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 |
1,161.9 |
1,188.5 |
26.6 |
2.3% |
1,174.9 |
High |
1,192.6 |
1,195.4 |
2.8 |
0.2% |
1,192.6 |
Low |
1,148.0 |
1,184.2 |
36.2 |
3.2% |
1,148.0 |
Close |
1,187.4 |
1,185.5 |
-1.9 |
-0.2% |
1,187.4 |
Range |
44.6 |
11.2 |
-33.4 |
-74.9% |
44.6 |
ATR |
19.9 |
19.3 |
-0.6 |
-3.1% |
0.0 |
Volume |
3,012 |
4,815 |
1,803 |
59.9% |
17,093 |
|
Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,222.0 |
1,214.9 |
1,191.7 |
|
R3 |
1,210.8 |
1,203.7 |
1,188.6 |
|
R2 |
1,199.6 |
1,199.6 |
1,187.6 |
|
R1 |
1,192.5 |
1,192.5 |
1,186.5 |
1,190.5 |
PP |
1,188.4 |
1,188.4 |
1,188.4 |
1,187.3 |
S1 |
1,181.3 |
1,181.3 |
1,184.5 |
1,179.3 |
S2 |
1,177.2 |
1,177.2 |
1,183.4 |
|
S3 |
1,166.0 |
1,170.1 |
1,182.4 |
|
S4 |
1,154.8 |
1,158.9 |
1,179.3 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,309.8 |
1,293.2 |
1,211.9 |
|
R3 |
1,265.2 |
1,248.6 |
1,199.7 |
|
R2 |
1,220.6 |
1,220.6 |
1,195.6 |
|
R1 |
1,204.0 |
1,204.0 |
1,191.5 |
1,212.3 |
PP |
1,176.0 |
1,176.0 |
1,176.0 |
1,180.2 |
S1 |
1,159.4 |
1,159.4 |
1,183.3 |
1,167.7 |
S2 |
1,131.4 |
1,131.4 |
1,179.2 |
|
S3 |
1,086.8 |
1,114.8 |
1,175.1 |
|
S4 |
1,042.2 |
1,070.2 |
1,162.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,195.4 |
1,148.0 |
47.4 |
4.0% |
21.1 |
1.8% |
79% |
True |
False |
3,716 |
10 |
1,195.4 |
1,134.1 |
61.3 |
5.2% |
22.9 |
1.9% |
84% |
True |
False |
3,523 |
20 |
1,257.0 |
1,134.1 |
122.9 |
10.4% |
18.4 |
1.5% |
42% |
False |
False |
2,484 |
40 |
1,257.0 |
1,134.1 |
122.9 |
10.4% |
15.6 |
1.3% |
42% |
False |
False |
1,736 |
60 |
1,293.5 |
1,134.1 |
159.4 |
13.4% |
13.0 |
1.1% |
32% |
False |
False |
1,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,243.0 |
2.618 |
1,224.7 |
1.618 |
1,213.5 |
1.000 |
1,206.6 |
0.618 |
1,202.3 |
HIGH |
1,195.4 |
0.618 |
1,191.1 |
0.500 |
1,189.8 |
0.382 |
1,188.5 |
LOW |
1,184.2 |
0.618 |
1,177.3 |
1.000 |
1,173.0 |
1.618 |
1,166.1 |
2.618 |
1,154.9 |
4.250 |
1,136.6 |
|
|
Fisher Pivots for day following 17-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,189.8 |
1,180.9 |
PP |
1,188.4 |
1,176.3 |
S1 |
1,186.9 |
1,171.7 |
|