Trading Metrics calculated at close of trading on 11-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
1,177.0 |
1,152.7 |
-24.3 |
-2.1% |
1,171.1 |
High |
1,177.0 |
1,173.2 |
-3.8 |
-0.3% |
1,178.7 |
Low |
1,147.7 |
1,147.0 |
-0.7 |
-0.1% |
1,132.0 |
Close |
1,160.7 |
1,164.0 |
3.3 |
0.3% |
1,170.6 |
Range |
29.3 |
26.2 |
-3.1 |
-10.6% |
46.7 |
ATR |
19.3 |
19.8 |
0.5 |
2.6% |
0.0 |
Volume |
23,488 |
19,749 |
-3,739 |
-15.9% |
69,143 |
|
Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,240.0 |
1,228.2 |
1,178.4 |
|
R3 |
1,213.8 |
1,202.0 |
1,171.2 |
|
R2 |
1,187.6 |
1,187.6 |
1,168.8 |
|
R1 |
1,175.8 |
1,175.8 |
1,166.4 |
1,181.7 |
PP |
1,161.4 |
1,161.4 |
1,161.4 |
1,164.4 |
S1 |
1,149.6 |
1,149.6 |
1,161.6 |
1,155.5 |
S2 |
1,135.2 |
1,135.2 |
1,159.2 |
|
S3 |
1,109.0 |
1,123.4 |
1,156.8 |
|
S4 |
1,082.8 |
1,097.2 |
1,149.6 |
|
|
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% |
28.6 |
2.5% |
69% |
False |
False |
19,430 |
10 |
1,231.0 |
1,132.0 |
99.0 |
8.5% |
24.6 |
2.1% |
32% |
False |
False |
13,862 |
20 |
1,256.2 |
1,132.0 |
124.2 |
10.7% |
18.1 |
1.6% |
26% |
False |
False |
10,227 |
40 |
1,256.2 |
1,132.0 |
124.2 |
10.7% |
16.0 |
1.4% |
26% |
False |
False |
6,156 |
60 |
1,303.7 |
1,132.0 |
171.7 |
14.8% |
14.6 |
1.3% |
19% |
False |
False |
4,739 |
80 |
1,323.0 |
1,132.0 |
191.0 |
16.4% |
13.9 |
1.2% |
17% |
False |
False |
3,866 |
100 |
1,347.3 |
1,132.0 |
215.3 |
18.5% |
13.5 |
1.2% |
15% |
False |
False |
3,228 |
120 |
1,347.3 |
1,132.0 |
215.3 |
18.5% |
12.6 |
1.1% |
15% |
False |
False |
2,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,284.6 |
2.618 |
1,241.8 |
1.618 |
1,215.6 |
1.000 |
1,199.4 |
0.618 |
1,189.4 |
HIGH |
1,173.2 |
0.618 |
1,163.2 |
0.500 |
1,160.1 |
0.382 |
1,157.0 |
LOW |
1,147.0 |
0.618 |
1,130.8 |
1.000 |
1,120.8 |
1.618 |
1,104.6 |
2.618 |
1,078.4 |
4.250 |
1,035.7 |
|
|
Fisher Pivots for day following 11-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,162.7 |
1,161.1 |
PP |
1,161.4 |
1,158.2 |
S1 |
1,160.1 |
1,155.4 |
|