Trading Metrics calculated at close of trading on 21-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
17,652 |
17,695 |
43 |
0.2% |
17,607 |
High |
17,701 |
17,870 |
169 |
1.0% |
17,870 |
Low |
17,558 |
17,678 |
120 |
0.7% |
17,511 |
Close |
17,694 |
17,780 |
86 |
0.5% |
17,780 |
Range |
143 |
192 |
49 |
34.3% |
359 |
ATR |
156 |
159 |
3 |
1.6% |
0 |
Volume |
102,216 |
129,823 |
27,607 |
27.0% |
531,955 |
|
Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,352 |
18,258 |
17,886 |
|
R3 |
18,160 |
18,066 |
17,833 |
|
R2 |
17,968 |
17,968 |
17,815 |
|
R1 |
17,874 |
17,874 |
17,798 |
17,921 |
PP |
17,776 |
17,776 |
17,776 |
17,800 |
S1 |
17,682 |
17,682 |
17,763 |
17,729 |
S2 |
17,584 |
17,584 |
17,745 |
|
S3 |
17,392 |
17,490 |
17,727 |
|
S4 |
17,200 |
17,298 |
17,675 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,797 |
18,648 |
17,978 |
|
R3 |
18,438 |
18,289 |
17,879 |
|
R2 |
18,079 |
18,079 |
17,846 |
|
R1 |
17,930 |
17,930 |
17,813 |
18,005 |
PP |
17,720 |
17,720 |
17,720 |
17,758 |
S1 |
17,571 |
17,571 |
17,747 |
17,646 |
S2 |
17,361 |
17,361 |
17,714 |
|
S3 |
17,002 |
17,212 |
17,681 |
|
S4 |
16,643 |
16,853 |
17,583 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,870 |
17,511 |
359 |
2.0% |
131 |
0.7% |
75% |
True |
False |
106,391 |
10 |
17,870 |
17,472 |
398 |
2.2% |
111 |
0.6% |
77% |
True |
False |
101,468 |
20 |
17,870 |
16,652 |
1,218 |
6.9% |
139 |
0.8% |
93% |
True |
False |
123,290 |
40 |
17,870 |
15,769 |
2,101 |
11.8% |
209 |
1.2% |
96% |
True |
False |
185,982 |
60 |
17,870 |
15,769 |
2,101 |
11.8% |
187 |
1.1% |
96% |
True |
False |
153,748 |
80 |
17,870 |
15,769 |
2,101 |
11.8% |
169 |
1.0% |
96% |
True |
False |
115,381 |
100 |
17,870 |
15,769 |
2,101 |
11.8% |
156 |
0.9% |
96% |
True |
False |
92,308 |
120 |
17,870 |
15,769 |
2,101 |
11.8% |
140 |
0.8% |
96% |
True |
False |
76,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,686 |
2.618 |
18,373 |
1.618 |
18,181 |
1.000 |
18,062 |
0.618 |
17,989 |
HIGH |
17,870 |
0.618 |
17,797 |
0.500 |
17,774 |
0.382 |
17,751 |
LOW |
17,678 |
0.618 |
17,559 |
1.000 |
17,486 |
1.618 |
17,367 |
2.618 |
17,175 |
4.250 |
16,862 |
|
|
Fisher Pivots for day following 21-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,778 |
17,758 |
PP |
17,776 |
17,736 |
S1 |
17,774 |
17,714 |
|