Trading Metrics calculated at close of trading on 19-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4,213.25 |
4,238.25 |
25.00 |
0.6% |
4,152.75 |
High |
4,248.75 |
4,242.50 |
-6.25 |
-0.1% |
4,227.00 |
Low |
4,203.00 |
4,204.25 |
1.25 |
0.0% |
4,144.00 |
Close |
4,238.00 |
4,223.75 |
-14.25 |
-0.3% |
4,222.00 |
Range |
45.75 |
38.25 |
-7.50 |
-16.4% |
83.00 |
ATR |
50.10 |
49.26 |
-0.85 |
-1.7% |
0.00 |
Volume |
213,476 |
235,757 |
22,281 |
10.4% |
1,015,668 |
|
Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,338.25 |
4,319.25 |
4,244.75 |
|
R3 |
4,300.00 |
4,281.00 |
4,234.25 |
|
R2 |
4,261.75 |
4,261.75 |
4,230.75 |
|
R1 |
4,242.75 |
4,242.75 |
4,227.25 |
4,233.00 |
PP |
4,223.50 |
4,223.50 |
4,223.50 |
4,218.75 |
S1 |
4,204.50 |
4,204.50 |
4,220.25 |
4,195.00 |
S2 |
4,185.25 |
4,185.25 |
4,216.75 |
|
S3 |
4,147.00 |
4,166.25 |
4,213.25 |
|
S4 |
4,108.75 |
4,128.00 |
4,202.75 |
|
|
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 |
4,191.50 |
57.25 |
1.4% |
36.50 |
0.9% |
56% |
False |
False |
238,741 |
10 |
4,248.75 |
4,130.25 |
118.50 |
2.8% |
35.50 |
0.8% |
79% |
False |
False |
215,885 |
20 |
4,248.75 |
3,939.50 |
309.25 |
7.3% |
45.25 |
1.1% |
92% |
False |
False |
254,828 |
40 |
4,248.75 |
3,684.00 |
564.75 |
13.4% |
63.50 |
1.5% |
96% |
False |
False |
361,013 |
60 |
4,248.75 |
3,684.00 |
564.75 |
13.4% |
55.75 |
1.3% |
96% |
False |
False |
289,398 |
80 |
4,248.75 |
3,684.00 |
564.75 |
13.4% |
51.25 |
1.2% |
96% |
False |
False |
217,239 |
100 |
4,248.75 |
3,684.00 |
564.75 |
13.4% |
48.50 |
1.1% |
96% |
False |
False |
173,864 |
120 |
4,248.75 |
3,684.00 |
564.75 |
13.4% |
43.75 |
1.0% |
96% |
False |
False |
144,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,405.00 |
2.618 |
4,342.75 |
1.618 |
4,304.50 |
1.000 |
4,280.75 |
0.618 |
4,266.25 |
HIGH |
4,242.50 |
0.618 |
4,228.00 |
0.500 |
4,223.50 |
0.382 |
4,218.75 |
LOW |
4,204.25 |
0.618 |
4,180.50 |
1.000 |
4,166.00 |
1.618 |
4,142.25 |
2.618 |
4,104.00 |
4.250 |
4,041.75 |
|
|
Fisher Pivots for day following 19-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4,223.50 |
4,222.50 |
PP |
4,223.50 |
4,221.25 |
S1 |
4,223.50 |
4,220.00 |
|