Trading Metrics calculated at close of trading on 14-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
5,488.0 |
5,458.0 |
-30.0 |
-0.5% |
5,552.0 |
High |
5,490.0 |
5,473.0 |
-17.0 |
-0.3% |
5,556.0 |
Low |
5,446.0 |
5,431.0 |
-15.0 |
-0.3% |
5,431.0 |
Close |
5,449.0 |
5,469.0 |
20.0 |
0.4% |
5,469.0 |
Range |
44.0 |
42.0 |
-2.0 |
-4.5% |
125.0 |
ATR |
53.2 |
52.4 |
-0.8 |
-1.5% |
0.0 |
Volume |
22,117 |
18,608 |
-3,509 |
-15.9% |
109,349 |
|
Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,583.7 |
5,568.3 |
5,492.1 |
|
R3 |
5,541.7 |
5,526.3 |
5,480.6 |
|
R2 |
5,499.7 |
5,499.7 |
5,476.7 |
|
R1 |
5,484.3 |
5,484.3 |
5,472.9 |
5,492.0 |
PP |
5,457.7 |
5,457.7 |
5,457.7 |
5,461.5 |
S1 |
5,442.3 |
5,442.3 |
5,465.2 |
5,450.0 |
S2 |
5,415.7 |
5,415.7 |
5,461.3 |
|
S3 |
5,373.7 |
5,400.3 |
5,457.5 |
|
S4 |
5,331.7 |
5,358.3 |
5,445.9 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,860.3 |
5,789.7 |
5,537.8 |
|
R3 |
5,735.3 |
5,664.7 |
5,503.4 |
|
R2 |
5,610.3 |
5,610.3 |
5,491.9 |
|
R1 |
5,539.7 |
5,539.7 |
5,480.5 |
5,512.5 |
PP |
5,485.3 |
5,485.3 |
5,485.3 |
5,471.8 |
S1 |
5,414.7 |
5,414.7 |
5,457.5 |
5,387.5 |
S2 |
5,360.3 |
5,360.3 |
5,446.1 |
|
S3 |
5,235.3 |
5,289.7 |
5,434.6 |
|
S4 |
5,110.3 |
5,164.7 |
5,400.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,556.0 |
5,431.0 |
125.0 |
2.3% |
44.6 |
0.8% |
30% |
False |
True |
21,869 |
10 |
5,559.0 |
5,431.0 |
128.0 |
2.3% |
44.7 |
0.8% |
30% |
False |
True |
22,775 |
20 |
5,559.0 |
5,292.0 |
267.0 |
4.9% |
40.5 |
0.7% |
66% |
False |
False |
23,348 |
40 |
5,559.0 |
5,090.0 |
469.0 |
8.6% |
53.9 |
1.0% |
81% |
False |
False |
26,312 |
60 |
5,665.0 |
5,090.0 |
575.0 |
10.5% |
46.5 |
0.9% |
66% |
False |
False |
23,075 |
80 |
5,665.0 |
5,090.0 |
575.0 |
10.5% |
39.8 |
0.7% |
66% |
False |
False |
17,325 |
100 |
5,665.0 |
5,090.0 |
575.0 |
10.5% |
33.6 |
0.6% |
66% |
False |
False |
13,870 |
120 |
5,665.0 |
5,090.0 |
575.0 |
10.5% |
28.9 |
0.5% |
66% |
False |
False |
11,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,651.5 |
2.618 |
5,583.0 |
1.618 |
5,541.0 |
1.000 |
5,515.0 |
0.618 |
5,499.0 |
HIGH |
5,473.0 |
0.618 |
5,457.0 |
0.500 |
5,452.0 |
0.382 |
5,447.0 |
LOW |
5,431.0 |
0.618 |
5,405.0 |
1.000 |
5,389.0 |
1.618 |
5,363.0 |
2.618 |
5,321.0 |
4.250 |
5,252.5 |
|
|
Fisher Pivots for day following 14-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
5,463.3 |
5,483.0 |
PP |
5,457.7 |
5,478.3 |
S1 |
5,452.0 |
5,473.7 |
|