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 |
9,372.0 |
9,360.0 |
-12.0 |
-0.1% |
9,309.5 |
High |
9,399.5 |
9,363.5 |
-36.0 |
-0.4% |
9,468.0 |
Low |
9,335.0 |
9,197.5 |
-137.5 |
-1.5% |
9,160.0 |
Close |
9,373.0 |
9,212.0 |
-161.0 |
-1.7% |
9,300.5 |
Range |
64.5 |
166.0 |
101.5 |
157.4% |
308.0 |
ATR |
171.3 |
171.6 |
0.3 |
0.2% |
0.0 |
Volume |
182 |
952 |
770 |
423.1% |
3,535 |
|
Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,755.7 |
9,649.8 |
9,303.3 |
|
R3 |
9,589.7 |
9,483.8 |
9,257.7 |
|
R2 |
9,423.7 |
9,423.7 |
9,242.4 |
|
R1 |
9,317.8 |
9,317.8 |
9,227.2 |
9,287.8 |
PP |
9,257.7 |
9,257.7 |
9,257.7 |
9,242.6 |
S1 |
9,151.8 |
9,151.8 |
9,196.8 |
9,121.8 |
S2 |
9,091.7 |
9,091.7 |
9,181.6 |
|
S3 |
8,925.7 |
8,985.8 |
9,166.4 |
|
S4 |
8,759.7 |
8,819.8 |
9,120.7 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,233.5 |
10,075.0 |
9,469.9 |
|
R3 |
9,925.5 |
9,767.0 |
9,385.2 |
|
R2 |
9,617.5 |
9,617.5 |
9,357.0 |
|
R1 |
9,459.0 |
9,459.0 |
9,328.7 |
9,384.3 |
PP |
9,309.5 |
9,309.5 |
9,309.5 |
9,272.1 |
S1 |
9,151.0 |
9,151.0 |
9,272.3 |
9,076.3 |
S2 |
9,001.5 |
9,001.5 |
9,244.0 |
|
S3 |
8,693.5 |
8,843.0 |
9,215.8 |
|
S4 |
8,385.5 |
8,535.0 |
9,131.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,468.0 |
9,197.5 |
270.5 |
2.9% |
148.9 |
1.6% |
5% |
False |
True |
628 |
10 |
9,468.0 |
8,910.0 |
558.0 |
6.1% |
148.4 |
1.6% |
54% |
False |
False |
758 |
20 |
9,468.0 |
8,367.5 |
1,100.5 |
11.9% |
175.5 |
1.9% |
77% |
False |
False |
596 |
40 |
9,901.0 |
8,367.5 |
1,533.5 |
16.6% |
170.0 |
1.8% |
55% |
False |
False |
498 |
60 |
9,901.0 |
8,367.5 |
1,533.5 |
16.6% |
134.0 |
1.5% |
55% |
False |
False |
450 |
80 |
9,901.0 |
8,367.5 |
1,533.5 |
16.6% |
123.9 |
1.3% |
55% |
False |
False |
347 |
100 |
10,055.0 |
8,367.5 |
1,687.5 |
18.3% |
107.6 |
1.2% |
50% |
False |
False |
281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,069.0 |
2.618 |
9,798.1 |
1.618 |
9,632.1 |
1.000 |
9,529.5 |
0.618 |
9,466.1 |
HIGH |
9,363.5 |
0.618 |
9,300.1 |
0.500 |
9,280.5 |
0.382 |
9,260.9 |
LOW |
9,197.5 |
0.618 |
9,094.9 |
1.000 |
9,031.5 |
1.618 |
8,928.9 |
2.618 |
8,762.9 |
4.250 |
8,492.0 |
|
|
Fisher Pivots for day following 12-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
9,280.5 |
9,298.5 |
PP |
9,257.7 |
9,269.7 |
S1 |
9,234.8 |
9,240.8 |
|