Trading Metrics calculated at close of trading on 13-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
9,360.0 |
9,280.5 |
-79.5 |
-0.8% |
9,309.5 |
High |
9,363.5 |
9,317.5 |
-46.0 |
-0.5% |
9,468.0 |
Low |
9,197.5 |
9,183.5 |
-14.0 |
-0.2% |
9,160.0 |
Close |
9,212.0 |
9,261.0 |
49.0 |
0.5% |
9,300.5 |
Range |
166.0 |
134.0 |
-32.0 |
-19.3% |
308.0 |
ATR |
171.6 |
168.9 |
-2.7 |
-1.6% |
0.0 |
Volume |
952 |
752 |
-200 |
-21.0% |
3,535 |
|
Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,656.0 |
9,592.5 |
9,334.7 |
|
R3 |
9,522.0 |
9,458.5 |
9,297.9 |
|
R2 |
9,388.0 |
9,388.0 |
9,285.6 |
|
R1 |
9,324.5 |
9,324.5 |
9,273.3 |
9,289.3 |
PP |
9,254.0 |
9,254.0 |
9,254.0 |
9,236.4 |
S1 |
9,190.5 |
9,190.5 |
9,248.7 |
9,155.3 |
S2 |
9,120.0 |
9,120.0 |
9,236.4 |
|
S3 |
8,986.0 |
9,056.5 |
9,224.2 |
|
S4 |
8,852.0 |
8,922.5 |
9,187.3 |
|
|
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 |
9,455.0 |
9,183.5 |
271.5 |
2.9% |
138.9 |
1.5% |
29% |
False |
True |
667 |
10 |
9,468.0 |
9,160.0 |
308.0 |
3.3% |
136.2 |
1.5% |
33% |
False |
False |
768 |
20 |
9,468.0 |
8,573.0 |
895.0 |
9.7% |
167.9 |
1.8% |
77% |
False |
False |
578 |
40 |
9,901.0 |
8,367.5 |
1,533.5 |
16.6% |
170.8 |
1.8% |
58% |
False |
False |
510 |
60 |
9,901.0 |
8,367.5 |
1,533.5 |
16.6% |
135.5 |
1.5% |
58% |
False |
False |
462 |
80 |
9,901.0 |
8,367.5 |
1,533.5 |
16.6% |
124.3 |
1.3% |
58% |
False |
False |
356 |
100 |
10,055.0 |
8,367.5 |
1,687.5 |
18.2% |
108.4 |
1.2% |
53% |
False |
False |
288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,887.0 |
2.618 |
9,668.3 |
1.618 |
9,534.3 |
1.000 |
9,451.5 |
0.618 |
9,400.3 |
HIGH |
9,317.5 |
0.618 |
9,266.3 |
0.500 |
9,250.5 |
0.382 |
9,234.7 |
LOW |
9,183.5 |
0.618 |
9,100.7 |
1.000 |
9,049.5 |
1.618 |
8,966.7 |
2.618 |
8,832.7 |
4.250 |
8,614.0 |
|
|
Fisher Pivots for day following 13-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
9,257.5 |
9,291.5 |
PP |
9,254.0 |
9,281.3 |
S1 |
9,250.5 |
9,271.2 |
|