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 |
9,476.5 |
9,477.5 |
1.0 |
0.0% |
9,308.0 |
High |
9,530.0 |
9,498.5 |
-31.5 |
-0.3% |
9,399.5 |
Low |
9,450.0 |
9,390.0 |
-60.0 |
-0.6% |
9,183.5 |
Close |
9,471.5 |
9,496.5 |
25.0 |
0.3% |
9,251.5 |
Range |
80.0 |
108.5 |
28.5 |
35.6% |
216.0 |
ATR |
160.2 |
156.5 |
-3.7 |
-2.3% |
0.0 |
Volume |
13,584 |
1,896 |
-11,688 |
-86.0% |
4,166 |
|
Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,787.2 |
9,750.3 |
9,556.2 |
|
R3 |
9,678.7 |
9,641.8 |
9,526.3 |
|
R2 |
9,570.2 |
9,570.2 |
9,516.4 |
|
R1 |
9,533.3 |
9,533.3 |
9,506.4 |
9,551.8 |
PP |
9,461.7 |
9,461.7 |
9,461.7 |
9,470.9 |
S1 |
9,424.8 |
9,424.8 |
9,486.6 |
9,443.3 |
S2 |
9,353.2 |
9,353.2 |
9,476.6 |
|
S3 |
9,244.7 |
9,316.3 |
9,466.7 |
|
S4 |
9,136.2 |
9,207.8 |
9,436.8 |
|
|
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 |
9,530.0 |
9,145.5 |
384.5 |
4.0% |
125.3 |
1.3% |
91% |
False |
False |
3,534 |
10 |
9,530.0 |
9,145.5 |
384.5 |
4.0% |
132.1 |
1.4% |
91% |
False |
False |
2,100 |
20 |
9,530.0 |
8,843.5 |
686.5 |
7.2% |
143.3 |
1.5% |
95% |
False |
False |
1,358 |
40 |
9,559.0 |
8,367.5 |
1,191.5 |
12.5% |
168.3 |
1.8% |
95% |
False |
False |
920 |
60 |
9,901.0 |
8,367.5 |
1,533.5 |
16.1% |
139.3 |
1.5% |
74% |
False |
False |
746 |
80 |
9,901.0 |
8,367.5 |
1,533.5 |
16.1% |
127.9 |
1.3% |
74% |
False |
False |
576 |
100 |
10,047.0 |
8,367.5 |
1,679.5 |
17.7% |
113.2 |
1.2% |
67% |
False |
False |
464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,959.6 |
2.618 |
9,782.6 |
1.618 |
9,674.1 |
1.000 |
9,607.0 |
0.618 |
9,565.6 |
HIGH |
9,498.5 |
0.618 |
9,457.1 |
0.500 |
9,444.3 |
0.382 |
9,431.4 |
LOW |
9,390.0 |
0.618 |
9,322.9 |
1.000 |
9,281.5 |
1.618 |
9,214.4 |
2.618 |
9,105.9 |
4.250 |
8,928.9 |
|
|
Fisher Pivots for day following 20-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
9,479.1 |
9,475.4 |
PP |
9,461.7 |
9,454.3 |
S1 |
9,444.3 |
9,433.3 |
|