Trading Metrics calculated at close of trading on 19-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
17,215 |
17,470 |
255 |
1.5% |
16,805 |
High |
17,485 |
17,515 |
30 |
0.2% |
17,560 |
Low |
17,200 |
17,320 |
120 |
0.7% |
16,735 |
Close |
17,460 |
17,475 |
15 |
0.1% |
17,515 |
Range |
285 |
195 |
-90 |
-31.6% |
825 |
ATR |
394 |
380 |
-14 |
-3.6% |
0 |
Volume |
20,730 |
15,470 |
-5,260 |
-25.4% |
97,661 |
|
Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,022 |
17,943 |
17,582 |
|
R3 |
17,827 |
17,748 |
17,529 |
|
R2 |
17,632 |
17,632 |
17,511 |
|
R1 |
17,553 |
17,553 |
17,493 |
17,593 |
PP |
17,437 |
17,437 |
17,437 |
17,456 |
S1 |
17,358 |
17,358 |
17,457 |
17,398 |
S2 |
17,242 |
17,242 |
17,439 |
|
S3 |
17,047 |
17,163 |
17,422 |
|
S4 |
16,852 |
16,968 |
17,368 |
|
|
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% |
356 |
2.0% |
82% |
False |
False |
19,773 |
10 |
17,595 |
16,720 |
875 |
5.0% |
363 |
2.1% |
86% |
False |
False |
20,510 |
20 |
17,595 |
15,095 |
2,500 |
14.3% |
398 |
2.3% |
95% |
False |
False |
23,054 |
40 |
17,595 |
14,400 |
3,195 |
18.3% |
384 |
2.2% |
96% |
False |
False |
23,095 |
60 |
17,595 |
14,400 |
3,195 |
18.3% |
317 |
1.8% |
96% |
False |
False |
18,940 |
80 |
17,595 |
14,400 |
3,195 |
18.3% |
269 |
1.5% |
96% |
False |
False |
14,210 |
100 |
17,595 |
14,400 |
3,195 |
18.3% |
221 |
1.3% |
96% |
False |
False |
11,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,344 |
2.618 |
18,026 |
1.618 |
17,831 |
1.000 |
17,710 |
0.618 |
17,636 |
HIGH |
17,515 |
0.618 |
17,441 |
0.500 |
17,418 |
0.382 |
17,395 |
LOW |
17,320 |
0.618 |
17,200 |
1.000 |
17,125 |
1.618 |
17,005 |
2.618 |
16,810 |
4.250 |
16,491 |
|
|
Fisher Pivots for day following 19-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,456 |
17,401 |
PP |
17,437 |
17,327 |
S1 |
17,418 |
17,253 |
|