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 |
1,141.2 |
1,176.8 |
35.6 |
3.1% |
1,171.1 |
High |
1,179.0 |
1,177.5 |
-1.5 |
-0.1% |
1,179.0 |
Low |
1,130.4 |
1,146.7 |
16.3 |
1.4% |
1,130.4 |
Close |
1,169.8 |
1,159.8 |
-10.0 |
-0.9% |
1,169.8 |
Range |
48.6 |
30.8 |
-17.8 |
-36.6% |
48.6 |
ATR |
19.7 |
20.5 |
0.8 |
4.0% |
0.0 |
Volume |
298,006 |
198,954 |
-99,052 |
-33.2% |
991,994 |
|
Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,253.7 |
1,237.6 |
1,176.7 |
|
R3 |
1,222.9 |
1,206.8 |
1,168.3 |
|
R2 |
1,192.1 |
1,192.1 |
1,165.4 |
|
R1 |
1,176.0 |
1,176.0 |
1,162.6 |
1,168.7 |
PP |
1,161.3 |
1,161.3 |
1,161.3 |
1,157.7 |
S1 |
1,145.2 |
1,145.2 |
1,157.0 |
1,137.9 |
S2 |
1,130.5 |
1,130.5 |
1,154.2 |
|
S3 |
1,099.7 |
1,114.4 |
1,151.3 |
|
S4 |
1,068.9 |
1,083.6 |
1,142.9 |
|
|
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% |
27.0 |
2.3% |
60% |
False |
False |
212,302 |
10 |
1,235.5 |
1,130.4 |
105.1 |
9.1% |
24.6 |
2.1% |
28% |
False |
False |
195,719 |
20 |
1,255.6 |
1,130.4 |
125.2 |
10.8% |
18.3 |
1.6% |
23% |
False |
False |
165,374 |
40 |
1,255.6 |
1,130.4 |
125.2 |
10.8% |
17.0 |
1.5% |
23% |
False |
False |
157,614 |
60 |
1,304.9 |
1,130.4 |
174.5 |
15.0% |
15.9 |
1.4% |
17% |
False |
False |
142,167 |
80 |
1,324.3 |
1,130.4 |
193.9 |
16.7% |
15.4 |
1.3% |
15% |
False |
False |
130,540 |
100 |
1,347.5 |
1,130.4 |
217.1 |
18.7% |
15.4 |
1.3% |
14% |
False |
False |
107,301 |
120 |
1,347.5 |
1,130.4 |
217.1 |
18.7% |
15.0 |
1.3% |
14% |
False |
False |
89,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,308.4 |
2.618 |
1,258.1 |
1.618 |
1,227.3 |
1.000 |
1,208.3 |
0.618 |
1,196.5 |
HIGH |
1,177.5 |
0.618 |
1,165.7 |
0.500 |
1,162.1 |
0.382 |
1,158.5 |
LOW |
1,146.7 |
0.618 |
1,127.7 |
1.000 |
1,115.9 |
1.618 |
1,096.9 |
2.618 |
1,066.1 |
4.250 |
1,015.8 |
|
|
Fisher Pivots for day following 10-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,162.1 |
1,158.1 |
PP |
1,161.3 |
1,156.4 |
S1 |
1,160.6 |
1,154.7 |
|