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 |
1,196.2 |
1,183.8 |
-12.4 |
-1.0% |
1,177.0 |
High |
1,202.2 |
1,197.2 |
-5.0 |
-0.4% |
1,193.5 |
Low |
1,174.7 |
1,177.0 |
2.3 |
0.2% |
1,146.9 |
Close |
1,194.6 |
1,191.5 |
-3.1 |
-0.3% |
1,186.3 |
Range |
27.5 |
20.2 |
-7.3 |
-26.5% |
46.6 |
ATR |
20.8 |
20.8 |
0.0 |
-0.2% |
0.0 |
Volume |
41,730 |
35,251 |
-6,479 |
-15.5% |
148,823 |
|
Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,249.2 |
1,240.5 |
1,202.6 |
|
R3 |
1,229.0 |
1,220.3 |
1,197.1 |
|
R2 |
1,208.8 |
1,208.8 |
1,195.2 |
|
R1 |
1,200.1 |
1,200.1 |
1,193.4 |
1,204.5 |
PP |
1,188.6 |
1,188.6 |
1,188.6 |
1,190.7 |
S1 |
1,179.9 |
1,179.9 |
1,189.6 |
1,184.3 |
S2 |
1,168.4 |
1,168.4 |
1,187.8 |
|
S3 |
1,148.2 |
1,159.7 |
1,185.9 |
|
S4 |
1,128.0 |
1,139.5 |
1,180.4 |
|
|
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 |
4.9% |
25.6 |
2.1% |
77% |
False |
False |
30,359 |
10 |
1,204.7 |
1,132.0 |
72.7 |
6.1% |
25.6 |
2.1% |
82% |
False |
False |
29,509 |
20 |
1,236.0 |
1,132.0 |
104.0 |
8.7% |
21.2 |
1.8% |
57% |
False |
False |
19,363 |
40 |
1,256.2 |
1,132.0 |
124.2 |
10.4% |
17.5 |
1.5% |
48% |
False |
False |
11,529 |
60 |
1,298.4 |
1,132.0 |
166.4 |
14.0% |
16.1 |
1.4% |
36% |
False |
False |
8,512 |
80 |
1,323.0 |
1,132.0 |
191.0 |
16.0% |
14.8 |
1.2% |
31% |
False |
False |
6,647 |
100 |
1,347.3 |
1,132.0 |
215.3 |
18.1% |
14.3 |
1.2% |
28% |
False |
False |
5,521 |
120 |
1,347.3 |
1,132.0 |
215.3 |
18.1% |
13.5 |
1.1% |
28% |
False |
False |
4,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,283.1 |
2.618 |
1,250.1 |
1.618 |
1,229.9 |
1.000 |
1,217.4 |
0.618 |
1,209.7 |
HIGH |
1,197.2 |
0.618 |
1,189.5 |
0.500 |
1,187.1 |
0.382 |
1,184.7 |
LOW |
1,177.0 |
0.618 |
1,164.5 |
1.000 |
1,156.8 |
1.618 |
1,144.3 |
2.618 |
1,124.1 |
4.250 |
1,091.2 |
|
|
Fisher Pivots for day following 20-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,190.0 |
1,190.9 |
PP |
1,188.6 |
1,190.3 |
S1 |
1,187.1 |
1,189.7 |
|