Trading Metrics calculated at close of trading on 21-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
17,465 |
17,290 |
-175 |
-1.0% |
17,520 |
High |
17,495 |
17,565 |
70 |
0.4% |
17,595 |
Low |
17,155 |
17,130 |
-25 |
-0.1% |
16,910 |
Close |
17,280 |
17,425 |
145 |
0.8% |
17,425 |
Range |
340 |
435 |
95 |
27.9% |
685 |
ATR |
377 |
381 |
4 |
1.1% |
0 |
Volume |
14,294 |
19,839 |
5,545 |
38.8% |
94,688 |
|
Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,678 |
18,487 |
17,664 |
|
R3 |
18,243 |
18,052 |
17,545 |
|
R2 |
17,808 |
17,808 |
17,505 |
|
R1 |
17,617 |
17,617 |
17,465 |
17,713 |
PP |
17,373 |
17,373 |
17,373 |
17,421 |
S1 |
17,182 |
17,182 |
17,385 |
17,278 |
S2 |
16,938 |
16,938 |
17,345 |
|
S3 |
16,503 |
16,747 |
17,306 |
|
S4 |
16,068 |
16,312 |
17,186 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,365 |
19,080 |
17,802 |
|
R3 |
18,680 |
18,395 |
17,614 |
|
R2 |
17,995 |
17,995 |
17,551 |
|
R1 |
17,710 |
17,710 |
17,488 |
17,510 |
PP |
17,310 |
17,310 |
17,310 |
17,210 |
S1 |
17,025 |
17,025 |
17,362 |
16,825 |
S2 |
16,625 |
16,625 |
17,300 |
|
S3 |
15,940 |
16,340 |
17,237 |
|
S4 |
15,255 |
15,655 |
17,048 |
|
|
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% |
388 |
2.2% |
75% |
False |
False |
18,937 |
10 |
17,595 |
16,735 |
860 |
4.9% |
373 |
2.1% |
80% |
False |
False |
19,234 |
20 |
17,595 |
15,285 |
2,310 |
13.3% |
407 |
2.3% |
93% |
False |
False |
22,729 |
40 |
17,595 |
14,400 |
3,195 |
18.3% |
389 |
2.2% |
95% |
False |
False |
23,066 |
60 |
17,595 |
14,400 |
3,195 |
18.3% |
326 |
1.9% |
95% |
False |
False |
19,506 |
80 |
17,595 |
14,400 |
3,195 |
18.3% |
275 |
1.6% |
95% |
False |
False |
14,637 |
100 |
17,595 |
14,400 |
3,195 |
18.3% |
228 |
1.3% |
95% |
False |
False |
11,710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,414 |
2.618 |
18,704 |
1.618 |
18,269 |
1.000 |
18,000 |
0.618 |
17,834 |
HIGH |
17,565 |
0.618 |
17,399 |
0.500 |
17,348 |
0.382 |
17,296 |
LOW |
17,130 |
0.618 |
16,861 |
1.000 |
16,695 |
1.618 |
16,426 |
2.618 |
15,991 |
4.250 |
15,281 |
|
|
Fisher Pivots for day following 21-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,399 |
17,399 |
PP |
17,373 |
17,373 |
S1 |
17,348 |
17,348 |
|