Trading Metrics calculated at close of trading on 17-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
9,273.5 |
9,177.0 |
-96.5 |
-1.0% |
9,308.0 |
High |
9,291.0 |
9,340.0 |
49.0 |
0.5% |
9,399.5 |
Low |
9,209.0 |
9,145.5 |
-63.5 |
-0.7% |
9,183.5 |
Close |
9,251.5 |
9,314.5 |
63.0 |
0.7% |
9,251.5 |
Range |
82.0 |
194.5 |
112.5 |
137.2% |
216.0 |
ATR |
162.7 |
165.0 |
2.3 |
1.4% |
0.0 |
Volume |
1,166 |
749 |
-417 |
-35.8% |
4,166 |
|
Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,850.2 |
9,776.8 |
9,421.5 |
|
R3 |
9,655.7 |
9,582.3 |
9,368.0 |
|
R2 |
9,461.2 |
9,461.2 |
9,350.2 |
|
R1 |
9,387.8 |
9,387.8 |
9,332.3 |
9,424.5 |
PP |
9,266.7 |
9,266.7 |
9,266.7 |
9,285.0 |
S1 |
9,193.3 |
9,193.3 |
9,296.7 |
9,230.0 |
S2 |
9,072.2 |
9,072.2 |
9,278.8 |
|
S3 |
8,877.7 |
8,998.8 |
9,261.0 |
|
S4 |
8,683.2 |
8,804.3 |
9,207.5 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,926.2 |
9,804.8 |
9,370.3 |
|
R3 |
9,710.2 |
9,588.8 |
9,310.9 |
|
R2 |
9,494.2 |
9,494.2 |
9,291.1 |
|
R1 |
9,372.8 |
9,372.8 |
9,271.3 |
9,325.5 |
PP |
9,278.2 |
9,278.2 |
9,278.2 |
9,254.5 |
S1 |
9,156.8 |
9,156.8 |
9,231.7 |
9,109.5 |
S2 |
9,062.2 |
9,062.2 |
9,211.9 |
|
S3 |
8,846.2 |
8,940.8 |
9,192.1 |
|
S4 |
8,630.2 |
8,724.8 |
9,132.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,399.5 |
9,145.5 |
254.0 |
2.7% |
128.2 |
1.4% |
67% |
False |
True |
760 |
10 |
9,468.0 |
9,145.5 |
322.5 |
3.5% |
141.5 |
1.5% |
52% |
False |
True |
802 |
20 |
9,468.0 |
8,667.5 |
800.5 |
8.6% |
157.6 |
1.7% |
81% |
False |
False |
634 |
40 |
9,758.5 |
8,367.5 |
1,391.0 |
14.9% |
173.6 |
1.9% |
68% |
False |
False |
544 |
60 |
9,901.0 |
8,367.5 |
1,533.5 |
16.5% |
137.7 |
1.5% |
62% |
False |
False |
493 |
80 |
9,901.0 |
8,367.5 |
1,533.5 |
16.5% |
126.1 |
1.4% |
62% |
False |
False |
380 |
100 |
10,055.0 |
8,367.5 |
1,687.5 |
18.1% |
110.9 |
1.2% |
56% |
False |
False |
307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,166.6 |
2.618 |
9,849.2 |
1.618 |
9,654.7 |
1.000 |
9,534.5 |
0.618 |
9,460.2 |
HIGH |
9,340.0 |
0.618 |
9,265.7 |
0.500 |
9,242.8 |
0.382 |
9,219.8 |
LOW |
9,145.5 |
0.618 |
9,025.3 |
1.000 |
8,951.0 |
1.618 |
8,830.8 |
2.618 |
8,636.3 |
4.250 |
8,318.9 |
|
|
Fisher Pivots for day following 17-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
9,290.6 |
9,290.6 |
PP |
9,266.7 |
9,266.7 |
S1 |
9,242.8 |
9,242.8 |
|