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 |
17,499 |
17,546 |
47 |
0.3% |
17,312 |
High |
17,569 |
17,604 |
35 |
0.2% |
17,548 |
Low |
17,472 |
17,531 |
59 |
0.3% |
17,208 |
Close |
17,553 |
17,568 |
15 |
0.1% |
17,501 |
Range |
97 |
73 |
-24 |
-24.7% |
340 |
ATR |
199 |
190 |
-9 |
-4.5% |
0 |
Volume |
79,540 |
70,593 |
-8,947 |
-11.2% |
640,605 |
|
Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,787 |
17,750 |
17,608 |
|
R3 |
17,714 |
17,677 |
17,588 |
|
R2 |
17,641 |
17,641 |
17,582 |
|
R1 |
17,604 |
17,604 |
17,575 |
17,623 |
PP |
17,568 |
17,568 |
17,568 |
17,577 |
S1 |
17,531 |
17,531 |
17,561 |
17,550 |
S2 |
17,495 |
17,495 |
17,555 |
|
S3 |
17,422 |
17,458 |
17,548 |
|
S4 |
17,349 |
17,385 |
17,528 |
|
|
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 |
17,604 |
17,289 |
315 |
1.8% |
113 |
0.6% |
89% |
True |
False |
108,093 |
10 |
17,604 |
16,820 |
784 |
4.5% |
150 |
0.9% |
95% |
True |
False |
133,717 |
20 |
17,604 |
15,769 |
1,835 |
10.4% |
221 |
1.3% |
98% |
True |
False |
187,553 |
40 |
17,604 |
15,769 |
1,835 |
10.4% |
221 |
1.3% |
98% |
True |
False |
195,703 |
60 |
17,604 |
15,769 |
1,835 |
10.4% |
183 |
1.0% |
98% |
True |
False |
139,412 |
80 |
17,604 |
15,769 |
1,835 |
10.4% |
169 |
1.0% |
98% |
True |
False |
104,576 |
100 |
17,604 |
15,769 |
1,835 |
10.4% |
153 |
0.9% |
98% |
True |
False |
83,665 |
120 |
17,604 |
15,769 |
1,835 |
10.4% |
133 |
0.8% |
98% |
True |
False |
69,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,914 |
2.618 |
17,795 |
1.618 |
17,722 |
1.000 |
17,677 |
0.618 |
17,649 |
HIGH |
17,604 |
0.618 |
17,576 |
0.500 |
17,568 |
0.382 |
17,559 |
LOW |
17,531 |
0.618 |
17,486 |
1.000 |
17,458 |
1.618 |
17,413 |
2.618 |
17,340 |
4.250 |
17,221 |
|
|
Fisher Pivots for day following 11-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,568 |
17,552 |
PP |
17,568 |
17,536 |
S1 |
17,568 |
17,521 |
|