Trading Metrics calculated at close of trading on 19-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
17,620 |
17,651 |
31 |
0.2% |
17,499 |
High |
17,700 |
17,682 |
-18 |
-0.1% |
17,661 |
Low |
17,600 |
17,591 |
-9 |
-0.1% |
17,472 |
Close |
17,652 |
17,657 |
5 |
0.0% |
17,604 |
Range |
100 |
91 |
-9 |
-9.0% |
189 |
ATR |
163 |
157 |
-5 |
-3.1% |
0 |
Volume |
94,815 |
106,840 |
12,025 |
12.7% |
482,727 |
|
Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,916 |
17,878 |
17,707 |
|
R3 |
17,825 |
17,787 |
17,682 |
|
R2 |
17,734 |
17,734 |
17,674 |
|
R1 |
17,696 |
17,696 |
17,665 |
17,715 |
PP |
17,643 |
17,643 |
17,643 |
17,653 |
S1 |
17,605 |
17,605 |
17,649 |
17,624 |
S2 |
17,552 |
17,552 |
17,640 |
|
S3 |
17,461 |
17,514 |
17,632 |
|
S4 |
17,370 |
17,423 |
17,607 |
|
|
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 |
17,511 |
189 |
1.1% |
100 |
0.6% |
77% |
False |
False |
105,751 |
10 |
17,700 |
17,367 |
333 |
1.9% |
103 |
0.6% |
87% |
False |
False |
103,441 |
20 |
17,700 |
16,403 |
1,297 |
7.3% |
148 |
0.8% |
97% |
False |
False |
129,734 |
40 |
17,700 |
15,769 |
1,931 |
10.9% |
213 |
1.2% |
98% |
False |
False |
189,291 |
60 |
17,700 |
15,769 |
1,931 |
10.9% |
183 |
1.0% |
98% |
False |
False |
149,901 |
80 |
17,700 |
15,769 |
1,931 |
10.9% |
170 |
1.0% |
98% |
False |
False |
112,481 |
100 |
17,700 |
15,769 |
1,931 |
10.9% |
155 |
0.9% |
98% |
False |
False |
89,988 |
120 |
17,700 |
15,769 |
1,931 |
10.9% |
138 |
0.8% |
98% |
False |
False |
74,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,069 |
2.618 |
17,920 |
1.618 |
17,829 |
1.000 |
17,773 |
0.618 |
17,738 |
HIGH |
17,682 |
0.618 |
17,647 |
0.500 |
17,637 |
0.382 |
17,626 |
LOW |
17,591 |
0.618 |
17,535 |
1.000 |
17,500 |
1.618 |
17,444 |
2.618 |
17,353 |
4.250 |
17,204 |
|
|
Fisher Pivots for day following 19-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,650 |
17,640 |
PP |
17,643 |
17,623 |
S1 |
17,637 |
17,606 |
|