Trading Metrics calculated at close of trading on 14-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
1,158.0 |
1,162.0 |
4.0 |
0.3% |
1,177.0 |
High |
1,168.0 |
1,193.5 |
25.5 |
2.2% |
1,193.5 |
Low |
1,153.8 |
1,146.9 |
-6.9 |
-0.6% |
1,146.9 |
Close |
1,162.3 |
1,186.3 |
24.0 |
2.1% |
1,186.3 |
Range |
14.2 |
46.6 |
32.4 |
228.2% |
46.6 |
ATR |
18.8 |
20.8 |
2.0 |
10.5% |
0.0 |
Volume |
36,832 |
26,188 |
-10,644 |
-28.9% |
148,823 |
|
Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,315.4 |
1,297.4 |
1,211.9 |
|
R3 |
1,268.8 |
1,250.8 |
1,199.1 |
|
R2 |
1,222.2 |
1,222.2 |
1,194.8 |
|
R1 |
1,204.2 |
1,204.2 |
1,190.6 |
1,213.2 |
PP |
1,175.6 |
1,175.6 |
1,175.6 |
1,180.1 |
S1 |
1,157.6 |
1,157.6 |
1,182.0 |
1,166.6 |
S2 |
1,129.0 |
1,129.0 |
1,177.8 |
|
S3 |
1,082.4 |
1,111.0 |
1,173.5 |
|
S4 |
1,035.8 |
1,064.4 |
1,160.7 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,315.4 |
1,297.4 |
1,211.9 |
|
R3 |
1,268.8 |
1,250.8 |
1,199.1 |
|
R2 |
1,222.2 |
1,222.2 |
1,194.8 |
|
R1 |
1,204.2 |
1,204.2 |
1,190.6 |
1,213.2 |
PP |
1,175.6 |
1,175.6 |
1,175.6 |
1,180.1 |
S1 |
1,157.6 |
1,157.6 |
1,182.0 |
1,166.6 |
S2 |
1,129.0 |
1,129.0 |
1,177.8 |
|
S3 |
1,082.4 |
1,111.0 |
1,173.5 |
|
S4 |
1,035.8 |
1,064.4 |
1,160.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,193.5 |
1,146.9 |
46.6 |
3.9% |
25.6 |
2.2% |
85% |
True |
True |
29,764 |
10 |
1,193.5 |
1,132.0 |
61.5 |
5.2% |
23.5 |
2.0% |
88% |
True |
False |
21,796 |
20 |
1,256.2 |
1,132.0 |
124.2 |
10.5% |
19.5 |
1.6% |
44% |
False |
False |
14,753 |
40 |
1,256.2 |
1,132.0 |
124.2 |
10.5% |
16.8 |
1.4% |
44% |
False |
False |
8,693 |
60 |
1,298.4 |
1,132.0 |
166.4 |
14.0% |
15.3 |
1.3% |
33% |
False |
False |
6,470 |
80 |
1,323.0 |
1,132.0 |
191.0 |
16.1% |
14.4 |
1.2% |
28% |
False |
False |
5,171 |
100 |
1,347.3 |
1,132.0 |
215.3 |
18.1% |
13.9 |
1.2% |
25% |
False |
False |
4,276 |
120 |
1,347.3 |
1,132.0 |
215.3 |
18.1% |
13.1 |
1.1% |
25% |
False |
False |
3,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,391.6 |
2.618 |
1,315.5 |
1.618 |
1,268.9 |
1.000 |
1,240.1 |
0.618 |
1,222.3 |
HIGH |
1,193.5 |
0.618 |
1,175.7 |
0.500 |
1,170.2 |
0.382 |
1,164.7 |
LOW |
1,146.9 |
0.618 |
1,118.1 |
1.000 |
1,100.3 |
1.618 |
1,071.5 |
2.618 |
1,024.9 |
4.250 |
948.9 |
|
|
Fisher Pivots for day following 14-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,180.9 |
1,180.9 |
PP |
1,175.6 |
1,175.6 |
S1 |
1,170.2 |
1,170.2 |
|