Trading Metrics calculated at close of trading on 17-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
17,592 |
17,607 |
15 |
0.1% |
17,499 |
High |
17,639 |
17,641 |
2 |
0.0% |
17,661 |
Low |
17,577 |
17,511 |
-66 |
-0.4% |
17,472 |
Close |
17,604 |
17,617 |
13 |
0.1% |
17,604 |
Range |
62 |
130 |
68 |
109.7% |
189 |
ATR |
170 |
167 |
-3 |
-1.7% |
0 |
Volume |
92,898 |
98,261 |
5,363 |
5.8% |
482,727 |
|
Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,980 |
17,928 |
17,689 |
|
R3 |
17,850 |
17,798 |
17,653 |
|
R2 |
17,720 |
17,720 |
17,641 |
|
R1 |
17,668 |
17,668 |
17,629 |
17,694 |
PP |
17,590 |
17,590 |
17,590 |
17,603 |
S1 |
17,538 |
17,538 |
17,605 |
17,564 |
S2 |
17,460 |
17,460 |
17,593 |
|
S3 |
17,330 |
17,408 |
17,581 |
|
S4 |
17,200 |
17,278 |
17,546 |
|
|
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 |
17,483 |
178 |
1.0% |
97 |
0.5% |
75% |
False |
False |
100,289 |
10 |
17,661 |
17,208 |
453 |
2.6% |
110 |
0.6% |
90% |
False |
False |
111,285 |
20 |
17,661 |
16,209 |
1,452 |
8.2% |
167 |
0.9% |
97% |
False |
False |
138,385 |
40 |
17,661 |
15,769 |
1,892 |
10.7% |
218 |
1.2% |
98% |
False |
False |
191,541 |
60 |
17,661 |
15,769 |
1,892 |
10.7% |
184 |
1.0% |
98% |
False |
False |
146,559 |
80 |
17,661 |
15,769 |
1,892 |
10.7% |
170 |
1.0% |
98% |
False |
False |
109,961 |
100 |
17,661 |
15,769 |
1,892 |
10.7% |
154 |
0.9% |
98% |
False |
False |
87,972 |
120 |
17,661 |
15,769 |
1,892 |
10.7% |
136 |
0.8% |
98% |
False |
False |
73,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,194 |
2.618 |
17,981 |
1.618 |
17,851 |
1.000 |
17,771 |
0.618 |
17,721 |
HIGH |
17,641 |
0.618 |
17,591 |
0.500 |
17,576 |
0.382 |
17,561 |
LOW |
17,511 |
0.618 |
17,431 |
1.000 |
17,381 |
1.618 |
17,301 |
2.618 |
17,171 |
4.250 |
16,959 |
|
|
Fisher Pivots for day following 17-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,603 |
17,607 |
PP |
17,590 |
17,596 |
S1 |
17,576 |
17,586 |
|