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 |
5,511.0 |
5,531.0 |
20.0 |
0.4% |
5,519.0 |
High |
5,532.0 |
5,559.0 |
27.0 |
0.5% |
5,559.0 |
Low |
5,474.0 |
5,517.0 |
43.0 |
0.8% |
5,462.0 |
Close |
5,495.0 |
5,553.0 |
58.0 |
1.1% |
5,553.0 |
Range |
58.0 |
42.0 |
-16.0 |
-27.6% |
97.0 |
ATR |
55.2 |
55.8 |
0.6 |
1.1% |
0.0 |
Volume |
25,540 |
31,958 |
6,418 |
25.1% |
118,403 |
|
Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,669.0 |
5,653.0 |
5,576.1 |
|
R3 |
5,627.0 |
5,611.0 |
5,564.6 |
|
R2 |
5,585.0 |
5,585.0 |
5,560.7 |
|
R1 |
5,569.0 |
5,569.0 |
5,556.9 |
5,577.0 |
PP |
5,543.0 |
5,543.0 |
5,543.0 |
5,547.0 |
S1 |
5,527.0 |
5,527.0 |
5,549.2 |
5,535.0 |
S2 |
5,501.0 |
5,501.0 |
5,545.3 |
|
S3 |
5,459.0 |
5,485.0 |
5,541.5 |
|
S4 |
5,417.0 |
5,443.0 |
5,529.9 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,815.7 |
5,781.3 |
5,606.4 |
|
R3 |
5,718.7 |
5,684.3 |
5,579.7 |
|
R2 |
5,621.7 |
5,621.7 |
5,570.8 |
|
R1 |
5,587.3 |
5,587.3 |
5,561.9 |
5,604.5 |
PP |
5,524.7 |
5,524.7 |
5,524.7 |
5,533.3 |
S1 |
5,490.3 |
5,490.3 |
5,544.1 |
5,507.5 |
S2 |
5,427.7 |
5,427.7 |
5,535.2 |
|
S3 |
5,330.7 |
5,393.3 |
5,526.3 |
|
S4 |
5,233.7 |
5,296.3 |
5,499.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,559.0 |
5,462.0 |
97.0 |
1.7% |
44.8 |
0.8% |
94% |
True |
False |
23,680 |
10 |
5,559.0 |
5,415.0 |
144.0 |
2.6% |
41.4 |
0.7% |
96% |
True |
False |
23,353 |
20 |
5,559.0 |
5,090.0 |
469.0 |
8.4% |
48.6 |
0.9% |
99% |
True |
False |
25,878 |
40 |
5,559.0 |
5,090.0 |
469.0 |
8.4% |
54.6 |
1.0% |
99% |
True |
False |
31,538 |
60 |
5,665.0 |
5,090.0 |
575.0 |
10.4% |
44.3 |
0.8% |
81% |
False |
False |
21,259 |
80 |
5,665.0 |
5,090.0 |
575.0 |
10.4% |
37.7 |
0.7% |
81% |
False |
False |
15,965 |
100 |
5,665.0 |
5,090.0 |
575.0 |
10.4% |
31.5 |
0.6% |
81% |
False |
False |
12,778 |
120 |
5,665.0 |
5,090.0 |
575.0 |
10.4% |
27.1 |
0.5% |
81% |
False |
False |
10,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,737.5 |
2.618 |
5,669.0 |
1.618 |
5,627.0 |
1.000 |
5,601.0 |
0.618 |
5,585.0 |
HIGH |
5,559.0 |
0.618 |
5,543.0 |
0.500 |
5,538.0 |
0.382 |
5,533.0 |
LOW |
5,517.0 |
0.618 |
5,491.0 |
1.000 |
5,475.0 |
1.618 |
5,449.0 |
2.618 |
5,407.0 |
4.250 |
5,338.5 |
|
|
Fisher Pivots for day following 07-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
5,548.0 |
5,538.8 |
PP |
5,543.0 |
5,524.7 |
S1 |
5,538.0 |
5,510.5 |
|