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 |
1,142.2 |
1,141.0 |
-1.2 |
-0.1% |
1,171.1 |
High |
1,149.3 |
1,178.7 |
29.4 |
2.6% |
1,178.7 |
Low |
1,139.1 |
1,132.0 |
-7.1 |
-0.6% |
1,132.0 |
Close |
1,143.3 |
1,170.6 |
27.3 |
2.4% |
1,170.6 |
Range |
10.2 |
46.7 |
36.5 |
357.8% |
46.7 |
ATR |
16.3 |
18.5 |
2.2 |
13.3% |
0.0 |
Volume |
15,919 |
20,664 |
4,745 |
29.8% |
69,143 |
|
Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,300.5 |
1,282.3 |
1,196.3 |
|
R3 |
1,253.8 |
1,235.6 |
1,183.4 |
|
R2 |
1,207.1 |
1,207.1 |
1,179.2 |
|
R1 |
1,188.9 |
1,188.9 |
1,174.9 |
1,198.0 |
PP |
1,160.4 |
1,160.4 |
1,160.4 |
1,165.0 |
S1 |
1,142.2 |
1,142.2 |
1,166.3 |
1,151.3 |
S2 |
1,113.7 |
1,113.7 |
1,162.0 |
|
S3 |
1,067.0 |
1,095.5 |
1,157.8 |
|
S4 |
1,020.3 |
1,048.8 |
1,144.9 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,300.5 |
1,282.3 |
1,196.3 |
|
R3 |
1,253.8 |
1,235.6 |
1,183.4 |
|
R2 |
1,207.1 |
1,207.1 |
1,179.2 |
|
R1 |
1,188.9 |
1,188.9 |
1,174.9 |
1,174.7 |
PP |
1,160.4 |
1,160.4 |
1,160.4 |
1,153.3 |
S1 |
1,142.2 |
1,142.2 |
1,166.3 |
1,128.0 |
S2 |
1,113.7 |
1,113.7 |
1,162.0 |
|
S3 |
1,067.0 |
1,095.5 |
1,157.8 |
|
S4 |
1,020.3 |
1,048.8 |
1,144.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,178.7 |
1,132.0 |
46.7 |
4.0% |
21.3 |
1.8% |
83% |
True |
True |
13,828 |
10 |
1,236.0 |
1,132.0 |
104.0 |
8.9% |
20.9 |
1.8% |
37% |
False |
True |
10,532 |
20 |
1,256.2 |
1,132.0 |
124.2 |
10.6% |
16.3 |
1.4% |
31% |
False |
True |
8,232 |
40 |
1,256.2 |
1,132.0 |
124.2 |
10.6% |
15.1 |
1.3% |
31% |
False |
True |
5,166 |
60 |
1,315.9 |
1,132.0 |
183.9 |
15.7% |
14.2 |
1.2% |
21% |
False |
True |
4,038 |
80 |
1,323.0 |
1,132.0 |
191.0 |
16.3% |
13.4 |
1.1% |
20% |
False |
True |
3,349 |
100 |
1,347.3 |
1,132.0 |
215.3 |
18.4% |
13.4 |
1.1% |
18% |
False |
True |
2,800 |
120 |
1,347.3 |
1,132.0 |
215.3 |
18.4% |
12.2 |
1.0% |
18% |
False |
True |
2,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,377.2 |
2.618 |
1,301.0 |
1.618 |
1,254.3 |
1.000 |
1,225.4 |
0.618 |
1,207.6 |
HIGH |
1,178.7 |
0.618 |
1,160.9 |
0.500 |
1,155.4 |
0.382 |
1,149.8 |
LOW |
1,132.0 |
0.618 |
1,103.1 |
1.000 |
1,085.3 |
1.618 |
1,056.4 |
2.618 |
1,009.7 |
4.250 |
933.5 |
|
|
Fisher Pivots for day following 07-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,165.5 |
1,165.5 |
PP |
1,160.4 |
1,160.4 |
S1 |
1,155.4 |
1,155.4 |
|