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 |
5,531.0 |
5,552.0 |
21.0 |
0.4% |
5,519.0 |
High |
5,559.0 |
5,556.0 |
-3.0 |
-0.1% |
5,559.0 |
Low |
5,517.0 |
5,513.0 |
-4.0 |
-0.1% |
5,462.0 |
Close |
5,553.0 |
5,540.0 |
-13.0 |
-0.2% |
5,553.0 |
Range |
42.0 |
43.0 |
1.0 |
2.4% |
97.0 |
ATR |
55.8 |
54.9 |
-0.9 |
-1.6% |
0.0 |
Volume |
31,958 |
25,621 |
-6,337 |
-19.8% |
118,403 |
|
Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,665.3 |
5,645.7 |
5,563.7 |
|
R3 |
5,622.3 |
5,602.7 |
5,551.8 |
|
R2 |
5,579.3 |
5,579.3 |
5,547.9 |
|
R1 |
5,559.7 |
5,559.7 |
5,543.9 |
5,548.0 |
PP |
5,536.3 |
5,536.3 |
5,536.3 |
5,530.5 |
S1 |
5,516.7 |
5,516.7 |
5,536.1 |
5,505.0 |
S2 |
5,493.3 |
5,493.3 |
5,532.1 |
|
S3 |
5,450.3 |
5,473.7 |
5,528.2 |
|
S4 |
5,407.3 |
5,430.7 |
5,516.4 |
|
|
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 |
1.8% |
44.8 |
0.8% |
80% |
False |
False |
24,594 |
10 |
5,559.0 |
5,416.0 |
143.0 |
2.6% |
42.5 |
0.8% |
87% |
False |
False |
23,759 |
20 |
5,559.0 |
5,100.0 |
459.0 |
8.3% |
47.7 |
0.9% |
96% |
False |
False |
25,736 |
40 |
5,559.0 |
5,090.0 |
469.0 |
8.5% |
54.8 |
1.0% |
96% |
False |
False |
30,712 |
60 |
5,665.0 |
5,090.0 |
575.0 |
10.4% |
45.0 |
0.8% |
78% |
False |
False |
21,686 |
80 |
5,665.0 |
5,090.0 |
575.0 |
10.4% |
38.2 |
0.7% |
78% |
False |
False |
16,285 |
100 |
5,665.0 |
5,090.0 |
575.0 |
10.4% |
31.8 |
0.6% |
78% |
False |
False |
13,034 |
120 |
5,665.0 |
5,090.0 |
575.0 |
10.4% |
27.5 |
0.5% |
78% |
False |
False |
10,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,738.8 |
2.618 |
5,668.6 |
1.618 |
5,625.6 |
1.000 |
5,599.0 |
0.618 |
5,582.6 |
HIGH |
5,556.0 |
0.618 |
5,539.6 |
0.500 |
5,534.5 |
0.382 |
5,529.4 |
LOW |
5,513.0 |
0.618 |
5,486.4 |
1.000 |
5,470.0 |
1.618 |
5,443.4 |
2.618 |
5,400.4 |
4.250 |
5,330.3 |
|
|
Fisher Pivots for day following 10-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
5,538.2 |
5,532.2 |
PP |
5,536.3 |
5,524.3 |
S1 |
5,534.5 |
5,516.5 |
|