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 |
9,277.0 |
9,260.0 |
-17.0 |
-0.2% |
9,301.0 |
High |
9,311.0 |
9,290.0 |
-21.0 |
-0.2% |
9,400.0 |
Low |
9,166.5 |
9,182.0 |
15.5 |
0.2% |
9,166.5 |
Close |
9,253.0 |
9,243.0 |
-10.0 |
-0.1% |
9,243.0 |
Range |
144.5 |
108.0 |
-36.5 |
-25.3% |
233.5 |
ATR |
179.2 |
174.1 |
-5.1 |
-2.8% |
0.0 |
Volume |
106,842 |
108,261 |
1,419 |
1.3% |
555,163 |
|
Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,562.3 |
9,510.7 |
9,302.4 |
|
R3 |
9,454.3 |
9,402.7 |
9,272.7 |
|
R2 |
9,346.3 |
9,346.3 |
9,262.8 |
|
R1 |
9,294.7 |
9,294.7 |
9,252.9 |
9,266.5 |
PP |
9,238.3 |
9,238.3 |
9,238.3 |
9,224.3 |
S1 |
9,186.7 |
9,186.7 |
9,233.1 |
9,158.5 |
S2 |
9,130.3 |
9,130.3 |
9,223.2 |
|
S3 |
9,022.3 |
9,078.7 |
9,213.3 |
|
S4 |
8,914.3 |
8,970.7 |
9,183.6 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,970.3 |
9,840.2 |
9,371.4 |
|
R3 |
9,736.8 |
9,606.7 |
9,307.2 |
|
R2 |
9,503.3 |
9,503.3 |
9,285.8 |
|
R1 |
9,373.2 |
9,373.2 |
9,264.4 |
9,321.5 |
PP |
9,269.8 |
9,269.8 |
9,269.8 |
9,244.0 |
S1 |
9,139.7 |
9,139.7 |
9,221.6 |
9,088.0 |
S2 |
9,036.3 |
9,036.3 |
9,200.2 |
|
S3 |
8,802.8 |
8,906.2 |
9,178.8 |
|
S4 |
8,569.3 |
8,672.7 |
9,114.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,400.0 |
9,166.5 |
233.5 |
2.5% |
126.8 |
1.4% |
33% |
False |
False |
111,032 |
10 |
9,469.0 |
9,147.5 |
321.5 |
3.5% |
143.6 |
1.6% |
30% |
False |
False |
116,871 |
20 |
9,469.0 |
8,641.5 |
827.5 |
9.0% |
168.2 |
1.8% |
73% |
False |
False |
121,993 |
40 |
9,896.0 |
8,350.0 |
1,546.0 |
16.7% |
181.7 |
2.0% |
58% |
False |
False |
136,557 |
60 |
9,896.0 |
8,350.0 |
1,546.0 |
16.7% |
157.9 |
1.7% |
58% |
False |
False |
97,955 |
80 |
9,896.0 |
8,350.0 |
1,546.0 |
16.7% |
154.1 |
1.7% |
58% |
False |
False |
73,564 |
100 |
10,051.0 |
8,350.0 |
1,701.0 |
18.4% |
143.8 |
1.6% |
52% |
False |
False |
58,897 |
120 |
10,057.5 |
8,350.0 |
1,707.5 |
18.5% |
129.1 |
1.4% |
52% |
False |
False |
49,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,749.0 |
2.618 |
9,572.7 |
1.618 |
9,464.7 |
1.000 |
9,398.0 |
0.618 |
9,356.7 |
HIGH |
9,290.0 |
0.618 |
9,248.7 |
0.500 |
9,236.0 |
0.382 |
9,223.3 |
LOW |
9,182.0 |
0.618 |
9,115.3 |
1.000 |
9,074.0 |
1.618 |
9,007.3 |
2.618 |
8,899.3 |
4.250 |
8,723.0 |
|
|
Fisher Pivots for day following 14-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
9,240.7 |
9,262.8 |
PP |
9,238.3 |
9,256.2 |
S1 |
9,236.0 |
9,249.6 |
|