Trading Metrics calculated at close of trading on 10-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
17,558.58 |
17,568.98 |
10.40 |
0.1% |
17,390.90 |
High |
17,575.33 |
17,621.87 |
46.54 |
0.3% |
17,575.33 |
Low |
17,493.37 |
17,547.51 |
54.14 |
0.3% |
17,278.36 |
Close |
17,573.93 |
17,613.74 |
39.81 |
0.2% |
17,573.93 |
Range |
81.96 |
74.36 |
-7.60 |
-9.3% |
296.97 |
ATR |
178.18 |
170.77 |
-7.42 |
-4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,817.45 |
17,789.96 |
17,654.64 |
|
R3 |
17,743.09 |
17,715.60 |
17,634.19 |
|
R2 |
17,668.73 |
17,668.73 |
17,627.37 |
|
R1 |
17,641.24 |
17,641.24 |
17,620.56 |
17,654.99 |
PP |
17,594.37 |
17,594.37 |
17,594.37 |
17,601.25 |
S1 |
17,566.88 |
17,566.88 |
17,606.92 |
17,580.63 |
S2 |
17,520.01 |
17,520.01 |
17,600.11 |
|
S3 |
17,445.65 |
17,492.52 |
17,593.29 |
|
S4 |
17,371.29 |
17,418.16 |
17,572.84 |
|
|
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 |
17,621.87 |
17,278.36 |
343.51 |
2.0% |
99.20 |
0.6% |
98% |
True |
False |
|
10 |
17,621.87 |
16,825.19 |
796.68 |
4.5% |
140.81 |
0.8% |
99% |
True |
False |
|
20 |
17,621.87 |
15,855.12 |
1,766.75 |
10.0% |
188.00 |
1.1% |
100% |
True |
False |
|
40 |
17,621.87 |
15,855.12 |
1,766.75 |
10.0% |
194.27 |
1.1% |
100% |
True |
False |
|
60 |
17,621.87 |
15,855.12 |
1,766.75 |
10.0% |
162.18 |
0.9% |
100% |
True |
False |
|
80 |
17,621.87 |
15,855.12 |
1,766.75 |
10.0% |
155.63 |
0.9% |
100% |
True |
False |
|
100 |
17,621.87 |
15,855.12 |
1,766.75 |
10.0% |
146.20 |
0.8% |
100% |
True |
False |
|
120 |
17,621.87 |
15,855.12 |
1,766.75 |
10.0% |
135.73 |
0.8% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,937.90 |
2.618 |
17,816.54 |
1.618 |
17,742.18 |
1.000 |
17,696.23 |
0.618 |
17,667.82 |
HIGH |
17,621.87 |
0.618 |
17,593.46 |
0.500 |
17,584.69 |
0.382 |
17,575.92 |
LOW |
17,547.51 |
0.618 |
17,501.56 |
1.000 |
17,473.15 |
1.618 |
17,427.20 |
2.618 |
17,352.84 |
4.250 |
17,231.48 |
|
|
Fisher Pivots for day following 10-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,604.06 |
17,586.20 |
PP |
17,594.37 |
17,558.65 |
S1 |
17,584.69 |
17,531.11 |
|