Trading Metrics calculated at close of trading on 07-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
17,415 |
17,501 |
86 |
0.5% |
17,312 |
High |
17,513 |
17,548 |
35 |
0.2% |
17,548 |
Low |
17,367 |
17,437 |
70 |
0.4% |
17,208 |
Close |
17,504 |
17,501 |
-3 |
0.0% |
17,501 |
Range |
146 |
111 |
-35 |
-24.0% |
340 |
ATR |
214 |
206 |
-7 |
-3.4% |
0 |
Volume |
136,570 |
115,197 |
-21,373 |
-15.6% |
640,605 |
|
Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,828 |
17,776 |
17,562 |
|
R3 |
17,717 |
17,665 |
17,532 |
|
R2 |
17,606 |
17,606 |
17,521 |
|
R1 |
17,554 |
17,554 |
17,511 |
17,557 |
PP |
17,495 |
17,495 |
17,495 |
17,497 |
S1 |
17,443 |
17,443 |
17,491 |
17,446 |
S2 |
17,384 |
17,384 |
17,481 |
|
S3 |
17,273 |
17,332 |
17,471 |
|
S4 |
17,162 |
17,221 |
17,440 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,439 |
18,310 |
17,688 |
|
R3 |
18,099 |
17,970 |
17,595 |
|
R2 |
17,759 |
17,759 |
17,563 |
|
R1 |
17,630 |
17,630 |
17,532 |
17,695 |
PP |
17,419 |
17,419 |
17,419 |
17,451 |
S1 |
17,290 |
17,290 |
17,470 |
17,355 |
S2 |
17,079 |
17,079 |
17,439 |
|
S3 |
16,739 |
16,950 |
17,408 |
|
S4 |
16,399 |
16,610 |
17,314 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,548 |
17,208 |
340 |
1.9% |
118 |
0.7% |
86% |
True |
False |
128,121 |
10 |
17,548 |
16,652 |
896 |
5.1% |
167 |
1.0% |
95% |
True |
False |
145,111 |
20 |
17,548 |
15,769 |
1,779 |
10.2% |
237 |
1.4% |
97% |
True |
False |
210,612 |
40 |
17,548 |
15,769 |
1,779 |
10.2% |
224 |
1.3% |
97% |
True |
False |
200,176 |
60 |
17,548 |
15,769 |
1,779 |
10.2% |
186 |
1.1% |
97% |
True |
False |
136,915 |
80 |
17,548 |
15,769 |
1,779 |
10.2% |
170 |
1.0% |
97% |
True |
False |
102,700 |
100 |
17,548 |
15,769 |
1,779 |
10.2% |
153 |
0.9% |
97% |
True |
False |
82,164 |
120 |
17,548 |
15,769 |
1,779 |
10.2% |
133 |
0.8% |
97% |
True |
False |
68,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,020 |
2.618 |
17,839 |
1.618 |
17,728 |
1.000 |
17,659 |
0.618 |
17,617 |
HIGH |
17,548 |
0.618 |
17,506 |
0.500 |
17,493 |
0.382 |
17,480 |
LOW |
17,437 |
0.618 |
17,369 |
1.000 |
17,326 |
1.618 |
17,258 |
2.618 |
17,147 |
4.250 |
16,965 |
|
|
Fisher Pivots for day following 07-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,498 |
17,474 |
PP |
17,495 |
17,446 |
S1 |
17,493 |
17,419 |
|