Trading Metrics calculated at close of trading on 10-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
1,142.9 |
1,174.0 |
31.1 |
2.7% |
1,168.0 |
High |
1,173.0 |
1,174.8 |
1.8 |
0.2% |
1,173.2 |
Low |
1,132.1 |
1,148.5 |
16.4 |
1.4% |
1,132.1 |
Close |
1,171.0 |
1,161.2 |
-9.8 |
-0.8% |
1,171.0 |
Range |
40.9 |
26.3 |
-14.6 |
-35.7% |
41.1 |
ATR |
16.9 |
17.6 |
0.7 |
4.0% |
0.0 |
Volume |
1,955 |
4,444 |
2,489 |
127.3% |
11,187 |
|
Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,240.4 |
1,227.1 |
1,175.7 |
|
R3 |
1,214.1 |
1,200.8 |
1,168.4 |
|
R2 |
1,187.8 |
1,187.8 |
1,166.0 |
|
R1 |
1,174.5 |
1,174.5 |
1,163.6 |
1,168.0 |
PP |
1,161.5 |
1,161.5 |
1,161.5 |
1,158.3 |
S1 |
1,148.2 |
1,148.2 |
1,158.8 |
1,141.7 |
S2 |
1,135.2 |
1,135.2 |
1,156.4 |
|
S3 |
1,108.9 |
1,121.9 |
1,154.0 |
|
S4 |
1,082.6 |
1,095.6 |
1,146.7 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,282.1 |
1,267.6 |
1,193.6 |
|
R3 |
1,241.0 |
1,226.5 |
1,182.3 |
|
R2 |
1,199.9 |
1,199.9 |
1,178.5 |
|
R1 |
1,185.4 |
1,185.4 |
1,174.8 |
1,192.7 |
PP |
1,158.8 |
1,158.8 |
1,158.8 |
1,162.4 |
S1 |
1,144.3 |
1,144.3 |
1,167.2 |
1,151.6 |
S2 |
1,117.7 |
1,117.7 |
1,163.5 |
|
S3 |
1,076.6 |
1,103.2 |
1,159.7 |
|
S4 |
1,035.5 |
1,062.1 |
1,148.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,174.8 |
1,132.1 |
42.7 |
3.7% |
22.2 |
1.9% |
68% |
True |
False |
2,556 |
10 |
1,234.8 |
1,132.1 |
102.7 |
8.8% |
21.0 |
1.8% |
28% |
False |
False |
2,324 |
20 |
1,255.2 |
1,132.1 |
123.1 |
10.6% |
15.3 |
1.3% |
24% |
False |
False |
1,959 |
40 |
1,255.2 |
1,132.1 |
123.1 |
10.6% |
14.0 |
1.2% |
24% |
False |
False |
1,634 |
60 |
1,305.6 |
1,132.1 |
173.5 |
14.9% |
12.3 |
1.1% |
17% |
False |
False |
1,523 |
80 |
1,321.1 |
1,132.1 |
189.0 |
16.3% |
11.0 |
0.9% |
15% |
False |
False |
1,270 |
100 |
1,347.2 |
1,132.1 |
215.1 |
18.5% |
10.1 |
0.9% |
14% |
False |
False |
1,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,286.6 |
2.618 |
1,243.7 |
1.618 |
1,217.4 |
1.000 |
1,201.1 |
0.618 |
1,191.1 |
HIGH |
1,174.8 |
0.618 |
1,164.8 |
0.500 |
1,161.7 |
0.382 |
1,158.5 |
LOW |
1,148.5 |
0.618 |
1,132.2 |
1.000 |
1,122.2 |
1.618 |
1,105.9 |
2.618 |
1,079.6 |
4.250 |
1,036.7 |
|
|
Fisher Pivots for day following 10-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,161.7 |
1,158.6 |
PP |
1,161.5 |
1,156.0 |
S1 |
1,161.4 |
1,153.5 |
|