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 |
16,950 |
16,805 |
-145 |
-0.9% |
17,110 |
High |
17,020 |
17,000 |
-20 |
-0.1% |
17,480 |
Low |
16,720 |
16,735 |
15 |
0.1% |
16,720 |
Close |
16,820 |
16,960 |
140 |
0.8% |
16,820 |
Range |
300 |
265 |
-35 |
-11.7% |
760 |
ATR |
392 |
383 |
-9 |
-2.3% |
0 |
Volume |
20,728 |
14,936 |
-5,792 |
-27.9% |
152,725 |
|
Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,693 |
17,592 |
17,106 |
|
R3 |
17,428 |
17,327 |
17,033 |
|
R2 |
17,163 |
17,163 |
17,009 |
|
R1 |
17,062 |
17,062 |
16,984 |
17,113 |
PP |
16,898 |
16,898 |
16,898 |
16,924 |
S1 |
16,797 |
16,797 |
16,936 |
16,848 |
S2 |
16,633 |
16,633 |
16,912 |
|
S3 |
16,368 |
16,532 |
16,887 |
|
S4 |
16,103 |
16,267 |
16,814 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,287 |
18,813 |
17,238 |
|
R3 |
18,527 |
18,053 |
17,029 |
|
R2 |
17,767 |
17,767 |
16,959 |
|
R1 |
17,293 |
17,293 |
16,890 |
17,150 |
PP |
17,007 |
17,007 |
17,007 |
16,935 |
S1 |
16,533 |
16,533 |
16,750 |
16,390 |
S2 |
16,247 |
16,247 |
16,681 |
|
S3 |
15,487 |
15,773 |
16,611 |
|
S4 |
14,727 |
15,013 |
16,402 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,365 |
16,720 |
645 |
3.8% |
381 |
2.2% |
37% |
False |
False |
28,903 |
10 |
17,480 |
15,295 |
2,185 |
12.9% |
448 |
2.6% |
76% |
False |
False |
26,098 |
20 |
17,480 |
14,400 |
3,080 |
18.2% |
401 |
2.4% |
83% |
False |
False |
26,093 |
40 |
17,480 |
14,400 |
3,080 |
18.2% |
352 |
2.1% |
83% |
False |
False |
21,509 |
60 |
17,480 |
14,400 |
3,080 |
18.2% |
283 |
1.7% |
83% |
False |
False |
16,555 |
80 |
17,480 |
14,400 |
3,080 |
18.2% |
239 |
1.4% |
83% |
False |
False |
12,420 |
100 |
17,480 |
14,400 |
3,080 |
18.2% |
196 |
1.2% |
83% |
False |
False |
9,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,126 |
2.618 |
17,694 |
1.618 |
17,429 |
1.000 |
17,265 |
0.618 |
17,164 |
HIGH |
17,000 |
0.618 |
16,899 |
0.500 |
16,868 |
0.382 |
16,836 |
LOW |
16,735 |
0.618 |
16,571 |
1.000 |
16,470 |
1.618 |
16,306 |
2.618 |
16,041 |
4.250 |
15,609 |
|
|
Fisher Pivots for day following 10-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
16,929 |
16,951 |
PP |
16,898 |
16,942 |
S1 |
16,868 |
16,933 |
|