Trading Metrics calculated at close of trading on 07-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
9,282.0 |
9,439.5 |
157.5 |
1.7% |
9,309.0 |
High |
9,469.0 |
9,449.0 |
-20.0 |
-0.2% |
9,469.0 |
Low |
9,266.5 |
9,241.0 |
-25.5 |
-0.3% |
9,147.5 |
Close |
9,379.0 |
9,292.0 |
-87.0 |
-0.9% |
9,292.0 |
Range |
202.5 |
208.0 |
5.5 |
2.7% |
321.5 |
ATR |
193.6 |
194.6 |
1.0 |
0.5% |
0.0 |
Volume |
153,437 |
99,095 |
-54,342 |
-35.4% |
613,554 |
|
Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,951.3 |
9,829.7 |
9,406.4 |
|
R3 |
9,743.3 |
9,621.7 |
9,349.2 |
|
R2 |
9,535.3 |
9,535.3 |
9,330.1 |
|
R1 |
9,413.7 |
9,413.7 |
9,311.1 |
9,370.5 |
PP |
9,327.3 |
9,327.3 |
9,327.3 |
9,305.8 |
S1 |
9,205.7 |
9,205.7 |
9,272.9 |
9,162.5 |
S2 |
9,119.3 |
9,119.3 |
9,253.9 |
|
S3 |
8,911.3 |
8,997.7 |
9,234.8 |
|
S4 |
8,703.3 |
8,789.7 |
9,177.6 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,267.3 |
10,101.2 |
9,468.8 |
|
R3 |
9,945.8 |
9,779.7 |
9,380.4 |
|
R2 |
9,624.3 |
9,624.3 |
9,350.9 |
|
R1 |
9,458.2 |
9,458.2 |
9,321.5 |
9,380.5 |
PP |
9,302.8 |
9,302.8 |
9,302.8 |
9,264.0 |
S1 |
9,136.7 |
9,136.7 |
9,262.5 |
9,059.0 |
S2 |
8,981.3 |
8,981.3 |
9,233.1 |
|
S3 |
8,659.8 |
8,815.2 |
9,203.6 |
|
S4 |
8,338.3 |
8,493.7 |
9,115.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,469.0 |
9,147.5 |
321.5 |
3.5% |
160.3 |
1.7% |
45% |
False |
False |
122,710 |
10 |
9,469.0 |
8,835.0 |
634.0 |
6.8% |
175.2 |
1.9% |
72% |
False |
False |
123,856 |
20 |
9,469.0 |
8,350.0 |
1,119.0 |
12.0% |
203.5 |
2.2% |
84% |
False |
False |
143,994 |
40 |
9,896.0 |
8,350.0 |
1,546.0 |
16.6% |
177.6 |
1.9% |
61% |
False |
False |
131,657 |
60 |
9,896.0 |
8,350.0 |
1,546.0 |
16.6% |
157.6 |
1.7% |
61% |
False |
False |
88,727 |
80 |
9,896.0 |
8,350.0 |
1,546.0 |
16.6% |
153.0 |
1.6% |
61% |
False |
False |
66,644 |
100 |
10,057.5 |
8,350.0 |
1,707.5 |
18.4% |
140.8 |
1.5% |
55% |
False |
False |
53,355 |
120 |
10,057.5 |
8,350.0 |
1,707.5 |
18.4% |
125.8 |
1.4% |
55% |
False |
False |
44,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,333.0 |
2.618 |
9,993.5 |
1.618 |
9,785.5 |
1.000 |
9,657.0 |
0.618 |
9,577.5 |
HIGH |
9,449.0 |
0.618 |
9,369.5 |
0.500 |
9,345.0 |
0.382 |
9,320.5 |
LOW |
9,241.0 |
0.618 |
9,112.5 |
1.000 |
9,033.0 |
1.618 |
8,904.5 |
2.618 |
8,696.5 |
4.250 |
8,357.0 |
|
|
Fisher Pivots for day following 07-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
9,345.0 |
9,345.8 |
PP |
9,327.3 |
9,327.8 |
S1 |
9,309.7 |
9,309.9 |
|