Trading Metrics calculated at close of trading on 12-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
6,599.5 |
6,616.0 |
16.5 |
0.3% |
6,520.0 |
High |
6,621.0 |
6,617.5 |
-3.5 |
-0.1% |
6,596.5 |
Low |
6,592.0 |
6,575.5 |
-16.5 |
-0.3% |
6,422.0 |
Close |
6,609.0 |
6,589.5 |
-19.5 |
-0.3% |
6,557.0 |
Range |
29.0 |
42.0 |
13.0 |
44.8% |
174.5 |
ATR |
90.1 |
86.6 |
-3.4 |
-3.8% |
0.0 |
Volume |
53,880 |
76,343 |
22,463 |
41.7% |
472,266 |
|
Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,720.0 |
6,697.0 |
6,612.5 |
|
R3 |
6,678.0 |
6,655.0 |
6,601.0 |
|
R2 |
6,636.0 |
6,636.0 |
6,597.0 |
|
R1 |
6,613.0 |
6,613.0 |
6,593.5 |
6,603.5 |
PP |
6,594.0 |
6,594.0 |
6,594.0 |
6,589.5 |
S1 |
6,571.0 |
6,571.0 |
6,585.5 |
6,561.5 |
S2 |
6,552.0 |
6,552.0 |
6,582.0 |
|
S3 |
6,510.0 |
6,529.0 |
6,578.0 |
|
S4 |
6,468.0 |
6,487.0 |
6,566.5 |
|
|
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 |
6,621.0 |
6,491.0 |
130.0 |
2.0% |
53.0 |
0.8% |
76% |
False |
False |
81,284 |
10 |
6,621.0 |
6,355.5 |
265.5 |
4.0% |
70.0 |
1.1% |
88% |
False |
False |
91,088 |
20 |
6,621.0 |
6,042.5 |
578.5 |
8.8% |
91.0 |
1.4% |
95% |
False |
False |
103,440 |
40 |
6,875.0 |
6,042.5 |
832.5 |
12.6% |
98.0 |
1.5% |
66% |
False |
False |
121,878 |
60 |
6,875.0 |
6,042.5 |
832.5 |
12.6% |
80.5 |
1.2% |
66% |
False |
False |
94,872 |
80 |
6,875.0 |
6,042.5 |
832.5 |
12.6% |
68.0 |
1.0% |
66% |
False |
False |
71,159 |
100 |
6,875.0 |
6,042.5 |
832.5 |
12.6% |
57.0 |
0.9% |
66% |
False |
False |
56,935 |
120 |
6,875.0 |
6,042.5 |
832.5 |
12.6% |
48.5 |
0.7% |
66% |
False |
False |
47,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,796.0 |
2.618 |
6,727.5 |
1.618 |
6,685.5 |
1.000 |
6,659.5 |
0.618 |
6,643.5 |
HIGH |
6,617.5 |
0.618 |
6,601.5 |
0.500 |
6,596.5 |
0.382 |
6,591.5 |
LOW |
6,575.5 |
0.618 |
6,549.5 |
1.000 |
6,533.5 |
1.618 |
6,507.5 |
2.618 |
6,465.5 |
4.250 |
6,397.0 |
|
|
Fisher Pivots for day following 12-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
6,596.5 |
6,588.0 |
PP |
6,594.0 |
6,586.0 |
S1 |
6,592.0 |
6,584.5 |
|