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 |
17,685.51 |
17,677.32 |
-8.19 |
0.0% |
17,568.98 |
High |
17,712.26 |
17,720.44 |
8.18 |
0.0% |
17,705.48 |
Low |
17,624.50 |
17,603.89 |
-20.61 |
-0.1% |
17,536.17 |
Close |
17,685.73 |
17,719.00 |
33.27 |
0.2% |
17,634.74 |
Range |
87.76 |
116.55 |
28.79 |
32.8% |
169.31 |
ATR |
134.61 |
133.32 |
-1.29 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,030.76 |
17,991.43 |
17,783.10 |
|
R3 |
17,914.21 |
17,874.88 |
17,751.05 |
|
R2 |
17,797.66 |
17,797.66 |
17,740.37 |
|
R1 |
17,758.33 |
17,758.33 |
17,729.68 |
17,778.00 |
PP |
17,681.11 |
17,681.11 |
17,681.11 |
17,690.94 |
S1 |
17,641.78 |
17,641.78 |
17,708.32 |
17,661.45 |
S2 |
17,564.56 |
17,564.56 |
17,697.63 |
|
S3 |
17,448.01 |
17,525.23 |
17,686.95 |
|
S4 |
17,331.46 |
17,408.68 |
17,654.90 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,133.39 |
18,053.38 |
17,727.86 |
|
R3 |
17,964.08 |
17,884.07 |
17,681.30 |
|
R2 |
17,794.77 |
17,794.77 |
17,665.78 |
|
R1 |
17,714.76 |
17,714.76 |
17,650.26 |
17,754.77 |
PP |
17,625.46 |
17,625.46 |
17,625.46 |
17,645.47 |
S1 |
17,545.45 |
17,545.45 |
17,619.22 |
17,585.46 |
S2 |
17,456.15 |
17,456.15 |
17,603.70 |
|
S3 |
17,286.84 |
17,376.14 |
17,588.18 |
|
S4 |
17,117.53 |
17,206.83 |
17,541.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,735.71 |
17,603.89 |
131.82 |
0.7% |
83.44 |
0.5% |
87% |
False |
True |
|
10 |
17,735.71 |
17,493.37 |
242.34 |
1.4% |
83.89 |
0.5% |
93% |
False |
False |
|
20 |
17,735.71 |
16,649.72 |
1,085.99 |
6.1% |
117.99 |
0.7% |
98% |
False |
False |
|
40 |
17,735.71 |
15,855.12 |
1,880.59 |
10.6% |
181.22 |
1.0% |
99% |
False |
False |
|
60 |
17,735.71 |
15,855.12 |
1,880.59 |
10.6% |
160.79 |
0.9% |
99% |
False |
False |
|
80 |
17,735.71 |
15,855.12 |
1,880.59 |
10.6% |
152.44 |
0.9% |
99% |
False |
False |
|
100 |
17,735.71 |
15,855.12 |
1,880.59 |
10.6% |
144.83 |
0.8% |
99% |
False |
False |
|
120 |
17,735.71 |
15,855.12 |
1,880.59 |
10.6% |
136.81 |
0.8% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,215.78 |
2.618 |
18,025.57 |
1.618 |
17,909.02 |
1.000 |
17,836.99 |
0.618 |
17,792.47 |
HIGH |
17,720.44 |
0.618 |
17,675.92 |
0.500 |
17,662.17 |
0.382 |
17,648.41 |
LOW |
17,603.89 |
0.618 |
17,531.86 |
1.000 |
17,487.34 |
1.618 |
17,415.31 |
2.618 |
17,298.76 |
4.250 |
17,108.55 |
|
|
Fisher Pivots for day following 20-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,700.06 |
17,702.60 |
PP |
17,681.11 |
17,686.20 |
S1 |
17,662.17 |
17,669.80 |
|