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 |
5,553.0 |
5,527.0 |
-26.0 |
-0.5% |
5,519.0 |
High |
5,555.0 |
5,535.0 |
-20.0 |
-0.4% |
5,559.0 |
Low |
5,522.0 |
5,474.0 |
-48.0 |
-0.9% |
5,462.0 |
Close |
5,531.0 |
5,488.0 |
-43.0 |
-0.8% |
5,553.0 |
Range |
33.0 |
61.0 |
28.0 |
84.8% |
97.0 |
ATR |
53.4 |
53.9 |
0.5 |
1.0% |
0.0 |
Volume |
20,007 |
22,996 |
2,989 |
14.9% |
118,403 |
|
Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,682.0 |
5,646.0 |
5,521.6 |
|
R3 |
5,621.0 |
5,585.0 |
5,504.8 |
|
R2 |
5,560.0 |
5,560.0 |
5,499.2 |
|
R1 |
5,524.0 |
5,524.0 |
5,493.6 |
5,511.5 |
PP |
5,499.0 |
5,499.0 |
5,499.0 |
5,492.8 |
S1 |
5,463.0 |
5,463.0 |
5,482.4 |
5,450.5 |
S2 |
5,438.0 |
5,438.0 |
5,476.8 |
|
S3 |
5,377.0 |
5,402.0 |
5,471.2 |
|
S4 |
5,316.0 |
5,341.0 |
5,454.5 |
|
|
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 |
5,474.0 |
85.0 |
1.5% |
47.4 |
0.9% |
16% |
False |
True |
25,224 |
10 |
5,559.0 |
5,431.0 |
128.0 |
2.3% |
43.7 |
0.8% |
45% |
False |
False |
23,931 |
20 |
5,559.0 |
5,141.0 |
418.0 |
7.6% |
44.1 |
0.8% |
83% |
False |
False |
24,818 |
40 |
5,559.0 |
5,090.0 |
469.0 |
8.5% |
54.3 |
1.0% |
85% |
False |
False |
26,795 |
60 |
5,665.0 |
5,090.0 |
575.0 |
10.5% |
45.9 |
0.8% |
69% |
False |
False |
22,400 |
80 |
5,665.0 |
5,090.0 |
575.0 |
10.5% |
39.0 |
0.7% |
69% |
False |
False |
16,821 |
100 |
5,665.0 |
5,090.0 |
575.0 |
10.5% |
32.8 |
0.6% |
69% |
False |
False |
13,464 |
120 |
5,665.0 |
5,090.0 |
575.0 |
10.5% |
28.3 |
0.5% |
69% |
False |
False |
11,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,794.3 |
2.618 |
5,694.7 |
1.618 |
5,633.7 |
1.000 |
5,596.0 |
0.618 |
5,572.7 |
HIGH |
5,535.0 |
0.618 |
5,511.7 |
0.500 |
5,504.5 |
0.382 |
5,497.3 |
LOW |
5,474.0 |
0.618 |
5,436.3 |
1.000 |
5,413.0 |
1.618 |
5,375.3 |
2.618 |
5,314.3 |
4.250 |
5,214.8 |
|
|
Fisher Pivots for day following 12-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
5,504.5 |
5,515.0 |
PP |
5,499.0 |
5,506.0 |
S1 |
5,493.5 |
5,497.0 |
|