Trading Metrics calculated at close of trading on 12-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
17,615.64 |
17,604.75 |
-10.89 |
-0.1% |
17,390.90 |
High |
17,638.21 |
17,626.71 |
-11.50 |
-0.1% |
17,575.33 |
Low |
17,584.94 |
17,536.17 |
-48.77 |
-0.3% |
17,278.36 |
Close |
17,614.90 |
17,612.20 |
-2.70 |
0.0% |
17,573.93 |
Range |
53.27 |
90.54 |
37.27 |
70.0% |
296.97 |
ATR |
162.37 |
157.24 |
-5.13 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,863.31 |
17,828.30 |
17,662.00 |
|
R3 |
17,772.77 |
17,737.76 |
17,637.10 |
|
R2 |
17,682.23 |
17,682.23 |
17,628.80 |
|
R1 |
17,647.22 |
17,647.22 |
17,620.50 |
17,664.73 |
PP |
17,591.69 |
17,591.69 |
17,591.69 |
17,600.45 |
S1 |
17,556.68 |
17,556.68 |
17,603.90 |
17,574.19 |
S2 |
17,501.15 |
17,501.15 |
17,595.60 |
|
S3 |
17,410.61 |
17,466.14 |
17,587.30 |
|
S4 |
17,320.07 |
17,375.60 |
17,562.40 |
|
|
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 |
17,440.35 |
197.86 |
1.1% |
84.02 |
0.5% |
87% |
False |
False |
|
10 |
17,638.21 |
16,920.76 |
717.45 |
4.1% |
120.06 |
0.7% |
96% |
False |
False |
|
20 |
17,638.21 |
15,935.22 |
1,702.99 |
9.7% |
162.78 |
0.9% |
98% |
False |
False |
|
40 |
17,638.21 |
15,855.12 |
1,783.09 |
10.1% |
190.03 |
1.1% |
99% |
False |
False |
|
60 |
17,638.21 |
15,855.12 |
1,783.09 |
10.1% |
160.15 |
0.9% |
99% |
False |
False |
|
80 |
17,638.21 |
15,855.12 |
1,783.09 |
10.1% |
154.75 |
0.9% |
99% |
False |
False |
|
100 |
17,638.21 |
15,855.12 |
1,783.09 |
10.1% |
146.48 |
0.8% |
99% |
False |
False |
|
120 |
17,638.21 |
15,855.12 |
1,783.09 |
10.1% |
135.72 |
0.8% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,011.51 |
2.618 |
17,863.74 |
1.618 |
17,773.20 |
1.000 |
17,717.25 |
0.618 |
17,682.66 |
HIGH |
17,626.71 |
0.618 |
17,592.12 |
0.500 |
17,581.44 |
0.382 |
17,570.76 |
LOW |
17,536.17 |
0.618 |
17,480.22 |
1.000 |
17,445.63 |
1.618 |
17,389.68 |
2.618 |
17,299.14 |
4.250 |
17,151.38 |
|
|
Fisher Pivots for day following 12-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,601.95 |
17,603.86 |
PP |
17,591.69 |
17,595.53 |
S1 |
17,581.44 |
17,587.19 |
|