Trading Metrics calculated at close of trading on 20-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
17,470 |
17,465 |
-5 |
0.0% |
16,805 |
High |
17,515 |
17,495 |
-20 |
-0.1% |
17,560 |
Low |
17,320 |
17,155 |
-165 |
-1.0% |
16,735 |
Close |
17,475 |
17,280 |
-195 |
-1.1% |
17,515 |
Range |
195 |
340 |
145 |
74.4% |
825 |
ATR |
380 |
377 |
-3 |
-0.7% |
0 |
Volume |
15,470 |
14,294 |
-1,176 |
-7.6% |
97,661 |
|
Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,330 |
18,145 |
17,467 |
|
R3 |
17,990 |
17,805 |
17,374 |
|
R2 |
17,650 |
17,650 |
17,342 |
|
R1 |
17,465 |
17,465 |
17,311 |
17,388 |
PP |
17,310 |
17,310 |
17,310 |
17,271 |
S1 |
17,125 |
17,125 |
17,249 |
17,048 |
S2 |
16,970 |
16,970 |
17,218 |
|
S3 |
16,630 |
16,785 |
17,187 |
|
S4 |
16,290 |
16,445 |
17,093 |
|
|
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 |
4.0% |
346 |
2.0% |
54% |
False |
False |
18,420 |
10 |
17,595 |
16,720 |
875 |
5.1% |
360 |
2.1% |
64% |
False |
False |
19,323 |
20 |
17,595 |
15,265 |
2,330 |
13.5% |
395 |
2.3% |
86% |
False |
False |
22,664 |
40 |
17,595 |
14,400 |
3,195 |
18.5% |
386 |
2.2% |
90% |
False |
False |
23,003 |
60 |
17,595 |
14,400 |
3,195 |
18.5% |
321 |
1.9% |
90% |
False |
False |
19,175 |
80 |
17,595 |
14,400 |
3,195 |
18.5% |
271 |
1.6% |
90% |
False |
False |
14,389 |
100 |
17,595 |
14,400 |
3,195 |
18.5% |
224 |
1.3% |
90% |
False |
False |
11,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,940 |
2.618 |
18,385 |
1.618 |
18,045 |
1.000 |
17,835 |
0.618 |
17,705 |
HIGH |
17,495 |
0.618 |
17,365 |
0.500 |
17,325 |
0.382 |
17,285 |
LOW |
17,155 |
0.618 |
16,945 |
1.000 |
16,815 |
1.618 |
16,605 |
2.618 |
16,265 |
4.250 |
15,710 |
|
|
Fisher Pivots for day following 20-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,325 |
17,335 |
PP |
17,310 |
17,317 |
S1 |
17,295 |
17,298 |
|