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 |
5,527.0 |
5,488.0 |
-39.0 |
-0.7% |
5,519.0 |
High |
5,535.0 |
5,490.0 |
-45.0 |
-0.8% |
5,559.0 |
Low |
5,474.0 |
5,446.0 |
-28.0 |
-0.5% |
5,462.0 |
Close |
5,488.0 |
5,449.0 |
-39.0 |
-0.7% |
5,553.0 |
Range |
61.0 |
44.0 |
-17.0 |
-27.9% |
97.0 |
ATR |
53.9 |
53.2 |
-0.7 |
-1.3% |
0.0 |
Volume |
22,996 |
22,117 |
-879 |
-3.8% |
118,403 |
|
Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,593.7 |
5,565.3 |
5,473.2 |
|
R3 |
5,549.7 |
5,521.3 |
5,461.1 |
|
R2 |
5,505.7 |
5,505.7 |
5,457.1 |
|
R1 |
5,477.3 |
5,477.3 |
5,453.0 |
5,469.5 |
PP |
5,461.7 |
5,461.7 |
5,461.7 |
5,457.8 |
S1 |
5,433.3 |
5,433.3 |
5,445.0 |
5,425.5 |
S2 |
5,417.7 |
5,417.7 |
5,440.9 |
|
S3 |
5,373.7 |
5,389.3 |
5,436.9 |
|
S4 |
5,329.7 |
5,345.3 |
5,424.8 |
|
|
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 |
5,446.0 |
113.0 |
2.1% |
44.6 |
0.8% |
3% |
False |
True |
24,539 |
10 |
5,559.0 |
5,446.0 |
113.0 |
2.1% |
45.2 |
0.8% |
3% |
False |
True |
24,054 |
20 |
5,559.0 |
5,233.0 |
326.0 |
6.0% |
41.4 |
0.8% |
66% |
False |
False |
23,586 |
40 |
5,559.0 |
5,090.0 |
469.0 |
8.6% |
53.8 |
1.0% |
77% |
False |
False |
26,448 |
60 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
46.1 |
0.8% |
62% |
False |
False |
22,766 |
80 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
39.4 |
0.7% |
62% |
False |
False |
17,093 |
100 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
33.2 |
0.6% |
62% |
False |
False |
13,684 |
120 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
28.6 |
0.5% |
62% |
False |
False |
11,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,677.0 |
2.618 |
5,605.2 |
1.618 |
5,561.2 |
1.000 |
5,534.0 |
0.618 |
5,517.2 |
HIGH |
5,490.0 |
0.618 |
5,473.2 |
0.500 |
5,468.0 |
0.382 |
5,462.8 |
LOW |
5,446.0 |
0.618 |
5,418.8 |
1.000 |
5,402.0 |
1.618 |
5,374.8 |
2.618 |
5,330.8 |
4.250 |
5,259.0 |
|
|
Fisher Pivots for day following 13-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
5,468.0 |
5,500.5 |
PP |
5,461.7 |
5,483.3 |
S1 |
5,455.3 |
5,466.2 |
|