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 |
1,151.5 |
1,163.0 |
11.5 |
1.0% |
1,171.1 |
High |
1,172.5 |
1,169.4 |
-3.1 |
-0.3% |
1,179.0 |
Low |
1,145.5 |
1,156.5 |
11.0 |
1.0% |
1,130.4 |
Close |
1,163.0 |
1,159.1 |
-3.9 |
-0.3% |
1,169.8 |
Range |
27.0 |
12.9 |
-14.1 |
-52.2% |
48.6 |
ATR |
21.0 |
20.4 |
-0.6 |
-2.8% |
0.0 |
Volume |
187,308 |
183,582 |
-3,726 |
-2.0% |
991,994 |
|
Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,200.4 |
1,192.6 |
1,166.2 |
|
R3 |
1,187.5 |
1,179.7 |
1,162.6 |
|
R2 |
1,174.6 |
1,174.6 |
1,161.5 |
|
R1 |
1,166.8 |
1,166.8 |
1,160.3 |
1,164.3 |
PP |
1,161.7 |
1,161.7 |
1,161.7 |
1,160.4 |
S1 |
1,153.9 |
1,153.9 |
1,157.9 |
1,151.4 |
S2 |
1,148.8 |
1,148.8 |
1,156.7 |
|
S3 |
1,135.9 |
1,141.0 |
1,155.6 |
|
S4 |
1,123.0 |
1,128.1 |
1,152.0 |
|
|
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% |
26.2 |
2.3% |
59% |
False |
False |
207,282 |
10 |
1,216.5 |
1,130.4 |
86.1 |
7.4% |
25.0 |
2.2% |
33% |
False |
False |
207,244 |
20 |
1,255.6 |
1,130.4 |
125.2 |
10.8% |
18.6 |
1.6% |
23% |
False |
False |
165,336 |
40 |
1,255.6 |
1,130.4 |
125.2 |
10.8% |
17.3 |
1.5% |
23% |
False |
False |
160,502 |
60 |
1,299.3 |
1,130.4 |
168.9 |
14.6% |
16.2 |
1.4% |
17% |
False |
False |
145,776 |
80 |
1,324.3 |
1,130.4 |
193.9 |
16.7% |
15.6 |
1.3% |
15% |
False |
False |
134,774 |
100 |
1,347.5 |
1,130.4 |
217.1 |
18.7% |
15.5 |
1.3% |
13% |
False |
False |
110,942 |
120 |
1,347.5 |
1,130.4 |
217.1 |
18.7% |
15.2 |
1.3% |
13% |
False |
False |
92,905 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,224.2 |
2.618 |
1,203.2 |
1.618 |
1,190.3 |
1.000 |
1,182.3 |
0.618 |
1,177.4 |
HIGH |
1,169.4 |
0.618 |
1,164.5 |
0.500 |
1,163.0 |
0.382 |
1,161.4 |
LOW |
1,156.5 |
0.618 |
1,148.5 |
1.000 |
1,143.6 |
1.618 |
1,135.6 |
2.618 |
1,122.7 |
4.250 |
1,101.7 |
|
|
Fisher Pivots for day following 12-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,163.0 |
1,161.5 |
PP |
1,161.7 |
1,160.7 |
S1 |
1,160.4 |
1,159.9 |
|