
17,486 |
17,615 |
PP |
17,382 |
17,382 |
17,382 |
17,408 |
S1 |
17,278 |
17,278 |
17,434 |
17,330 |
S2 |
17,097 |
17,097 |
17,408 |
|
S3 |
16,812 |
16,993 |
17,382 |
|
S4 |
16,527 |
16,708 |
17,303 |
|
|
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 |
16,910 |
685 |
3.9% |
400 |
2.3% |
80% |
False |
False |
21,456 |
10 |
17,595 |
16,720 |
875 |
5.0% |
378 |
2.2% |
85% |
False |
False |
21,489 |
20 |
17,595 |
15,030 |
2,565 |
14.7% |
403 |
2.3% |
95% |
False |
False |
23,306 |
40 |
17,595 |
14,400 |
3,195 |
18.3% |
386 |
2.2% |
96% |
False |
False |
23,026 |
60 |
17,595 |
14,400 |
3,195 |
18.3% |
315 |
1.8% |
96% |
False |
False |
18,683 |
80 |
17,595 |
14,400 |
3,195 |
18.3% |
268 |
1.5% |
96% |
False |
False |
14,017 |
100 |
17,595 |
14,400 |
3,195 |
18.3% |
219 |
1.3% |
96% |
False |
False |
11,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,696 |
2.618 |
18,231 |
1.618 |
17,946 |
1.000 |
17,770 |
0.618 |
17,661 |
HIGH |
17,485 |
0.618 |
17,376 |
0.500 |
17,343 |
0.382 |
17,309 |
LOW |
17,200 |
0.618 |
17,024 |
1.000 |
16,915 |
1.618 |
16,739 |
2.618 |
16,454 |
4.250 |
15,989 |
|
|
Fisher Pivots for day following 18-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,421 |
17,391 |
PP |
17,382 |
17,322 |
S1 |
17,343 |
17,253 |
|