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 |
1,176.8 |
1,151.5 |
-25.3 |
-2.1% |
1,171.1 |
High |
1,177.5 |
1,172.5 |
-5.0 |
-0.4% |
1,179.0 |
Low |
1,146.7 |
1,145.5 |
-1.2 |
-0.1% |
1,130.4 |
Close |
1,159.8 |
1,163.0 |
3.2 |
0.3% |
1,169.8 |
Range |
30.8 |
27.0 |
-3.8 |
-12.3% |
48.6 |
ATR |
20.5 |
21.0 |
0.5 |
2.3% |
0.0 |
Volume |
198,954 |
187,308 |
-11,646 |
-5.9% |
991,994 |
|
Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,241.3 |
1,229.2 |
1,177.9 |
|
R3 |
1,214.3 |
1,202.2 |
1,170.4 |
|
R2 |
1,187.3 |
1,187.3 |
1,168.0 |
|
R1 |
1,175.2 |
1,175.2 |
1,165.5 |
1,181.3 |
PP |
1,160.3 |
1,160.3 |
1,160.3 |
1,163.4 |
S1 |
1,148.2 |
1,148.2 |
1,160.5 |
1,154.3 |
S2 |
1,133.3 |
1,133.3 |
1,158.1 |
|
S3 |
1,106.3 |
1,121.2 |
1,155.6 |
|
S4 |
1,079.3 |
1,094.2 |
1,148.2 |
|
|
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% |
30.0 |
2.6% |
67% |
False |
False |
222,788 |
10 |
1,230.4 |
1,130.4 |
100.0 |
8.6% |
25.9 |
2.2% |
33% |
False |
False |
202,031 |
20 |
1,255.6 |
1,130.4 |
125.2 |
10.8% |
19.3 |
1.7% |
26% |
False |
False |
169,062 |
40 |
1,255.6 |
1,130.4 |
125.2 |
10.8% |
17.4 |
1.5% |
26% |
False |
False |
159,214 |
60 |
1,303.7 |
1,130.4 |
173.3 |
14.9% |
16.2 |
1.4% |
19% |
False |
False |
144,020 |
80 |
1,324.3 |
1,130.4 |
193.9 |
16.7% |
15.6 |
1.3% |
17% |
False |
False |
132,659 |
100 |
1,347.5 |
1,130.4 |
217.1 |
18.7% |
15.5 |
1.3% |
15% |
False |
False |
109,137 |
120 |
1,347.5 |
1,130.4 |
217.1 |
18.7% |
15.1 |
1.3% |
15% |
False |
False |
91,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,287.3 |
2.618 |
1,243.2 |
1.618 |
1,216.2 |
1.000 |
1,199.5 |
0.618 |
1,189.2 |
HIGH |
1,172.5 |
0.618 |
1,162.2 |
0.500 |
1,159.0 |
0.382 |
1,155.8 |
LOW |
1,145.5 |
0.618 |
1,128.8 |
1.000 |
1,118.5 |
1.618 |
1,101.8 |
2.618 |
1,074.8 |
4.250 |
1,030.8 |
|
|
Fisher Pivots for day following 11-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,161.7 |
1,160.2 |
PP |
1,160.3 |
1,157.5 |
S1 |
1,159.0 |
1,154.7 |
|