Trading Metrics calculated at close of trading on 13-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
1,163.0 |
1,161.1 |
-1.9 |
-0.2% |
1,171.1 |
High |
1,169.4 |
1,167.4 |
-2.0 |
-0.2% |
1,179.0 |
Low |
1,156.5 |
1,153.0 |
-3.5 |
-0.3% |
1,130.4 |
Close |
1,159.1 |
1,161.5 |
2.4 |
0.2% |
1,169.8 |
Range |
12.9 |
14.4 |
1.5 |
11.6% |
48.6 |
ATR |
20.4 |
20.0 |
-0.4 |
-2.1% |
0.0 |
Volume |
183,582 |
187,699 |
4,117 |
2.2% |
991,994 |
|
Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,203.8 |
1,197.1 |
1,169.4 |
|
R3 |
1,189.4 |
1,182.7 |
1,165.5 |
|
R2 |
1,175.0 |
1,175.0 |
1,164.1 |
|
R1 |
1,168.3 |
1,168.3 |
1,162.8 |
1,171.7 |
PP |
1,160.6 |
1,160.6 |
1,160.6 |
1,162.3 |
S1 |
1,153.9 |
1,153.9 |
1,160.2 |
1,157.3 |
S2 |
1,146.2 |
1,146.2 |
1,158.9 |
|
S3 |
1,131.8 |
1,139.5 |
1,157.5 |
|
S4 |
1,117.4 |
1,125.1 |
1,153.6 |
|
|
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% |
26.7 |
2.3% |
64% |
False |
False |
211,109 |
10 |
1,202.4 |
1,130.4 |
72.0 |
6.2% |
24.3 |
2.1% |
43% |
False |
False |
204,972 |
20 |
1,255.6 |
1,130.4 |
125.2 |
10.8% |
18.8 |
1.6% |
25% |
False |
False |
165,691 |
40 |
1,255.6 |
1,130.4 |
125.2 |
10.8% |
17.4 |
1.5% |
25% |
False |
False |
161,417 |
60 |
1,297.6 |
1,130.4 |
167.2 |
14.4% |
16.3 |
1.4% |
19% |
False |
False |
147,516 |
80 |
1,324.3 |
1,130.4 |
193.9 |
16.7% |
15.7 |
1.3% |
16% |
False |
False |
136,887 |
100 |
1,347.5 |
1,130.4 |
217.1 |
18.7% |
15.5 |
1.3% |
14% |
False |
False |
112,752 |
120 |
1,347.5 |
1,130.4 |
217.1 |
18.7% |
15.0 |
1.3% |
14% |
False |
False |
94,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,228.6 |
2.618 |
1,205.1 |
1.618 |
1,190.7 |
1.000 |
1,181.8 |
0.618 |
1,176.3 |
HIGH |
1,167.4 |
0.618 |
1,161.9 |
0.500 |
1,160.2 |
0.382 |
1,158.5 |
LOW |
1,153.0 |
0.618 |
1,144.1 |
1.000 |
1,138.6 |
1.618 |
1,129.7 |
2.618 |
1,115.3 |
4.250 |
1,091.8 |
|
|
Fisher Pivots for day following 13-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,161.1 |
1,160.7 |
PP |
1,160.6 |
1,159.8 |
S1 |
1,160.2 |
1,159.0 |
|