Trading Metrics calculated at close of trading on 13-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4,183.25 |
4,193.50 |
10.25 |
0.2% |
4,150.25 |
High |
4,198.75 |
4,227.00 |
28.25 |
0.7% |
4,179.75 |
Low |
4,166.50 |
4,191.50 |
25.00 |
0.6% |
4,119.75 |
Close |
4,196.00 |
4,205.00 |
9.00 |
0.2% |
4,150.75 |
Range |
32.25 |
35.50 |
3.25 |
10.1% |
60.00 |
ATR |
54.83 |
53.45 |
-1.38 |
-2.5% |
0.00 |
Volume |
202,720 |
295,015 |
92,295 |
45.5% |
1,208,120 |
|
Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,314.25 |
4,295.25 |
4,224.50 |
|
R3 |
4,278.75 |
4,259.75 |
4,214.75 |
|
R2 |
4,243.25 |
4,243.25 |
4,211.50 |
|
R1 |
4,224.25 |
4,224.25 |
4,208.25 |
4,233.75 |
PP |
4,207.75 |
4,207.75 |
4,207.75 |
4,212.50 |
S1 |
4,188.75 |
4,188.75 |
4,201.75 |
4,198.25 |
S2 |
4,172.25 |
4,172.25 |
4,198.50 |
|
S3 |
4,136.75 |
4,153.25 |
4,195.25 |
|
S4 |
4,101.25 |
4,117.75 |
4,185.50 |
|
|
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 |
4,227.00 |
4,136.00 |
91.00 |
2.2% |
34.00 |
0.8% |
76% |
True |
False |
205,375 |
10 |
4,227.00 |
4,089.75 |
137.25 |
3.3% |
40.00 |
1.0% |
84% |
True |
False |
231,855 |
20 |
4,227.00 |
3,742.00 |
485.00 |
11.5% |
56.00 |
1.3% |
95% |
True |
False |
285,850 |
40 |
4,227.00 |
3,684.00 |
543.00 |
12.9% |
64.50 |
1.5% |
96% |
True |
False |
366,809 |
60 |
4,227.00 |
3,684.00 |
543.00 |
12.9% |
54.50 |
1.3% |
96% |
True |
False |
274,484 |
80 |
4,227.00 |
3,684.00 |
543.00 |
12.9% |
51.00 |
1.2% |
96% |
True |
False |
206,025 |
100 |
4,227.00 |
3,684.00 |
543.00 |
12.9% |
48.25 |
1.1% |
96% |
True |
False |
164,887 |
120 |
4,227.00 |
3,684.00 |
543.00 |
12.9% |
42.75 |
1.0% |
96% |
True |
False |
137,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,378.00 |
2.618 |
4,320.00 |
1.618 |
4,284.50 |
1.000 |
4,262.50 |
0.618 |
4,249.00 |
HIGH |
4,227.00 |
0.618 |
4,213.50 |
0.500 |
4,209.25 |
0.382 |
4,205.00 |
LOW |
4,191.50 |
0.618 |
4,169.50 |
1.000 |
4,156.00 |
1.618 |
4,134.00 |
2.618 |
4,098.50 |
4.250 |
4,040.50 |
|
|
Fisher Pivots for day following 13-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4,209.25 |
4,201.50 |
PP |
4,207.75 |
4,198.00 |
S1 |
4,206.50 |
4,194.50 |
|