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 |
4,164.50 |
4,152.75 |
-11.75 |
-0.3% |
4,150.25 |
High |
4,179.75 |
4,178.50 |
-1.25 |
0.0% |
4,179.75 |
Low |
4,136.00 |
4,144.00 |
8.00 |
0.2% |
4,119.75 |
Close |
4,150.75 |
4,170.25 |
19.50 |
0.5% |
4,150.75 |
Range |
43.75 |
34.50 |
-9.25 |
-21.1% |
60.00 |
ATR |
60.95 |
59.06 |
-1.89 |
-3.1% |
0.00 |
Volume |
229,702 |
164,939 |
-64,763 |
-28.2% |
1,208,120 |
|
Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,267.75 |
4,253.50 |
4,189.25 |
|
R3 |
4,233.25 |
4,219.00 |
4,179.75 |
|
R2 |
4,198.75 |
4,198.75 |
4,176.50 |
|
R1 |
4,184.50 |
4,184.50 |
4,173.50 |
4,191.50 |
PP |
4,164.25 |
4,164.25 |
4,164.25 |
4,167.75 |
S1 |
4,150.00 |
4,150.00 |
4,167.00 |
4,157.00 |
S2 |
4,129.75 |
4,129.75 |
4,164.00 |
|
S3 |
4,095.25 |
4,115.50 |
4,160.75 |
|
S4 |
4,060.75 |
4,081.00 |
4,151.25 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,330.00 |
4,300.50 |
4,183.75 |
|
R3 |
4,270.00 |
4,240.50 |
4,167.25 |
|
R2 |
4,210.00 |
4,210.00 |
4,161.75 |
|
R1 |
4,180.50 |
4,180.50 |
4,156.25 |
4,195.25 |
PP |
4,150.00 |
4,150.00 |
4,150.00 |
4,157.50 |
S1 |
4,120.50 |
4,120.50 |
4,145.25 |
4,135.25 |
S2 |
4,090.00 |
4,090.00 |
4,139.75 |
|
S3 |
4,030.00 |
4,060.50 |
4,134.25 |
|
S4 |
3,970.00 |
4,000.50 |
4,117.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,179.75 |
4,119.75 |
60.00 |
1.4% |
40.50 |
1.0% |
84% |
False |
False |
231,603 |
10 |
4,179.75 |
4,037.75 |
142.00 |
3.4% |
47.00 |
1.1% |
93% |
False |
False |
265,289 |
20 |
4,179.75 |
3,684.00 |
495.75 |
11.9% |
66.50 |
1.6% |
98% |
False |
False |
360,702 |
40 |
4,179.75 |
3,684.00 |
495.75 |
11.9% |
66.00 |
1.6% |
98% |
False |
False |
374,103 |
60 |
4,179.75 |
3,684.00 |
495.75 |
11.9% |
54.00 |
1.3% |
98% |
False |
False |
263,984 |
80 |
4,179.75 |
3,684.00 |
495.75 |
11.9% |
51.00 |
1.2% |
98% |
False |
False |
198,139 |
100 |
4,179.75 |
3,684.00 |
495.75 |
11.9% |
48.00 |
1.1% |
98% |
False |
False |
158,568 |
120 |
4,179.75 |
3,619.00 |
560.75 |
13.4% |
42.75 |
1.0% |
98% |
False |
False |
132,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,325.00 |
2.618 |
4,268.75 |
1.618 |
4,234.25 |
1.000 |
4,213.00 |
0.618 |
4,199.75 |
HIGH |
4,178.50 |
0.618 |
4,165.25 |
0.500 |
4,161.25 |
0.382 |
4,157.25 |
LOW |
4,144.00 |
0.618 |
4,122.75 |
1.000 |
4,109.50 |
1.618 |
4,088.25 |
2.618 |
4,053.75 |
4.250 |
3,997.50 |
|
|
Fisher Pivots for day following 10-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4,167.25 |
4,165.25 |
PP |
4,164.25 |
4,160.00 |
S1 |
4,161.25 |
4,155.00 |
|