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 |
9,352.0 |
9,277.0 |
-75.0 |
-0.8% |
9,309.0 |
High |
9,359.0 |
9,311.0 |
-48.0 |
-0.5% |
9,469.0 |
Low |
9,187.0 |
9,166.5 |
-20.5 |
-0.2% |
9,147.5 |
Close |
9,204.5 |
9,253.0 |
48.5 |
0.5% |
9,292.0 |
Range |
172.0 |
144.5 |
-27.5 |
-16.0% |
321.5 |
ATR |
181.8 |
179.2 |
-2.7 |
-1.5% |
0.0 |
Volume |
132,805 |
106,842 |
-25,963 |
-19.5% |
613,554 |
|
Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,677.0 |
9,609.5 |
9,332.5 |
|
R3 |
9,532.5 |
9,465.0 |
9,292.7 |
|
R2 |
9,388.0 |
9,388.0 |
9,279.5 |
|
R1 |
9,320.5 |
9,320.5 |
9,266.2 |
9,282.0 |
PP |
9,243.5 |
9,243.5 |
9,243.5 |
9,224.3 |
S1 |
9,176.0 |
9,176.0 |
9,239.8 |
9,137.5 |
S2 |
9,099.0 |
9,099.0 |
9,226.5 |
|
S3 |
8,954.5 |
9,031.5 |
9,213.3 |
|
S4 |
8,810.0 |
8,887.0 |
9,173.5 |
|
|
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 |
9,449.0 |
9,166.5 |
282.5 |
3.1% |
146.8 |
1.6% |
31% |
False |
True |
109,199 |
10 |
9,469.0 |
9,147.5 |
321.5 |
3.5% |
145.5 |
1.6% |
33% |
False |
False |
116,858 |
20 |
9,469.0 |
8,563.0 |
906.0 |
9.8% |
177.5 |
1.9% |
76% |
False |
False |
123,248 |
40 |
9,896.0 |
8,350.0 |
1,546.0 |
16.7% |
181.8 |
2.0% |
58% |
False |
False |
136,923 |
60 |
9,896.0 |
8,350.0 |
1,546.0 |
16.7% |
157.5 |
1.7% |
58% |
False |
False |
96,159 |
80 |
9,896.0 |
8,350.0 |
1,546.0 |
16.7% |
154.0 |
1.7% |
58% |
False |
False |
72,213 |
100 |
10,051.0 |
8,350.0 |
1,701.0 |
18.4% |
143.4 |
1.5% |
53% |
False |
False |
57,818 |
120 |
10,057.5 |
8,350.0 |
1,707.5 |
18.5% |
128.6 |
1.4% |
53% |
False |
False |
48,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,925.1 |
2.618 |
9,689.3 |
1.618 |
9,544.8 |
1.000 |
9,455.5 |
0.618 |
9,400.3 |
HIGH |
9,311.0 |
0.618 |
9,255.8 |
0.500 |
9,238.8 |
0.382 |
9,221.7 |
LOW |
9,166.5 |
0.618 |
9,077.2 |
1.000 |
9,022.0 |
1.618 |
8,932.7 |
2.618 |
8,788.2 |
4.250 |
8,552.4 |
|
|
Fisher Pivots for day following 13-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
9,248.3 |
9,283.3 |
PP |
9,243.5 |
9,273.2 |
S1 |
9,238.8 |
9,263.1 |
|