Trading Metrics calculated at close of trading on 10-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
9,439.5 |
9,301.0 |
-138.5 |
-1.5% |
9,309.0 |
High |
9,449.0 |
9,352.5 |
-96.5 |
-1.0% |
9,469.0 |
Low |
9,241.0 |
9,221.0 |
-20.0 |
-0.2% |
9,147.5 |
Close |
9,292.0 |
9,341.5 |
49.5 |
0.5% |
9,292.0 |
Range |
208.0 |
131.5 |
-76.5 |
-36.8% |
321.5 |
ATR |
194.6 |
190.1 |
-4.5 |
-2.3% |
0.0 |
Volume |
99,095 |
79,308 |
-19,787 |
-20.0% |
613,554 |
|
Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,699.5 |
9,652.0 |
9,413.8 |
|
R3 |
9,568.0 |
9,520.5 |
9,377.7 |
|
R2 |
9,436.5 |
9,436.5 |
9,365.6 |
|
R1 |
9,389.0 |
9,389.0 |
9,353.6 |
9,412.8 |
PP |
9,305.0 |
9,305.0 |
9,305.0 |
9,316.9 |
S1 |
9,257.5 |
9,257.5 |
9,329.4 |
9,281.3 |
S2 |
9,173.5 |
9,173.5 |
9,317.4 |
|
S3 |
9,042.0 |
9,126.0 |
9,305.3 |
|
S4 |
8,910.5 |
8,994.5 |
9,269.2 |
|
|
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 |
3.4% |
164.6 |
1.8% |
60% |
False |
False |
112,781 |
10 |
9,469.0 |
8,898.0 |
571.0 |
6.1% |
162.2 |
1.7% |
78% |
False |
False |
120,821 |
20 |
9,469.0 |
8,350.0 |
1,119.0 |
12.0% |
200.5 |
2.1% |
89% |
False |
False |
139,507 |
40 |
9,896.0 |
8,350.0 |
1,546.0 |
16.5% |
178.4 |
1.9% |
64% |
False |
False |
132,813 |
60 |
9,896.0 |
8,350.0 |
1,546.0 |
16.5% |
158.0 |
1.7% |
64% |
False |
False |
90,046 |
80 |
9,896.0 |
8,350.0 |
1,546.0 |
16.5% |
152.6 |
1.6% |
64% |
False |
False |
67,622 |
100 |
10,057.5 |
8,350.0 |
1,707.5 |
18.3% |
141.9 |
1.5% |
58% |
False |
False |
54,146 |
120 |
10,057.5 |
8,350.0 |
1,707.5 |
18.3% |
126.7 |
1.4% |
58% |
False |
False |
45,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,911.4 |
2.618 |
9,696.8 |
1.618 |
9,565.3 |
1.000 |
9,484.0 |
0.618 |
9,433.8 |
HIGH |
9,352.5 |
0.618 |
9,302.3 |
0.500 |
9,286.8 |
0.382 |
9,271.2 |
LOW |
9,221.0 |
0.618 |
9,139.7 |
1.000 |
9,089.5 |
1.618 |
9,008.2 |
2.618 |
8,876.7 |
4.250 |
8,662.1 |
|
|
Fisher Pivots for day following 10-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
9,323.3 |
9,345.0 |
PP |
9,305.0 |
9,343.8 |
S1 |
9,286.8 |
9,342.7 |
|