Trading Metrics calculated at close of trading on 07-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4,144.25 |
4,164.50 |
20.25 |
0.5% |
4,150.25 |
High |
4,167.00 |
4,179.75 |
12.75 |
0.3% |
4,179.75 |
Low |
4,130.25 |
4,136.00 |
5.75 |
0.1% |
4,119.75 |
Close |
4,162.75 |
4,150.75 |
-12.00 |
-0.3% |
4,150.75 |
Range |
36.75 |
43.75 |
7.00 |
19.0% |
60.00 |
ATR |
62.27 |
60.95 |
-1.32 |
-2.1% |
0.00 |
Volume |
233,284 |
229,702 |
-3,582 |
-1.5% |
1,208,120 |
|
Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,286.75 |
4,262.50 |
4,174.75 |
|
R3 |
4,243.00 |
4,218.75 |
4,162.75 |
|
R2 |
4,199.25 |
4,199.25 |
4,158.75 |
|
R1 |
4,175.00 |
4,175.00 |
4,154.75 |
4,165.25 |
PP |
4,155.50 |
4,155.50 |
4,155.50 |
4,150.50 |
S1 |
4,131.25 |
4,131.25 |
4,146.75 |
4,121.50 |
S2 |
4,111.75 |
4,111.75 |
4,142.75 |
|
S3 |
4,068.00 |
4,087.50 |
4,138.75 |
|
S4 |
4,024.25 |
4,043.75 |
4,126.75 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,330.00 |
4,300.50 |
4,183.75 |
|
R3 |
4,270.00 |
4,240.50 |
4,167.25 |
|
R2 |
4,210.00 |
4,210.00 |
4,161.75 |
|
R1 |
4,180.50 |
4,180.50 |
4,156.25 |
4,195.25 |
PP |
4,150.00 |
4,150.00 |
4,150.00 |
4,157.50 |
S1 |
4,120.50 |
4,120.50 |
4,145.25 |
4,135.25 |
S2 |
4,090.00 |
4,090.00 |
4,139.75 |
|
S3 |
4,030.00 |
4,060.50 |
4,134.25 |
|
S4 |
3,970.00 |
4,000.50 |
4,117.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,179.75 |
4,119.75 |
60.00 |
1.4% |
39.75 |
1.0% |
52% |
True |
False |
241,624 |
10 |
4,179.75 |
4,009.50 |
170.25 |
4.1% |
47.50 |
1.1% |
83% |
True |
False |
276,395 |
20 |
4,179.75 |
3,684.00 |
495.75 |
11.9% |
69.25 |
1.7% |
94% |
True |
False |
384,257 |
40 |
4,179.75 |
3,684.00 |
495.75 |
11.9% |
66.50 |
1.6% |
94% |
True |
False |
379,474 |
60 |
4,179.75 |
3,684.00 |
495.75 |
11.9% |
54.25 |
1.3% |
94% |
True |
False |
261,260 |
80 |
4,179.75 |
3,684.00 |
495.75 |
11.9% |
51.50 |
1.2% |
94% |
True |
False |
196,082 |
100 |
4,179.75 |
3,684.00 |
495.75 |
11.9% |
47.75 |
1.2% |
94% |
True |
False |
156,919 |
120 |
4,179.75 |
3,612.50 |
567.25 |
13.7% |
42.50 |
1.0% |
95% |
True |
False |
130,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,365.75 |
2.618 |
4,294.25 |
1.618 |
4,250.50 |
1.000 |
4,223.50 |
0.618 |
4,206.75 |
HIGH |
4,179.75 |
0.618 |
4,163.00 |
0.500 |
4,158.00 |
0.382 |
4,152.75 |
LOW |
4,136.00 |
0.618 |
4,109.00 |
1.000 |
4,092.25 |
1.618 |
4,065.25 |
2.618 |
4,021.50 |
4.250 |
3,950.00 |
|
|
Fisher Pivots for day following 07-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4,158.00 |
4,155.00 |
PP |
4,155.50 |
4,153.50 |
S1 |
4,153.00 |
4,152.25 |
|