Trading Metrics calculated at close of trading on 11-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
16,805 |
16,960 |
155 |
0.9% |
17,110 |
High |
17,000 |
17,395 |
395 |
2.3% |
17,480 |
Low |
16,735 |
16,900 |
165 |
1.0% |
16,720 |
Close |
16,960 |
17,260 |
300 |
1.8% |
16,820 |
Range |
265 |
495 |
230 |
86.8% |
760 |
ATR |
383 |
391 |
8 |
2.1% |
0 |
Volume |
14,936 |
20,528 |
5,592 |
37.4% |
152,725 |
|
Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,670 |
18,460 |
17,532 |
|
R3 |
18,175 |
17,965 |
17,396 |
|
R2 |
17,680 |
17,680 |
17,351 |
|
R1 |
17,470 |
17,470 |
17,306 |
17,575 |
PP |
17,185 |
17,185 |
17,185 |
17,238 |
S1 |
16,975 |
16,975 |
17,215 |
17,080 |
S2 |
16,690 |
16,690 |
17,169 |
|
S3 |
16,195 |
16,480 |
17,124 |
|
S4 |
15,700 |
15,985 |
16,988 |
|
|
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 |
17,395 |
16,720 |
675 |
3.9% |
355 |
2.1% |
80% |
True |
False |
21,522 |
10 |
17,480 |
15,425 |
2,055 |
11.9% |
479 |
2.8% |
89% |
False |
False |
27,120 |
20 |
17,480 |
14,400 |
3,080 |
17.8% |
410 |
2.4% |
93% |
False |
False |
25,886 |
40 |
17,480 |
14,400 |
3,080 |
17.8% |
361 |
2.1% |
93% |
False |
False |
21,732 |
60 |
17,480 |
14,400 |
3,080 |
17.8% |
290 |
1.7% |
93% |
False |
False |
16,897 |
80 |
17,480 |
14,400 |
3,080 |
17.8% |
244 |
1.4% |
93% |
False |
False |
12,676 |
100 |
17,480 |
14,400 |
3,080 |
17.8% |
201 |
1.2% |
93% |
False |
False |
10,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,499 |
2.618 |
18,691 |
1.618 |
18,196 |
1.000 |
17,890 |
0.618 |
17,701 |
HIGH |
17,395 |
0.618 |
17,206 |
0.500 |
17,148 |
0.382 |
17,089 |
LOW |
16,900 |
0.618 |
16,594 |
1.000 |
16,405 |
1.618 |
16,099 |
2.618 |
15,604 |
4.250 |
14,796 |
|
|
Fisher Pivots for day following 11-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,223 |
17,193 |
PP |
17,185 |
17,125 |
S1 |
17,148 |
17,058 |
|