Trading Metrics calculated at close of trading on 18-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4,223.25 |
4,213.25 |
-10.00 |
-0.2% |
4,152.75 |
High |
4,224.50 |
4,248.75 |
24.25 |
0.6% |
4,227.00 |
Low |
4,191.50 |
4,203.00 |
11.50 |
0.3% |
4,144.00 |
Close |
4,212.25 |
4,238.00 |
25.75 |
0.6% |
4,222.00 |
Range |
33.00 |
45.75 |
12.75 |
38.6% |
83.00 |
ATR |
50.44 |
50.10 |
-0.33 |
-0.7% |
0.00 |
Volume |
230,967 |
213,476 |
-17,491 |
-7.6% |
1,015,668 |
|
Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,367.25 |
4,348.25 |
4,263.25 |
|
R3 |
4,321.50 |
4,302.50 |
4,250.50 |
|
R2 |
4,275.75 |
4,275.75 |
4,246.50 |
|
R1 |
4,256.75 |
4,256.75 |
4,242.25 |
4,266.25 |
PP |
4,230.00 |
4,230.00 |
4,230.00 |
4,234.50 |
S1 |
4,211.00 |
4,211.00 |
4,233.75 |
4,220.50 |
S2 |
4,184.25 |
4,184.25 |
4,229.50 |
|
S3 |
4,138.50 |
4,165.25 |
4,225.50 |
|
S4 |
4,092.75 |
4,119.50 |
4,212.75 |
|
|
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 |
4,248.75 |
4,166.50 |
82.25 |
1.9% |
35.25 |
0.8% |
87% |
True |
False |
232,134 |
10 |
4,248.75 |
4,130.25 |
118.50 |
2.8% |
35.75 |
0.8% |
91% |
True |
False |
219,324 |
20 |
4,248.75 |
3,939.50 |
309.25 |
7.3% |
45.50 |
1.1% |
97% |
True |
False |
260,214 |
40 |
4,248.75 |
3,684.00 |
564.75 |
13.3% |
64.00 |
1.5% |
98% |
True |
False |
362,078 |
60 |
4,248.75 |
3,684.00 |
564.75 |
13.3% |
55.25 |
1.3% |
98% |
True |
False |
285,481 |
80 |
4,248.75 |
3,684.00 |
564.75 |
13.3% |
51.25 |
1.2% |
98% |
True |
False |
214,297 |
100 |
4,248.75 |
3,684.00 |
564.75 |
13.3% |
48.25 |
1.1% |
98% |
True |
False |
171,509 |
120 |
4,248.75 |
3,684.00 |
564.75 |
13.3% |
43.50 |
1.0% |
98% |
True |
False |
142,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,443.25 |
2.618 |
4,368.50 |
1.618 |
4,322.75 |
1.000 |
4,294.50 |
0.618 |
4,277.00 |
HIGH |
4,248.75 |
0.618 |
4,231.25 |
0.500 |
4,226.00 |
0.382 |
4,220.50 |
LOW |
4,203.00 |
0.618 |
4,174.75 |
1.000 |
4,157.25 |
1.618 |
4,129.00 |
2.618 |
4,083.25 |
4.250 |
4,008.50 |
|
|
Fisher Pivots for day following 18-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4,234.00 |
4,232.00 |
PP |
4,230.00 |
4,226.00 |
S1 |
4,226.00 |
4,220.00 |
|