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 |
6,515.5 |
6,549.5 |
34.0 |
0.5% |
6,520.0 |
High |
6,568.5 |
6,596.5 |
28.0 |
0.4% |
6,596.5 |
Low |
6,491.0 |
6,539.0 |
48.0 |
0.7% |
6,422.0 |
Close |
6,538.5 |
6,557.0 |
18.5 |
0.3% |
6,557.0 |
Range |
77.5 |
57.5 |
-20.0 |
-25.8% |
174.5 |
ATR |
100.6 |
97.5 |
-3.0 |
-3.0% |
0.0 |
Volume |
99,546 |
106,089 |
6,543 |
6.6% |
472,266 |
|
Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,736.5 |
6,704.5 |
6,588.5 |
|
R3 |
6,679.0 |
6,647.0 |
6,573.0 |
|
R2 |
6,621.5 |
6,621.5 |
6,567.5 |
|
R1 |
6,589.5 |
6,589.5 |
6,562.5 |
6,605.5 |
PP |
6,564.0 |
6,564.0 |
6,564.0 |
6,572.0 |
S1 |
6,532.0 |
6,532.0 |
6,551.5 |
6,548.0 |
S2 |
6,506.5 |
6,506.5 |
6,546.5 |
|
S3 |
6,449.0 |
6,474.5 |
6,541.0 |
|
S4 |
6,391.5 |
6,417.0 |
6,525.5 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,048.5 |
6,977.5 |
6,653.0 |
|
R3 |
6,874.0 |
6,803.0 |
6,605.0 |
|
R2 |
6,699.5 |
6,699.5 |
6,589.0 |
|
R1 |
6,628.5 |
6,628.5 |
6,573.0 |
6,664.0 |
PP |
6,525.0 |
6,525.0 |
6,525.0 |
6,543.0 |
S1 |
6,454.0 |
6,454.0 |
6,541.0 |
6,489.5 |
S2 |
6,350.5 |
6,350.5 |
6,525.0 |
|
S3 |
6,176.0 |
6,279.5 |
6,509.0 |
|
S4 |
6,001.5 |
6,105.0 |
6,461.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,596.5 |
6,422.0 |
174.5 |
2.7% |
74.0 |
1.1% |
77% |
True |
False |
94,453 |
10 |
6,596.5 |
6,313.0 |
283.5 |
4.3% |
80.5 |
1.2% |
86% |
True |
False |
99,146 |
20 |
6,596.5 |
6,042.5 |
554.0 |
8.4% |
108.5 |
1.7% |
93% |
True |
False |
129,082 |
40 |
6,875.0 |
6,042.5 |
832.5 |
12.7% |
99.0 |
1.5% |
62% |
False |
False |
129,586 |
60 |
6,875.0 |
6,042.5 |
832.5 |
12.7% |
80.0 |
1.2% |
62% |
False |
False |
91,529 |
80 |
6,875.0 |
6,042.5 |
832.5 |
12.7% |
66.5 |
1.0% |
62% |
False |
False |
68,656 |
100 |
6,875.0 |
6,042.5 |
832.5 |
12.7% |
56.0 |
0.9% |
62% |
False |
False |
54,928 |
120 |
6,875.0 |
6,042.5 |
832.5 |
12.7% |
47.0 |
0.7% |
62% |
False |
False |
45,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,841.0 |
2.618 |
6,747.0 |
1.618 |
6,689.5 |
1.000 |
6,654.0 |
0.618 |
6,632.0 |
HIGH |
6,596.5 |
0.618 |
6,574.5 |
0.500 |
6,568.0 |
0.382 |
6,561.0 |
LOW |
6,539.0 |
0.618 |
6,503.5 |
1.000 |
6,481.5 |
1.618 |
6,446.0 |
2.618 |
6,388.5 |
4.250 |
6,294.5 |
|
|
Fisher Pivots for day following 07-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
6,568.0 |
6,546.0 |
PP |
6,564.0 |
6,535.0 |
S1 |
6,560.5 |
6,524.0 |
|