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 |
1,186.3 |
1,186.4 |
0.1 |
0.0% |
1,177.0 |
High |
1,194.3 |
1,204.7 |
10.4 |
0.9% |
1,193.5 |
Low |
1,181.8 |
1,183.7 |
1.9 |
0.2% |
1,146.9 |
Close |
1,184.3 |
1,197.8 |
13.5 |
1.1% |
1,186.3 |
Range |
12.5 |
21.0 |
8.5 |
68.0% |
46.6 |
ATR |
20.2 |
20.3 |
0.1 |
0.3% |
0.0 |
Volume |
26,369 |
22,261 |
-4,108 |
-15.6% |
148,823 |
|
Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,258.4 |
1,249.1 |
1,209.4 |
|
R3 |
1,237.4 |
1,228.1 |
1,203.6 |
|
R2 |
1,216.4 |
1,216.4 |
1,201.7 |
|
R1 |
1,207.1 |
1,207.1 |
1,199.7 |
1,211.8 |
PP |
1,195.4 |
1,195.4 |
1,195.4 |
1,197.7 |
S1 |
1,186.1 |
1,186.1 |
1,195.9 |
1,190.8 |
S2 |
1,174.4 |
1,174.4 |
1,194.0 |
|
S3 |
1,153.4 |
1,165.1 |
1,192.0 |
|
S4 |
1,132.4 |
1,144.1 |
1,186.3 |
|
|
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 |
1,204.7 |
1,146.9 |
57.8 |
4.8% |
21.2 |
1.8% |
88% |
True |
False |
30,843 |
10 |
1,204.7 |
1,132.0 |
72.7 |
6.1% |
24.9 |
2.1% |
91% |
True |
False |
25,137 |
20 |
1,250.2 |
1,132.0 |
118.2 |
9.9% |
20.1 |
1.7% |
56% |
False |
False |
16,204 |
40 |
1,256.2 |
1,132.0 |
124.2 |
10.4% |
16.9 |
1.4% |
53% |
False |
False |
9,719 |
60 |
1,298.4 |
1,132.0 |
166.4 |
13.9% |
15.6 |
1.3% |
40% |
False |
False |
7,253 |
80 |
1,323.0 |
1,132.0 |
191.0 |
15.9% |
14.6 |
1.2% |
34% |
False |
False |
5,747 |
100 |
1,347.3 |
1,132.0 |
215.3 |
18.0% |
14.1 |
1.2% |
31% |
False |
False |
4,755 |
120 |
1,347.3 |
1,132.0 |
215.3 |
18.0% |
13.2 |
1.1% |
31% |
False |
False |
4,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,294.0 |
2.618 |
1,259.7 |
1.618 |
1,238.7 |
1.000 |
1,225.7 |
0.618 |
1,217.7 |
HIGH |
1,204.7 |
0.618 |
1,196.7 |
0.500 |
1,194.2 |
0.382 |
1,191.7 |
LOW |
1,183.7 |
0.618 |
1,170.7 |
1.000 |
1,162.7 |
1.618 |
1,149.7 |
2.618 |
1,128.7 |
4.250 |
1,094.5 |
|
|
Fisher Pivots for day following 18-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,196.6 |
1,190.5 |
PP |
1,195.4 |
1,183.1 |
S1 |
1,194.2 |
1,175.8 |
|