Trading Metrics calculated at close of trading on 14-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
17,565 |
17,592 |
27 |
0.2% |
17,499 |
High |
17,661 |
17,639 |
-22 |
-0.1% |
17,661 |
Low |
17,543 |
17,577 |
34 |
0.2% |
17,472 |
Close |
17,596 |
17,604 |
8 |
0.0% |
17,604 |
Range |
118 |
62 |
-56 |
-47.5% |
189 |
ATR |
179 |
170 |
-8 |
-4.7% |
0 |
Volume |
135,944 |
92,898 |
-43,046 |
-31.7% |
482,727 |
|
Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,793 |
17,760 |
17,638 |
|
R3 |
17,731 |
17,698 |
17,621 |
|
R2 |
17,669 |
17,669 |
17,615 |
|
R1 |
17,636 |
17,636 |
17,610 |
17,653 |
PP |
17,607 |
17,607 |
17,607 |
17,615 |
S1 |
17,574 |
17,574 |
17,598 |
17,591 |
S2 |
17,545 |
17,545 |
17,593 |
|
S3 |
17,483 |
17,512 |
17,587 |
|
S4 |
17,421 |
17,450 |
17,570 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,146 |
18,064 |
17,708 |
|
R3 |
17,957 |
17,875 |
17,656 |
|
R2 |
17,768 |
17,768 |
17,639 |
|
R1 |
17,686 |
17,686 |
17,621 |
17,727 |
PP |
17,579 |
17,579 |
17,579 |
17,600 |
S1 |
17,497 |
17,497 |
17,587 |
17,538 |
S2 |
17,390 |
17,390 |
17,569 |
|
S3 |
17,201 |
17,308 |
17,552 |
|
S4 |
17,012 |
17,119 |
17,500 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,661 |
17,472 |
189 |
1.1% |
90 |
0.5% |
70% |
False |
False |
96,545 |
10 |
17,661 |
17,208 |
453 |
2.6% |
104 |
0.6% |
87% |
False |
False |
112,333 |
20 |
17,661 |
16,163 |
1,498 |
8.5% |
173 |
1.0% |
96% |
False |
False |
142,520 |
40 |
17,661 |
15,769 |
1,892 |
10.7% |
218 |
1.2% |
97% |
False |
False |
192,781 |
60 |
17,661 |
15,769 |
1,892 |
10.7% |
183 |
1.0% |
97% |
False |
False |
144,925 |
80 |
17,661 |
15,769 |
1,892 |
10.7% |
171 |
1.0% |
97% |
False |
False |
108,733 |
100 |
17,661 |
15,769 |
1,892 |
10.7% |
154 |
0.9% |
97% |
False |
False |
86,989 |
120 |
17,661 |
15,769 |
1,892 |
10.7% |
135 |
0.8% |
97% |
False |
False |
72,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,903 |
2.618 |
17,801 |
1.618 |
17,739 |
1.000 |
17,701 |
0.618 |
17,677 |
HIGH |
17,639 |
0.618 |
17,615 |
0.500 |
17,608 |
0.382 |
17,601 |
LOW |
17,577 |
0.618 |
17,539 |
1.000 |
17,515 |
1.618 |
17,477 |
2.618 |
17,415 |
4.250 |
17,314 |
|
|
Fisher Pivots for day following 14-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,608 |
17,593 |
PP |
17,607 |
17,583 |
S1 |
17,605 |
17,572 |
|