Trading Metrics calculated at close of trading on 12-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
17,546 |
17,560 |
14 |
0.1% |
17,312 |
High |
17,604 |
17,584 |
-20 |
-0.1% |
17,548 |
Low |
17,531 |
17,483 |
-48 |
-0.3% |
17,208 |
Close |
17,568 |
17,577 |
9 |
0.1% |
17,501 |
Range |
73 |
101 |
28 |
38.4% |
340 |
ATR |
190 |
183 |
-6 |
-3.3% |
0 |
Volume |
70,593 |
103,752 |
33,159 |
47.0% |
640,605 |
|
Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,851 |
17,815 |
17,633 |
|
R3 |
17,750 |
17,714 |
17,605 |
|
R2 |
17,649 |
17,649 |
17,596 |
|
R1 |
17,613 |
17,613 |
17,586 |
17,631 |
PP |
17,548 |
17,548 |
17,548 |
17,557 |
S1 |
17,512 |
17,512 |
17,568 |
17,530 |
S2 |
17,447 |
17,447 |
17,559 |
|
S3 |
17,346 |
17,411 |
17,549 |
|
S4 |
17,245 |
17,310 |
17,522 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,439 |
18,310 |
17,688 |
|
R3 |
18,099 |
17,970 |
17,595 |
|
R2 |
17,759 |
17,759 |
17,563 |
|
R1 |
17,630 |
17,630 |
17,532 |
17,695 |
PP |
17,419 |
17,419 |
17,419 |
17,451 |
S1 |
17,290 |
17,290 |
17,470 |
17,355 |
S2 |
17,079 |
17,079 |
17,439 |
|
S3 |
16,739 |
16,950 |
17,408 |
|
S4 |
16,399 |
16,610 |
17,314 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,604 |
17,367 |
237 |
1.3% |
106 |
0.6% |
89% |
False |
False |
101,130 |
10 |
17,604 |
16,831 |
773 |
4.4% |
143 |
0.8% |
97% |
False |
False |
126,550 |
20 |
17,604 |
15,785 |
1,819 |
10.3% |
198 |
1.1% |
99% |
False |
False |
165,929 |
40 |
17,604 |
15,769 |
1,835 |
10.4% |
220 |
1.3% |
99% |
False |
False |
193,574 |
60 |
17,604 |
15,769 |
1,835 |
10.4% |
183 |
1.0% |
99% |
False |
False |
141,137 |
80 |
17,604 |
15,769 |
1,835 |
10.4% |
170 |
1.0% |
99% |
False |
False |
105,873 |
100 |
17,604 |
15,769 |
1,835 |
10.4% |
154 |
0.9% |
99% |
False |
False |
84,701 |
120 |
17,604 |
15,769 |
1,835 |
10.4% |
134 |
0.8% |
99% |
False |
False |
70,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,013 |
2.618 |
17,849 |
1.618 |
17,748 |
1.000 |
17,685 |
0.618 |
17,647 |
HIGH |
17,584 |
0.618 |
17,546 |
0.500 |
17,534 |
0.382 |
17,522 |
LOW |
17,483 |
0.618 |
17,421 |
1.000 |
17,382 |
1.618 |
17,320 |
2.618 |
17,219 |
4.250 |
17,054 |
|
|
Fisher Pivots for day following 12-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,563 |
17,564 |
PP |
17,548 |
17,551 |
S1 |
17,534 |
17,538 |
|