Trading Metrics calculated at close of trading on 11-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
17,568.98 |
17,615.64 |
46.66 |
0.3% |
17,390.90 |
High |
17,621.87 |
17,638.21 |
16.34 |
0.1% |
17,575.33 |
Low |
17,547.51 |
17,584.94 |
37.43 |
0.2% |
17,278.36 |
Close |
17,613.74 |
17,614.90 |
1.16 |
0.0% |
17,573.93 |
Range |
74.36 |
53.27 |
-21.09 |
-28.4% |
296.97 |
ATR |
170.77 |
162.37 |
-8.39 |
-4.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,772.49 |
17,746.97 |
17,644.20 |
|
R3 |
17,719.22 |
17,693.70 |
17,629.55 |
|
R2 |
17,665.95 |
17,665.95 |
17,624.67 |
|
R1 |
17,640.43 |
17,640.43 |
17,619.78 |
17,626.56 |
PP |
17,612.68 |
17,612.68 |
17,612.68 |
17,605.75 |
S1 |
17,587.16 |
17,587.16 |
17,610.02 |
17,573.29 |
S2 |
17,559.41 |
17,559.41 |
17,605.13 |
|
S3 |
17,506.14 |
17,533.89 |
17,600.25 |
|
S4 |
17,452.87 |
17,480.62 |
17,585.60 |
|
|
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 |
17,638.21 |
17,385.76 |
252.45 |
1.4% |
86.08 |
0.5% |
91% |
True |
False |
|
10 |
17,638.21 |
16,895.38 |
742.83 |
4.2% |
128.01 |
0.7% |
97% |
True |
False |
|
20 |
17,638.21 |
15,855.12 |
1,783.09 |
10.1% |
181.16 |
1.0% |
99% |
True |
False |
|
40 |
17,638.21 |
15,855.12 |
1,783.09 |
10.1% |
191.07 |
1.1% |
99% |
True |
False |
|
60 |
17,638.21 |
15,855.12 |
1,783.09 |
10.1% |
160.14 |
0.9% |
99% |
True |
False |
|
80 |
17,638.21 |
15,855.12 |
1,783.09 |
10.1% |
154.78 |
0.9% |
99% |
True |
False |
|
100 |
17,638.21 |
15,855.12 |
1,783.09 |
10.1% |
146.16 |
0.8% |
99% |
True |
False |
|
120 |
17,638.21 |
15,855.12 |
1,783.09 |
10.1% |
135.54 |
0.8% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,864.61 |
2.618 |
17,777.67 |
1.618 |
17,724.40 |
1.000 |
17,691.48 |
0.618 |
17,671.13 |
HIGH |
17,638.21 |
0.618 |
17,617.86 |
0.500 |
17,611.58 |
0.382 |
17,605.29 |
LOW |
17,584.94 |
0.618 |
17,552.02 |
1.000 |
17,531.67 |
1.618 |
17,498.75 |
2.618 |
17,445.48 |
4.250 |
17,358.54 |
|
|
Fisher Pivots for day following 11-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,613.79 |
17,598.53 |
PP |
17,612.68 |
17,582.16 |
S1 |
17,611.58 |
17,565.79 |
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