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 |
1,196.0 |
1,183.8 |
-12.2 |
-1.0% |
1,174.9 |
High |
1,203.0 |
1,198.0 |
-5.0 |
-0.4% |
1,192.6 |
Low |
1,176.5 |
1,179.0 |
2.5 |
0.2% |
1,148.0 |
Close |
1,195.6 |
1,192.5 |
-3.1 |
-0.3% |
1,187.4 |
Range |
26.5 |
19.0 |
-7.5 |
-28.3% |
44.6 |
ATR |
19.8 |
19.8 |
-0.1 |
-0.3% |
0.0 |
Volume |
4,834 |
1,930 |
-2,904 |
-60.1% |
17,093 |
|
Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,246.8 |
1,238.7 |
1,203.0 |
|
R3 |
1,227.8 |
1,219.7 |
1,197.7 |
|
R2 |
1,208.8 |
1,208.8 |
1,196.0 |
|
R1 |
1,200.7 |
1,200.7 |
1,194.2 |
1,204.8 |
PP |
1,189.8 |
1,189.8 |
1,189.8 |
1,191.9 |
S1 |
1,181.7 |
1,181.7 |
1,190.8 |
1,185.8 |
S2 |
1,170.8 |
1,170.8 |
1,189.0 |
|
S3 |
1,151.8 |
1,162.7 |
1,187.3 |
|
S4 |
1,132.8 |
1,143.7 |
1,182.1 |
|
|
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 |
1,205.0 |
1,148.0 |
57.0 |
4.8% |
24.3 |
2.0% |
78% |
False |
False |
3,551 |
10 |
1,205.0 |
1,134.1 |
70.9 |
5.9% |
24.6 |
2.1% |
82% |
False |
False |
3,429 |
20 |
1,236.2 |
1,134.1 |
102.1 |
8.6% |
20.0 |
1.7% |
57% |
False |
False |
2,873 |
40 |
1,257.0 |
1,134.1 |
122.9 |
10.3% |
16.2 |
1.4% |
48% |
False |
False |
1,921 |
60 |
1,293.5 |
1,134.1 |
159.4 |
13.4% |
14.0 |
1.2% |
37% |
False |
False |
1,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,278.8 |
2.618 |
1,247.7 |
1.618 |
1,228.7 |
1.000 |
1,217.0 |
0.618 |
1,209.7 |
HIGH |
1,198.0 |
0.618 |
1,190.7 |
0.500 |
1,188.5 |
0.382 |
1,186.3 |
LOW |
1,179.0 |
0.618 |
1,167.3 |
1.000 |
1,160.0 |
1.618 |
1,148.3 |
2.618 |
1,129.3 |
4.250 |
1,098.3 |
|
|
Fisher Pivots for day following 20-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,191.2 |
1,191.9 |
PP |
1,189.8 |
1,191.3 |
S1 |
1,188.5 |
1,190.8 |
|