Trading Metrics calculated at close of trading on 19-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4,204.00 |
4,231.50 |
27.50 |
0.7% |
4,142.00 |
High |
4,242.00 |
4,233.50 |
-8.50 |
-0.2% |
4,219.50 |
Low |
4,198.25 |
4,199.50 |
1.25 |
0.0% |
4,138.00 |
Close |
4,232.25 |
4,218.25 |
-14.00 |
-0.3% |
4,215.75 |
Range |
43.75 |
34.00 |
-9.75 |
-22.3% |
81.50 |
ATR |
46.91 |
45.98 |
-0.92 |
-2.0% |
0.00 |
Volume |
555 |
1,957 |
1,402 |
252.6% |
1,739 |
|
Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,319.00 |
4,302.75 |
4,237.00 |
|
R3 |
4,285.00 |
4,268.75 |
4,227.50 |
|
R2 |
4,251.00 |
4,251.00 |
4,224.50 |
|
R1 |
4,234.75 |
4,234.75 |
4,221.25 |
4,226.00 |
PP |
4,217.00 |
4,217.00 |
4,217.00 |
4,212.75 |
S1 |
4,200.75 |
4,200.75 |
4,215.25 |
4,192.00 |
S2 |
4,183.00 |
4,183.00 |
4,212.00 |
|
S3 |
4,149.00 |
4,166.75 |
4,209.00 |
|
S4 |
4,115.00 |
4,132.75 |
4,199.50 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,435.50 |
4,407.25 |
4,260.50 |
|
R3 |
4,354.00 |
4,325.75 |
4,238.25 |
|
R2 |
4,272.50 |
4,272.50 |
4,230.75 |
|
R1 |
4,244.25 |
4,244.25 |
4,223.25 |
4,258.50 |
PP |
4,191.00 |
4,191.00 |
4,191.00 |
4,198.25 |
S1 |
4,162.75 |
4,162.75 |
4,208.25 |
4,177.00 |
S2 |
4,109.50 |
4,109.50 |
4,200.75 |
|
S3 |
4,028.00 |
4,081.25 |
4,193.25 |
|
S4 |
3,946.50 |
3,999.75 |
4,171.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,242.00 |
4,185.25 |
56.75 |
1.3% |
34.00 |
0.8% |
58% |
False |
False |
768 |
10 |
4,242.00 |
4,124.00 |
118.00 |
2.8% |
33.25 |
0.8% |
80% |
False |
False |
596 |
20 |
4,242.00 |
3,937.25 |
304.75 |
7.2% |
42.25 |
1.0% |
92% |
False |
False |
417 |
40 |
4,242.00 |
3,687.00 |
555.00 |
13.2% |
58.75 |
1.4% |
96% |
False |
False |
345 |
60 |
4,242.00 |
3,687.00 |
555.00 |
13.2% |
49.25 |
1.2% |
96% |
False |
False |
238 |
80 |
4,242.00 |
3,687.00 |
555.00 |
13.2% |
40.50 |
1.0% |
96% |
False |
False |
179 |
100 |
4,242.00 |
3,687.00 |
555.00 |
13.2% |
34.00 |
0.8% |
96% |
False |
False |
144 |
120 |
4,242.00 |
3,687.00 |
555.00 |
13.2% |
28.50 |
0.7% |
96% |
False |
False |
120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,378.00 |
2.618 |
4,322.50 |
1.618 |
4,288.50 |
1.000 |
4,267.50 |
0.618 |
4,254.50 |
HIGH |
4,233.50 |
0.618 |
4,220.50 |
0.500 |
4,216.50 |
0.382 |
4,212.50 |
LOW |
4,199.50 |
0.618 |
4,178.50 |
1.000 |
4,165.50 |
1.618 |
4,144.50 |
2.618 |
4,110.50 |
4.250 |
4,055.00 |
|
|
Fisher Pivots for day following 19-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4,217.75 |
4,216.75 |
PP |
4,217.00 |
4,215.25 |
S1 |
4,216.50 |
4,214.00 |
|