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 |
4,203.25 |
4,223.25 |
20.00 |
0.5% |
4,152.75 |
High |
4,225.75 |
4,224.50 |
-1.25 |
0.0% |
4,227.00 |
Low |
4,195.75 |
4,191.50 |
-4.25 |
-0.1% |
4,144.00 |
Close |
4,222.00 |
4,212.25 |
-9.75 |
-0.2% |
4,222.00 |
Range |
30.00 |
33.00 |
3.00 |
10.0% |
83.00 |
ATR |
51.78 |
50.44 |
-1.34 |
-2.6% |
0.00 |
Volume |
218,493 |
230,967 |
12,474 |
5.7% |
1,015,668 |
|
Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,308.50 |
4,293.25 |
4,230.50 |
|
R3 |
4,275.50 |
4,260.25 |
4,221.25 |
|
R2 |
4,242.50 |
4,242.50 |
4,218.25 |
|
R1 |
4,227.25 |
4,227.25 |
4,215.25 |
4,218.50 |
PP |
4,209.50 |
4,209.50 |
4,209.50 |
4,205.00 |
S1 |
4,194.25 |
4,194.25 |
4,209.25 |
4,185.50 |
S2 |
4,176.50 |
4,176.50 |
4,206.25 |
|
S3 |
4,143.50 |
4,161.25 |
4,203.25 |
|
S4 |
4,110.50 |
4,128.25 |
4,194.00 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,446.75 |
4,417.25 |
4,267.75 |
|
R3 |
4,363.75 |
4,334.25 |
4,244.75 |
|
R2 |
4,280.75 |
4,280.75 |
4,237.25 |
|
R1 |
4,251.25 |
4,251.25 |
4,229.50 |
4,266.00 |
PP |
4,197.75 |
4,197.75 |
4,197.75 |
4,205.00 |
S1 |
4,168.25 |
4,168.25 |
4,214.50 |
4,183.00 |
S2 |
4,114.75 |
4,114.75 |
4,206.75 |
|
S3 |
4,031.75 |
4,085.25 |
4,199.25 |
|
S4 |
3,948.75 |
4,002.25 |
4,176.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,227.00 |
4,162.00 |
65.00 |
1.5% |
31.00 |
0.7% |
77% |
False |
False |
216,339 |
10 |
4,227.00 |
4,119.75 |
107.25 |
2.5% |
35.75 |
0.8% |
86% |
False |
False |
223,971 |
20 |
4,227.00 |
3,846.00 |
381.00 |
9.0% |
49.50 |
1.2% |
96% |
False |
False |
268,654 |
40 |
4,227.00 |
3,684.00 |
543.00 |
12.9% |
63.75 |
1.5% |
97% |
False |
False |
363,665 |
60 |
4,227.00 |
3,684.00 |
543.00 |
12.9% |
55.00 |
1.3% |
97% |
False |
False |
281,948 |
80 |
4,227.00 |
3,684.00 |
543.00 |
12.9% |
51.00 |
1.2% |
97% |
False |
False |
211,635 |
100 |
4,227.00 |
3,684.00 |
543.00 |
12.9% |
48.00 |
1.1% |
97% |
False |
False |
169,378 |
120 |
4,227.00 |
3,684.00 |
543.00 |
12.9% |
43.25 |
1.0% |
97% |
False |
False |
141,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,364.75 |
2.618 |
4,311.00 |
1.618 |
4,278.00 |
1.000 |
4,257.50 |
0.618 |
4,245.00 |
HIGH |
4,224.50 |
0.618 |
4,212.00 |
0.500 |
4,208.00 |
0.382 |
4,204.00 |
LOW |
4,191.50 |
0.618 |
4,171.00 |
1.000 |
4,158.50 |
1.618 |
4,138.00 |
2.618 |
4,105.00 |
4.250 |
4,051.25 |
|
|
Fisher Pivots for day following 17-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4,210.75 |
4,211.25 |
PP |
4,209.50 |
4,210.25 |
S1 |
4,208.00 |
4,209.25 |
|