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 |
1,152.7 |
1,164.0 |
11.3 |
1.0% |
1,171.1 |
High |
1,173.2 |
1,169.7 |
-3.5 |
-0.3% |
1,178.7 |
Low |
1,147.0 |
1,158.0 |
11.0 |
1.0% |
1,132.0 |
Close |
1,164.0 |
1,159.9 |
-4.1 |
-0.4% |
1,170.6 |
Range |
26.2 |
11.7 |
-14.5 |
-55.3% |
46.7 |
ATR |
19.8 |
19.2 |
-0.6 |
-2.9% |
0.0 |
Volume |
19,749 |
42,566 |
22,817 |
115.5% |
69,143 |
|
Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,197.6 |
1,190.5 |
1,166.3 |
|
R3 |
1,185.9 |
1,178.8 |
1,163.1 |
|
R2 |
1,174.2 |
1,174.2 |
1,162.0 |
|
R1 |
1,167.1 |
1,167.1 |
1,161.0 |
1,164.8 |
PP |
1,162.5 |
1,162.5 |
1,162.5 |
1,161.4 |
S1 |
1,155.4 |
1,155.4 |
1,158.8 |
1,153.1 |
S2 |
1,150.8 |
1,150.8 |
1,157.8 |
|
S3 |
1,139.1 |
1,143.7 |
1,156.7 |
|
S4 |
1,127.4 |
1,132.0 |
1,153.5 |
|
|
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% |
24.8 |
2.1% |
60% |
False |
False |
24,477 |
10 |
1,217.3 |
1,132.0 |
85.3 |
7.4% |
23.6 |
2.0% |
33% |
False |
False |
17,866 |
20 |
1,256.2 |
1,132.0 |
124.2 |
10.7% |
17.3 |
1.5% |
22% |
False |
False |
11,962 |
40 |
1,256.2 |
1,132.0 |
124.2 |
10.7% |
15.9 |
1.4% |
22% |
False |
False |
7,177 |
60 |
1,299.0 |
1,132.0 |
167.0 |
14.4% |
14.7 |
1.3% |
17% |
False |
False |
5,443 |
80 |
1,323.0 |
1,132.0 |
191.0 |
16.5% |
13.9 |
1.2% |
15% |
False |
False |
4,394 |
100 |
1,347.3 |
1,132.0 |
215.3 |
18.6% |
13.5 |
1.2% |
13% |
False |
False |
3,652 |
120 |
1,347.3 |
1,132.0 |
215.3 |
18.6% |
12.7 |
1.1% |
13% |
False |
False |
3,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,219.4 |
2.618 |
1,200.3 |
1.618 |
1,188.6 |
1.000 |
1,181.4 |
0.618 |
1,176.9 |
HIGH |
1,169.7 |
0.618 |
1,165.2 |
0.500 |
1,163.9 |
0.382 |
1,162.5 |
LOW |
1,158.0 |
0.618 |
1,150.8 |
1.000 |
1,146.3 |
1.618 |
1,139.1 |
2.618 |
1,127.4 |
4.250 |
1,108.3 |
|
|
Fisher Pivots for day following 12-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,163.9 |
1,162.0 |
PP |
1,162.5 |
1,161.3 |
S1 |
1,161.2 |
1,160.6 |
|