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 |
4,238.25 |
4,223.75 |
-14.50 |
-0.3% |
4,152.75 |
High |
4,242.50 |
4,248.25 |
5.75 |
0.1% |
4,227.00 |
Low |
4,204.25 |
4,201.75 |
-2.50 |
-0.1% |
4,144.00 |
Close |
4,223.75 |
4,245.00 |
21.25 |
0.5% |
4,222.00 |
Range |
38.25 |
46.50 |
8.25 |
21.6% |
83.00 |
ATR |
49.26 |
49.06 |
-0.20 |
-0.4% |
0.00 |
Volume |
235,757 |
214,465 |
-21,292 |
-9.0% |
1,015,668 |
|
Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,371.25 |
4,354.50 |
4,270.50 |
|
R3 |
4,324.75 |
4,308.00 |
4,257.75 |
|
R2 |
4,278.25 |
4,278.25 |
4,253.50 |
|
R1 |
4,261.50 |
4,261.50 |
4,249.25 |
4,270.00 |
PP |
4,231.75 |
4,231.75 |
4,231.75 |
4,235.75 |
S1 |
4,215.00 |
4,215.00 |
4,240.75 |
4,223.50 |
S2 |
4,185.25 |
4,185.25 |
4,236.50 |
|
S3 |
4,138.75 |
4,168.50 |
4,232.25 |
|
S4 |
4,092.25 |
4,122.00 |
4,219.50 |
|
|
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 |
1.3% |
38.75 |
0.9% |
93% |
False |
False |
222,631 |
10 |
4,248.75 |
4,136.00 |
112.75 |
2.7% |
36.50 |
0.9% |
97% |
False |
False |
214,003 |
20 |
4,248.75 |
3,970.50 |
278.25 |
6.6% |
43.25 |
1.0% |
99% |
False |
False |
248,145 |
40 |
4,248.75 |
3,684.00 |
564.75 |
13.3% |
62.25 |
1.5% |
99% |
False |
False |
355,302 |
60 |
4,248.75 |
3,684.00 |
564.75 |
13.3% |
56.25 |
1.3% |
99% |
False |
False |
292,956 |
80 |
4,248.75 |
3,684.00 |
564.75 |
13.3% |
51.50 |
1.2% |
99% |
False |
False |
219,915 |
100 |
4,248.75 |
3,684.00 |
564.75 |
13.3% |
48.50 |
1.1% |
99% |
False |
False |
176,006 |
120 |
4,248.75 |
3,684.00 |
564.75 |
13.3% |
44.00 |
1.0% |
99% |
False |
False |
146,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,446.00 |
2.618 |
4,370.00 |
1.618 |
4,323.50 |
1.000 |
4,294.75 |
0.618 |
4,277.00 |
HIGH |
4,248.25 |
0.618 |
4,230.50 |
0.500 |
4,225.00 |
0.382 |
4,219.50 |
LOW |
4,201.75 |
0.618 |
4,173.00 |
1.000 |
4,155.25 |
1.618 |
4,126.50 |
2.618 |
4,080.00 |
4.250 |
4,004.00 |
|
|
Fisher Pivots for day following 20-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4,238.25 |
4,238.50 |
PP |
4,231.75 |
4,231.75 |
S1 |
4,225.00 |
4,225.25 |
|