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 |
9,360.0 |
9,352.0 |
-8.0 |
-0.1% |
9,309.0 |
High |
9,400.0 |
9,359.0 |
-41.0 |
-0.4% |
9,469.0 |
Low |
9,322.0 |
9,187.0 |
-135.0 |
-1.4% |
9,147.5 |
Close |
9,365.5 |
9,204.5 |
-161.0 |
-1.7% |
9,292.0 |
Range |
78.0 |
172.0 |
94.0 |
120.5% |
321.5 |
ATR |
182.1 |
181.8 |
-0.3 |
-0.1% |
0.0 |
Volume |
127,947 |
132,805 |
4,858 |
3.8% |
613,554 |
|
Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,766.2 |
9,657.3 |
9,299.1 |
|
R3 |
9,594.2 |
9,485.3 |
9,251.8 |
|
R2 |
9,422.2 |
9,422.2 |
9,236.0 |
|
R1 |
9,313.3 |
9,313.3 |
9,220.3 |
9,281.8 |
PP |
9,250.2 |
9,250.2 |
9,250.2 |
9,234.4 |
S1 |
9,141.3 |
9,141.3 |
9,188.7 |
9,109.8 |
S2 |
9,078.2 |
9,078.2 |
9,173.0 |
|
S3 |
8,906.2 |
8,969.3 |
9,157.2 |
|
S4 |
8,734.2 |
8,797.3 |
9,109.9 |
|
|
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 |
9,187.0 |
282.0 |
3.1% |
158.4 |
1.7% |
6% |
False |
True |
118,518 |
10 |
9,469.0 |
8,898.0 |
571.0 |
6.2% |
157.2 |
1.7% |
54% |
False |
False |
120,699 |
20 |
9,469.0 |
8,350.0 |
1,119.0 |
12.2% |
186.0 |
2.0% |
76% |
False |
False |
127,152 |
40 |
9,896.0 |
8,350.0 |
1,546.0 |
16.8% |
179.9 |
2.0% |
55% |
False |
False |
136,020 |
60 |
9,896.0 |
8,350.0 |
1,546.0 |
16.8% |
156.3 |
1.7% |
55% |
False |
False |
94,381 |
80 |
9,896.0 |
8,350.0 |
1,546.0 |
16.8% |
153.2 |
1.7% |
55% |
False |
False |
70,879 |
100 |
10,051.0 |
8,350.0 |
1,701.0 |
18.5% |
142.5 |
1.5% |
50% |
False |
False |
56,750 |
120 |
10,057.5 |
8,350.0 |
1,707.5 |
18.6% |
127.9 |
1.4% |
50% |
False |
False |
47,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,090.0 |
2.618 |
9,809.3 |
1.618 |
9,637.3 |
1.000 |
9,531.0 |
0.618 |
9,465.3 |
HIGH |
9,359.0 |
0.618 |
9,293.3 |
0.500 |
9,273.0 |
0.382 |
9,252.7 |
LOW |
9,187.0 |
0.618 |
9,080.7 |
1.000 |
9,015.0 |
1.618 |
8,908.7 |
2.618 |
8,736.7 |
4.250 |
8,456.0 |
|
|
Fisher Pivots for day following 12-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
9,273.0 |
9,293.5 |
PP |
9,250.2 |
9,263.8 |
S1 |
9,227.3 |
9,234.2 |
|