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 |
5,552.0 |
5,553.0 |
1.0 |
0.0% |
5,519.0 |
High |
5,556.0 |
5,555.0 |
-1.0 |
0.0% |
5,559.0 |
Low |
5,513.0 |
5,522.0 |
9.0 |
0.2% |
5,462.0 |
Close |
5,540.0 |
5,531.0 |
-9.0 |
-0.2% |
5,553.0 |
Range |
43.0 |
33.0 |
-10.0 |
-23.3% |
97.0 |
ATR |
54.9 |
53.4 |
-1.6 |
-2.9% |
0.0 |
Volume |
25,621 |
20,007 |
-5,614 |
-21.9% |
118,403 |
|
Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,635.0 |
5,616.0 |
5,549.2 |
|
R3 |
5,602.0 |
5,583.0 |
5,540.1 |
|
R2 |
5,569.0 |
5,569.0 |
5,537.1 |
|
R1 |
5,550.0 |
5,550.0 |
5,534.0 |
5,543.0 |
PP |
5,536.0 |
5,536.0 |
5,536.0 |
5,532.5 |
S1 |
5,517.0 |
5,517.0 |
5,528.0 |
5,510.0 |
S2 |
5,503.0 |
5,503.0 |
5,525.0 |
|
S3 |
5,470.0 |
5,484.0 |
5,521.9 |
|
S4 |
5,437.0 |
5,451.0 |
5,512.9 |
|
|
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 |
1.8% |
44.8 |
0.8% |
71% |
False |
False |
24,767 |
10 |
5,559.0 |
5,424.0 |
135.0 |
2.4% |
42.6 |
0.8% |
79% |
False |
False |
23,936 |
20 |
5,559.0 |
5,141.0 |
418.0 |
7.6% |
44.2 |
0.8% |
93% |
False |
False |
25,123 |
40 |
5,559.0 |
5,090.0 |
469.0 |
8.5% |
54.4 |
1.0% |
94% |
False |
False |
28,385 |
60 |
5,665.0 |
5,090.0 |
575.0 |
10.4% |
45.3 |
0.8% |
77% |
False |
False |
22,017 |
80 |
5,665.0 |
5,090.0 |
575.0 |
10.4% |
38.6 |
0.7% |
77% |
False |
False |
16,535 |
100 |
5,665.0 |
5,090.0 |
575.0 |
10.4% |
32.2 |
0.6% |
77% |
False |
False |
13,234 |
120 |
5,665.0 |
5,090.0 |
575.0 |
10.4% |
27.8 |
0.5% |
77% |
False |
False |
11,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,695.3 |
2.618 |
5,641.4 |
1.618 |
5,608.4 |
1.000 |
5,588.0 |
0.618 |
5,575.4 |
HIGH |
5,555.0 |
0.618 |
5,542.4 |
0.500 |
5,538.5 |
0.382 |
5,534.6 |
LOW |
5,522.0 |
0.618 |
5,501.6 |
1.000 |
5,489.0 |
1.618 |
5,468.6 |
2.618 |
5,435.6 |
4.250 |
5,381.8 |
|
|
Fisher Pivots for day following 11-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
5,538.5 |
5,536.0 |
PP |
5,536.0 |
5,534.3 |
S1 |
5,533.5 |
5,532.7 |
|