Trading Metrics calculated at close of trading on 14-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
9,280.5 |
9,273.5 |
-7.0 |
-0.1% |
9,308.0 |
High |
9,317.5 |
9,291.0 |
-26.5 |
-0.3% |
9,399.5 |
Low |
9,183.5 |
9,209.0 |
25.5 |
0.3% |
9,183.5 |
Close |
9,261.0 |
9,251.5 |
-9.5 |
-0.1% |
9,251.5 |
Range |
134.0 |
82.0 |
-52.0 |
-38.8% |
216.0 |
ATR |
168.9 |
162.7 |
-6.2 |
-3.7% |
0.0 |
Volume |
752 |
1,166 |
414 |
55.1% |
4,166 |
|
Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,496.5 |
9,456.0 |
9,296.6 |
|
R3 |
9,414.5 |
9,374.0 |
9,274.1 |
|
R2 |
9,332.5 |
9,332.5 |
9,266.5 |
|
R1 |
9,292.0 |
9,292.0 |
9,259.0 |
9,271.3 |
PP |
9,250.5 |
9,250.5 |
9,250.5 |
9,240.1 |
S1 |
9,210.0 |
9,210.0 |
9,244.0 |
9,189.3 |
S2 |
9,168.5 |
9,168.5 |
9,236.5 |
|
S3 |
9,086.5 |
9,128.0 |
9,229.0 |
|
S4 |
9,004.5 |
9,046.0 |
9,206.4 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,926.2 |
9,804.8 |
9,370.3 |
|
R3 |
9,710.2 |
9,588.8 |
9,310.9 |
|
R2 |
9,494.2 |
9,494.2 |
9,291.1 |
|
R1 |
9,372.8 |
9,372.8 |
9,271.3 |
9,325.5 |
PP |
9,278.2 |
9,278.2 |
9,278.2 |
9,254.5 |
S1 |
9,156.8 |
9,156.8 |
9,231.7 |
9,109.5 |
S2 |
9,062.2 |
9,062.2 |
9,211.9 |
|
S3 |
8,846.2 |
8,940.8 |
9,192.1 |
|
S4 |
8,630.2 |
8,724.8 |
9,132.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,399.5 |
9,183.5 |
216.0 |
2.3% |
114.3 |
1.2% |
31% |
False |
False |
833 |
10 |
9,468.0 |
9,160.0 |
308.0 |
3.3% |
132.1 |
1.4% |
30% |
False |
False |
770 |
20 |
9,468.0 |
8,667.5 |
800.5 |
8.7% |
157.7 |
1.7% |
73% |
False |
False |
615 |
40 |
9,811.0 |
8,367.5 |
1,443.5 |
15.6% |
170.3 |
1.8% |
61% |
False |
False |
528 |
60 |
9,901.0 |
8,367.5 |
1,533.5 |
16.6% |
135.8 |
1.5% |
58% |
False |
False |
481 |
80 |
9,901.0 |
8,367.5 |
1,533.5 |
16.6% |
125.3 |
1.4% |
58% |
False |
False |
371 |
100 |
10,055.0 |
8,367.5 |
1,687.5 |
18.2% |
109.2 |
1.2% |
52% |
False |
False |
300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,639.5 |
2.618 |
9,505.7 |
1.618 |
9,423.7 |
1.000 |
9,373.0 |
0.618 |
9,341.7 |
HIGH |
9,291.0 |
0.618 |
9,259.7 |
0.500 |
9,250.0 |
0.382 |
9,240.3 |
LOW |
9,209.0 |
0.618 |
9,158.3 |
1.000 |
9,127.0 |
1.618 |
9,076.3 |
2.618 |
8,994.3 |
4.250 |
8,860.5 |
|
|
Fisher Pivots for day following 14-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
9,251.0 |
9,273.5 |
PP |
9,250.5 |
9,266.2 |
S1 |
9,250.0 |
9,258.8 |
|