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 |
1,183.8 |
1,194.7 |
10.9 |
0.9% |
1,186.3 |
High |
1,197.2 |
1,208.2 |
11.0 |
0.9% |
1,208.2 |
Low |
1,177.0 |
1,186.7 |
9.7 |
0.8% |
1,174.7 |
Close |
1,191.5 |
1,198.4 |
6.9 |
0.6% |
1,198.4 |
Range |
20.2 |
21.5 |
1.3 |
6.4% |
33.5 |
ATR |
20.8 |
20.8 |
0.1 |
0.3% |
0.0 |
Volume |
35,251 |
32,864 |
-2,387 |
-6.8% |
158,475 |
|
Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,262.3 |
1,251.8 |
1,210.2 |
|
R3 |
1,240.8 |
1,230.3 |
1,204.3 |
|
R2 |
1,219.3 |
1,219.3 |
1,202.3 |
|
R1 |
1,208.8 |
1,208.8 |
1,200.4 |
1,214.1 |
PP |
1,197.8 |
1,197.8 |
1,197.8 |
1,200.4 |
S1 |
1,187.3 |
1,187.3 |
1,196.4 |
1,192.6 |
S2 |
1,176.3 |
1,176.3 |
1,194.5 |
|
S3 |
1,154.8 |
1,165.8 |
1,192.5 |
|
S4 |
1,133.3 |
1,144.3 |
1,186.6 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,294.3 |
1,279.8 |
1,216.8 |
|
R3 |
1,260.8 |
1,246.3 |
1,207.6 |
|
R2 |
1,227.3 |
1,227.3 |
1,204.5 |
|
R1 |
1,212.8 |
1,212.8 |
1,201.5 |
1,220.1 |
PP |
1,193.8 |
1,193.8 |
1,193.8 |
1,197.4 |
S1 |
1,179.3 |
1,179.3 |
1,195.3 |
1,186.6 |
S2 |
1,160.3 |
1,160.3 |
1,192.3 |
|
S3 |
1,126.8 |
1,145.8 |
1,189.2 |
|
S4 |
1,093.3 |
1,112.3 |
1,180.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,208.2 |
1,174.7 |
33.5 |
2.8% |
20.5 |
1.7% |
71% |
True |
False |
31,695 |
10 |
1,208.2 |
1,146.9 |
61.3 |
5.1% |
23.1 |
1.9% |
84% |
True |
False |
30,729 |
20 |
1,236.0 |
1,132.0 |
104.0 |
8.7% |
22.0 |
1.8% |
64% |
False |
False |
20,631 |
40 |
1,256.2 |
1,132.0 |
124.2 |
10.4% |
17.6 |
1.5% |
53% |
False |
False |
12,283 |
60 |
1,292.5 |
1,132.0 |
160.5 |
13.4% |
16.3 |
1.4% |
41% |
False |
False |
9,028 |
80 |
1,323.0 |
1,132.0 |
191.0 |
15.9% |
14.9 |
1.2% |
35% |
False |
False |
7,040 |
100 |
1,347.3 |
1,132.0 |
215.3 |
18.0% |
14.4 |
1.2% |
31% |
False |
False |
5,845 |
120 |
1,347.3 |
1,132.0 |
215.3 |
18.0% |
13.7 |
1.1% |
31% |
False |
False |
4,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,299.6 |
2.618 |
1,264.5 |
1.618 |
1,243.0 |
1.000 |
1,229.7 |
0.618 |
1,221.5 |
HIGH |
1,208.2 |
0.618 |
1,200.0 |
0.500 |
1,197.5 |
0.382 |
1,194.9 |
LOW |
1,186.7 |
0.618 |
1,173.4 |
1.000 |
1,165.2 |
1.618 |
1,151.9 |
2.618 |
1,130.4 |
4.250 |
1,095.3 |
|
|
Fisher Pivots for day following 21-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,198.1 |
1,196.1 |
PP |
1,197.8 |
1,193.8 |
S1 |
1,197.5 |
1,191.5 |
|