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 |
1,140.8 |
1,141.2 |
0.4 |
0.0% |
1,171.1 |
High |
1,148.8 |
1,179.0 |
30.2 |
2.6% |
1,179.0 |
Low |
1,137.2 |
1,130.4 |
-6.8 |
-0.6% |
1,130.4 |
Close |
1,142.6 |
1,169.8 |
27.2 |
2.4% |
1,169.8 |
Range |
11.6 |
48.6 |
37.0 |
319.0% |
48.6 |
ATR |
17.5 |
19.7 |
2.2 |
12.7% |
0.0 |
Volume |
168,560 |
298,006 |
129,446 |
76.8% |
991,994 |
|
Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,305.5 |
1,286.3 |
1,196.5 |
|
R3 |
1,256.9 |
1,237.7 |
1,183.2 |
|
R2 |
1,208.3 |
1,208.3 |
1,178.7 |
|
R1 |
1,189.1 |
1,189.1 |
1,174.3 |
1,198.7 |
PP |
1,159.7 |
1,159.7 |
1,159.7 |
1,164.6 |
S1 |
1,140.5 |
1,140.5 |
1,165.3 |
1,150.1 |
S2 |
1,111.1 |
1,111.1 |
1,160.9 |
|
S3 |
1,062.5 |
1,091.9 |
1,156.4 |
|
S4 |
1,013.9 |
1,043.3 |
1,143.1 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,305.5 |
1,286.3 |
1,196.5 |
|
R3 |
1,256.9 |
1,237.7 |
1,183.2 |
|
R2 |
1,208.3 |
1,208.3 |
1,178.7 |
|
R1 |
1,189.1 |
1,189.1 |
1,174.3 |
1,174.4 |
PP |
1,159.7 |
1,159.7 |
1,159.7 |
1,152.4 |
S1 |
1,140.5 |
1,140.5 |
1,165.3 |
1,125.8 |
S2 |
1,111.1 |
1,111.1 |
1,160.9 |
|
S3 |
1,062.5 |
1,091.9 |
1,156.4 |
|
S4 |
1,013.9 |
1,043.3 |
1,143.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,179.0 |
1,130.4 |
48.6 |
4.2% |
23.3 |
2.0% |
81% |
True |
True |
198,398 |
10 |
1,235.5 |
1,130.4 |
105.1 |
9.0% |
22.2 |
1.9% |
37% |
False |
True |
184,455 |
20 |
1,255.6 |
1,130.4 |
125.2 |
10.7% |
17.5 |
1.5% |
31% |
False |
True |
161,422 |
40 |
1,255.6 |
1,130.4 |
125.2 |
10.7% |
16.6 |
1.4% |
31% |
False |
True |
155,141 |
60 |
1,316.5 |
1,130.4 |
186.1 |
15.9% |
15.7 |
1.3% |
21% |
False |
True |
142,053 |
80 |
1,325.3 |
1,130.4 |
194.9 |
16.7% |
15.2 |
1.3% |
20% |
False |
True |
128,297 |
100 |
1,347.5 |
1,130.4 |
217.1 |
18.6% |
15.5 |
1.3% |
18% |
False |
True |
105,317 |
120 |
1,347.5 |
1,130.4 |
217.1 |
18.6% |
14.8 |
1.3% |
18% |
False |
True |
88,242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,385.6 |
2.618 |
1,306.2 |
1.618 |
1,257.6 |
1.000 |
1,227.6 |
0.618 |
1,209.0 |
HIGH |
1,179.0 |
0.618 |
1,160.4 |
0.500 |
1,154.7 |
0.382 |
1,149.0 |
LOW |
1,130.4 |
0.618 |
1,100.4 |
1.000 |
1,081.8 |
1.618 |
1,051.8 |
2.618 |
1,003.2 |
4.250 |
923.9 |
|
|
Fisher Pivots for day following 07-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,164.8 |
1,164.8 |
PP |
1,159.7 |
1,159.7 |
S1 |
1,154.7 |
1,154.7 |
|