Trading Metrics calculated at close of trading on 07-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
17,491.66 |
17,558.58 |
66.92 |
0.4% |
17,390.90 |
High |
17,560.31 |
17,575.33 |
15.02 |
0.1% |
17,575.33 |
Low |
17,440.35 |
17,493.37 |
53.02 |
0.3% |
17,278.36 |
Close |
17,554.47 |
17,573.93 |
19.46 |
0.1% |
17,573.93 |
Range |
119.96 |
81.96 |
-38.00 |
-31.7% |
296.97 |
ATR |
185.58 |
178.18 |
-7.40 |
-4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,793.42 |
17,765.64 |
17,619.01 |
|
R3 |
17,711.46 |
17,683.68 |
17,596.47 |
|
R2 |
17,629.50 |
17,629.50 |
17,588.96 |
|
R1 |
17,601.72 |
17,601.72 |
17,581.44 |
17,615.61 |
PP |
17,547.54 |
17,547.54 |
17,547.54 |
17,554.49 |
S1 |
17,519.76 |
17,519.76 |
17,566.42 |
17,533.65 |
S2 |
17,465.58 |
17,465.58 |
17,558.90 |
|
S3 |
17,383.62 |
17,437.80 |
17,551.39 |
|
S4 |
17,301.66 |
17,355.84 |
17,528.85 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,366.78 |
18,267.33 |
17,737.26 |
|
R3 |
18,069.81 |
17,970.36 |
17,655.60 |
|
R2 |
17,772.84 |
17,772.84 |
17,628.37 |
|
R1 |
17,673.39 |
17,673.39 |
17,601.15 |
17,723.12 |
PP |
17,475.87 |
17,475.87 |
17,475.87 |
17,500.74 |
S1 |
17,376.42 |
17,376.42 |
17,546.71 |
17,426.15 |
S2 |
17,178.90 |
17,178.90 |
17,519.49 |
|
S3 |
16,881.93 |
17,079.45 |
17,492.26 |
|
S4 |
16,584.96 |
16,782.48 |
17,410.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,575.33 |
17,278.36 |
296.97 |
1.7% |
98.48 |
0.6% |
100% |
True |
False |
|
10 |
17,575.33 |
16,729.83 |
845.50 |
4.8% |
144.09 |
0.8% |
100% |
True |
False |
|
20 |
17,575.33 |
15,855.12 |
1,720.21 |
9.8% |
198.88 |
1.1% |
100% |
True |
False |
|
40 |
17,575.33 |
15,855.12 |
1,720.21 |
9.8% |
194.92 |
1.1% |
100% |
True |
False |
|
60 |
17,575.33 |
15,855.12 |
1,720.21 |
9.8% |
164.27 |
0.9% |
100% |
True |
False |
|
80 |
17,575.33 |
15,855.12 |
1,720.21 |
9.8% |
156.40 |
0.9% |
100% |
True |
False |
|
100 |
17,575.33 |
15,855.12 |
1,720.21 |
9.8% |
146.10 |
0.8% |
100% |
True |
False |
|
120 |
17,575.33 |
15,855.12 |
1,720.21 |
9.8% |
136.51 |
0.8% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,923.66 |
2.618 |
17,789.90 |
1.618 |
17,707.94 |
1.000 |
17,657.29 |
0.618 |
17,625.98 |
HIGH |
17,575.33 |
0.618 |
17,544.02 |
0.500 |
17,534.35 |
0.382 |
17,524.68 |
LOW |
17,493.37 |
0.618 |
17,442.72 |
1.000 |
17,411.41 |
1.618 |
17,360.76 |
2.618 |
17,278.80 |
4.250 |
17,145.04 |
|
|
Fisher Pivots for day following 07-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,560.74 |
17,542.80 |
PP |
17,547.54 |
17,511.67 |
S1 |
17,534.35 |
17,480.55 |
|