Trading Metrics calculated at close of trading on 13-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
17,560 |
17,565 |
5 |
0.0% |
17,312 |
High |
17,584 |
17,661 |
77 |
0.4% |
17,548 |
Low |
17,483 |
17,543 |
60 |
0.3% |
17,208 |
Close |
17,577 |
17,596 |
19 |
0.1% |
17,501 |
Range |
101 |
118 |
17 |
16.8% |
340 |
ATR |
183 |
179 |
-5 |
-2.5% |
0 |
Volume |
103,752 |
135,944 |
32,192 |
31.0% |
640,605 |
|
Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,954 |
17,893 |
17,661 |
|
R3 |
17,836 |
17,775 |
17,629 |
|
R2 |
17,718 |
17,718 |
17,618 |
|
R1 |
17,657 |
17,657 |
17,607 |
17,688 |
PP |
17,600 |
17,600 |
17,600 |
17,615 |
S1 |
17,539 |
17,539 |
17,585 |
17,570 |
S2 |
17,482 |
17,482 |
17,574 |
|
S3 |
17,364 |
17,421 |
17,564 |
|
S4 |
17,246 |
17,303 |
17,531 |
|
|
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 |
17,661 |
17,437 |
224 |
1.3% |
100 |
0.6% |
71% |
True |
False |
101,005 |
10 |
17,661 |
17,105 |
556 |
3.2% |
123 |
0.7% |
88% |
True |
False |
120,310 |
20 |
17,661 |
16,020 |
1,641 |
9.3% |
186 |
1.1% |
96% |
True |
False |
151,213 |
40 |
17,661 |
15,769 |
1,892 |
10.8% |
220 |
1.2% |
97% |
True |
False |
193,895 |
60 |
17,661 |
15,769 |
1,892 |
10.8% |
184 |
1.0% |
97% |
True |
False |
143,392 |
80 |
17,661 |
15,769 |
1,892 |
10.8% |
171 |
1.0% |
97% |
True |
False |
107,572 |
100 |
17,661 |
15,769 |
1,892 |
10.8% |
154 |
0.9% |
97% |
True |
False |
86,060 |
120 |
17,661 |
15,769 |
1,892 |
10.8% |
135 |
0.8% |
97% |
True |
False |
71,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,163 |
2.618 |
17,970 |
1.618 |
17,852 |
1.000 |
17,779 |
0.618 |
17,734 |
HIGH |
17,661 |
0.618 |
17,616 |
0.500 |
17,602 |
0.382 |
17,588 |
LOW |
17,543 |
0.618 |
17,470 |
1.000 |
17,425 |
1.618 |
17,352 |
2.618 |
17,234 |
4.250 |
17,042 |
|
|
Fisher Pivots for day following 13-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,602 |
17,588 |
PP |
17,600 |
17,580 |
S1 |
17,598 |
17,572 |
|