Trading Metrics calculated at close of trading on 20-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
17,651 |
17,652 |
1 |
0.0% |
17,499 |
High |
17,682 |
17,701 |
19 |
0.1% |
17,661 |
Low |
17,591 |
17,558 |
-33 |
-0.2% |
17,472 |
Close |
17,657 |
17,694 |
37 |
0.2% |
17,604 |
Range |
91 |
143 |
52 |
57.1% |
189 |
ATR |
157 |
156 |
-1 |
-0.7% |
0 |
Volume |
106,840 |
102,216 |
-4,624 |
-4.3% |
482,727 |
|
Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,080 |
18,030 |
17,773 |
|
R3 |
17,937 |
17,887 |
17,733 |
|
R2 |
17,794 |
17,794 |
17,720 |
|
R1 |
17,744 |
17,744 |
17,707 |
17,769 |
PP |
17,651 |
17,651 |
17,651 |
17,664 |
S1 |
17,601 |
17,601 |
17,681 |
17,626 |
S2 |
17,508 |
17,508 |
17,668 |
|
S3 |
17,365 |
17,458 |
17,655 |
|
S4 |
17,222 |
17,315 |
17,615 |
|
|
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 |
17,701 |
17,511 |
190 |
1.1% |
105 |
0.6% |
96% |
True |
False |
99,006 |
10 |
17,701 |
17,437 |
264 |
1.5% |
103 |
0.6% |
97% |
True |
False |
100,005 |
20 |
17,701 |
16,514 |
1,187 |
6.7% |
141 |
0.8% |
99% |
True |
False |
124,825 |
40 |
17,701 |
15,769 |
1,932 |
10.9% |
209 |
1.2% |
100% |
True |
False |
186,526 |
60 |
17,701 |
15,769 |
1,932 |
10.9% |
185 |
1.0% |
100% |
True |
False |
151,593 |
80 |
17,701 |
15,769 |
1,932 |
10.9% |
170 |
1.0% |
100% |
True |
False |
113,759 |
100 |
17,701 |
15,769 |
1,932 |
10.9% |
155 |
0.9% |
100% |
True |
False |
91,010 |
120 |
17,701 |
15,769 |
1,932 |
10.9% |
139 |
0.8% |
100% |
True |
False |
75,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,309 |
2.618 |
18,075 |
1.618 |
17,932 |
1.000 |
17,844 |
0.618 |
17,789 |
HIGH |
17,701 |
0.618 |
17,646 |
0.500 |
17,630 |
0.382 |
17,613 |
LOW |
17,558 |
0.618 |
17,470 |
1.000 |
17,415 |
1.618 |
17,327 |
2.618 |
17,184 |
4.250 |
16,950 |
|
|
Fisher Pivots for day following 20-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,673 |
17,673 |
PP |
17,651 |
17,651 |
S1 |
17,630 |
17,630 |
|