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 |
1,164.0 |
1,158.8 |
-5.2 |
-0.4% |
1,169.5 |
High |
1,170.1 |
1,168.9 |
-1.2 |
-0.1% |
1,180.3 |
Low |
1,158.5 |
1,155.0 |
-3.5 |
-0.3% |
1,134.1 |
Close |
1,161.0 |
1,163.3 |
2.3 |
0.2% |
1,171.5 |
Range |
11.6 |
13.9 |
2.3 |
19.8% |
46.2 |
ATR |
18.3 |
18.0 |
-0.3 |
-1.7% |
0.0 |
Volume |
2,884 |
4,728 |
1,844 |
63.9% |
17,613 |
|
Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,204.1 |
1,197.6 |
1,170.9 |
|
R3 |
1,190.2 |
1,183.7 |
1,167.1 |
|
R2 |
1,176.3 |
1,176.3 |
1,165.8 |
|
R1 |
1,169.8 |
1,169.8 |
1,164.6 |
1,173.1 |
PP |
1,162.4 |
1,162.4 |
1,162.4 |
1,164.0 |
S1 |
1,155.9 |
1,155.9 |
1,162.0 |
1,159.2 |
S2 |
1,148.5 |
1,148.5 |
1,160.8 |
|
S3 |
1,134.6 |
1,142.0 |
1,159.5 |
|
S4 |
1,120.7 |
1,128.1 |
1,155.7 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,300.6 |
1,282.2 |
1,196.9 |
|
R3 |
1,254.4 |
1,236.0 |
1,184.2 |
|
R2 |
1,208.2 |
1,208.2 |
1,180.0 |
|
R1 |
1,189.8 |
1,189.8 |
1,175.7 |
1,199.0 |
PP |
1,162.0 |
1,162.0 |
1,162.0 |
1,166.6 |
S1 |
1,143.6 |
1,143.6 |
1,167.3 |
1,152.8 |
S2 |
1,115.8 |
1,115.8 |
1,163.0 |
|
S3 |
1,069.6 |
1,097.4 |
1,158.8 |
|
S4 |
1,023.4 |
1,051.2 |
1,146.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,180.3 |
1,134.1 |
46.2 |
4.0% |
25.0 |
2.1% |
63% |
False |
False |
3,308 |
10 |
1,203.9 |
1,134.1 |
69.8 |
6.0% |
22.2 |
1.9% |
42% |
False |
False |
3,403 |
20 |
1,257.0 |
1,134.1 |
122.9 |
10.6% |
16.6 |
1.4% |
24% |
False |
False |
2,120 |
40 |
1,257.0 |
1,134.1 |
122.9 |
10.6% |
14.7 |
1.3% |
24% |
False |
False |
1,556 |
60 |
1,293.5 |
1,134.1 |
159.4 |
13.7% |
12.4 |
1.1% |
18% |
False |
False |
1,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,228.0 |
2.618 |
1,205.3 |
1.618 |
1,191.4 |
1.000 |
1,182.8 |
0.618 |
1,177.5 |
HIGH |
1,168.9 |
0.618 |
1,163.6 |
0.500 |
1,162.0 |
0.382 |
1,160.3 |
LOW |
1,155.0 |
0.618 |
1,146.4 |
1.000 |
1,141.1 |
1.618 |
1,132.5 |
2.618 |
1,118.6 |
4.250 |
1,095.9 |
|
|
Fisher Pivots for day following 13-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,162.9 |
1,162.4 |
PP |
1,162.4 |
1,161.5 |
S1 |
1,162.0 |
1,160.6 |
|