Trading Metrics calculated at close of trading on 18-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
17,607 |
17,620 |
13 |
0.1% |
17,499 |
High |
17,641 |
17,700 |
59 |
0.3% |
17,661 |
Low |
17,511 |
17,600 |
89 |
0.5% |
17,472 |
Close |
17,617 |
17,652 |
35 |
0.2% |
17,604 |
Range |
130 |
100 |
-30 |
-23.1% |
189 |
ATR |
167 |
163 |
-5 |
-2.9% |
0 |
Volume |
98,261 |
94,815 |
-3,446 |
-3.5% |
482,727 |
|
Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,951 |
17,901 |
17,707 |
|
R3 |
17,851 |
17,801 |
17,680 |
|
R2 |
17,751 |
17,751 |
17,670 |
|
R1 |
17,701 |
17,701 |
17,661 |
17,726 |
PP |
17,651 |
17,651 |
17,651 |
17,663 |
S1 |
17,601 |
17,601 |
17,643 |
17,626 |
S2 |
17,551 |
17,551 |
17,634 |
|
S3 |
17,451 |
17,501 |
17,625 |
|
S4 |
17,351 |
17,401 |
17,597 |
|
|
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 |
17,700 |
17,483 |
217 |
1.2% |
102 |
0.6% |
78% |
True |
False |
105,134 |
10 |
17,700 |
17,289 |
411 |
2.3% |
108 |
0.6% |
88% |
True |
False |
106,613 |
20 |
17,700 |
16,383 |
1,317 |
7.5% |
154 |
0.9% |
96% |
True |
False |
134,038 |
40 |
17,700 |
15,769 |
1,931 |
10.9% |
216 |
1.2% |
98% |
True |
False |
190,154 |
60 |
17,700 |
15,769 |
1,931 |
10.9% |
183 |
1.0% |
98% |
True |
False |
148,132 |
80 |
17,700 |
15,769 |
1,931 |
10.9% |
170 |
1.0% |
98% |
True |
False |
111,146 |
100 |
17,700 |
15,769 |
1,931 |
10.9% |
155 |
0.9% |
98% |
True |
False |
88,920 |
120 |
17,700 |
15,769 |
1,931 |
10.9% |
137 |
0.8% |
98% |
True |
False |
74,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,125 |
2.618 |
17,962 |
1.618 |
17,862 |
1.000 |
17,800 |
0.618 |
17,762 |
HIGH |
17,700 |
0.618 |
17,662 |
0.500 |
17,650 |
0.382 |
17,638 |
LOW |
17,600 |
0.618 |
17,538 |
1.000 |
17,500 |
1.618 |
17,438 |
2.618 |
17,338 |
4.250 |
17,175 |
|
|
Fisher Pivots for day following 18-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,651 |
17,637 |
PP |
17,651 |
17,621 |
S1 |
17,650 |
17,606 |
|