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 |
4,231.50 |
4,216.50 |
-15.00 |
-0.4% |
4,142.00 |
High |
4,233.50 |
4,241.75 |
8.25 |
0.2% |
4,219.50 |
Low |
4,199.50 |
4,198.25 |
-1.25 |
0.0% |
4,138.00 |
Close |
4,218.25 |
4,239.75 |
21.50 |
0.5% |
4,215.75 |
Range |
34.00 |
43.50 |
9.50 |
27.9% |
81.50 |
ATR |
45.98 |
45.81 |
-0.18 |
-0.4% |
0.00 |
Volume |
1,957 |
1,522 |
-435 |
-22.2% |
1,739 |
|
Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,357.00 |
4,342.00 |
4,263.75 |
|
R3 |
4,313.50 |
4,298.50 |
4,251.75 |
|
R2 |
4,270.00 |
4,270.00 |
4,247.75 |
|
R1 |
4,255.00 |
4,255.00 |
4,243.75 |
4,262.50 |
PP |
4,226.50 |
4,226.50 |
4,226.50 |
4,230.50 |
S1 |
4,211.50 |
4,211.50 |
4,235.75 |
4,219.00 |
S2 |
4,183.00 |
4,183.00 |
4,231.75 |
|
S3 |
4,139.50 |
4,168.00 |
4,227.75 |
|
S4 |
4,096.00 |
4,124.50 |
4,215.75 |
|
|
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 |
4,185.75 |
56.25 |
1.3% |
35.75 |
0.8% |
96% |
False |
False |
998 |
10 |
4,242.00 |
4,129.00 |
113.00 |
2.7% |
34.25 |
0.8% |
98% |
False |
False |
653 |
20 |
4,242.00 |
3,972.00 |
270.00 |
6.4% |
40.50 |
1.0% |
99% |
False |
False |
481 |
40 |
4,242.00 |
3,687.00 |
555.00 |
13.1% |
57.75 |
1.4% |
100% |
False |
False |
382 |
60 |
4,242.00 |
3,687.00 |
555.00 |
13.1% |
50.00 |
1.2% |
100% |
False |
False |
263 |
80 |
4,242.00 |
3,687.00 |
555.00 |
13.1% |
41.00 |
1.0% |
100% |
False |
False |
198 |
100 |
4,242.00 |
3,687.00 |
555.00 |
13.1% |
34.25 |
0.8% |
100% |
False |
False |
159 |
120 |
4,242.00 |
3,687.00 |
555.00 |
13.1% |
28.75 |
0.7% |
100% |
False |
False |
133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,426.50 |
2.618 |
4,355.75 |
1.618 |
4,312.25 |
1.000 |
4,285.25 |
0.618 |
4,268.75 |
HIGH |
4,241.75 |
0.618 |
4,225.25 |
0.500 |
4,220.00 |
0.382 |
4,214.75 |
LOW |
4,198.25 |
0.618 |
4,171.25 |
1.000 |
4,154.75 |
1.618 |
4,127.75 |
2.618 |
4,084.25 |
4.250 |
4,013.50 |
|
|
Fisher Pivots for day following 20-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4,233.25 |
4,233.25 |
PP |
4,226.50 |
4,226.75 |
S1 |
4,220.00 |
4,220.00 |
|