Trading Metrics calculated at close of trading on 11-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4,152.75 |
4,170.50 |
17.75 |
0.4% |
4,150.25 |
High |
4,178.50 |
4,186.25 |
7.75 |
0.2% |
4,179.75 |
Low |
4,144.00 |
4,162.00 |
18.00 |
0.4% |
4,119.75 |
Close |
4,170.25 |
4,183.25 |
13.00 |
0.3% |
4,150.75 |
Range |
34.50 |
24.25 |
-10.25 |
-29.7% |
60.00 |
ATR |
59.06 |
56.57 |
-2.49 |
-4.2% |
0.00 |
Volume |
164,939 |
134,501 |
-30,438 |
-18.5% |
1,208,120 |
|
Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,250.00 |
4,240.75 |
4,196.50 |
|
R3 |
4,225.75 |
4,216.50 |
4,190.00 |
|
R2 |
4,201.50 |
4,201.50 |
4,187.75 |
|
R1 |
4,192.25 |
4,192.25 |
4,185.50 |
4,197.00 |
PP |
4,177.25 |
4,177.25 |
4,177.25 |
4,179.50 |
S1 |
4,168.00 |
4,168.00 |
4,181.00 |
4,172.50 |
S2 |
4,153.00 |
4,153.00 |
4,178.75 |
|
S3 |
4,128.75 |
4,143.75 |
4,176.50 |
|
S4 |
4,104.50 |
4,119.50 |
4,170.00 |
|
|
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 |
4,186.25 |
4,130.25 |
56.00 |
1.3% |
36.25 |
0.9% |
95% |
True |
False |
206,515 |
10 |
4,186.25 |
4,043.00 |
143.25 |
3.4% |
43.25 |
1.0% |
98% |
True |
False |
252,852 |
20 |
4,186.25 |
3,684.00 |
502.25 |
12.0% |
64.50 |
1.5% |
99% |
True |
False |
337,311 |
40 |
4,186.25 |
3,684.00 |
502.25 |
12.0% |
65.00 |
1.6% |
99% |
True |
False |
368,032 |
60 |
4,186.25 |
3,684.00 |
502.25 |
12.0% |
54.00 |
1.3% |
99% |
True |
False |
266,211 |
80 |
4,186.25 |
3,684.00 |
502.25 |
12.0% |
51.00 |
1.2% |
99% |
True |
False |
199,811 |
100 |
4,186.25 |
3,684.00 |
502.25 |
12.0% |
48.00 |
1.1% |
99% |
True |
False |
159,912 |
120 |
4,186.25 |
3,643.00 |
543.25 |
13.0% |
42.75 |
1.0% |
99% |
True |
False |
133,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,289.25 |
2.618 |
4,249.75 |
1.618 |
4,225.50 |
1.000 |
4,210.50 |
0.618 |
4,201.25 |
HIGH |
4,186.25 |
0.618 |
4,177.00 |
0.500 |
4,174.00 |
0.382 |
4,171.25 |
LOW |
4,162.00 |
0.618 |
4,147.00 |
1.000 |
4,137.75 |
1.618 |
4,122.75 |
2.618 |
4,098.50 |
4.250 |
4,059.00 |
|
|
Fisher Pivots for day following 11-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4,180.25 |
4,176.00 |
PP |
4,177.25 |
4,168.50 |
S1 |
4,174.00 |
4,161.00 |
|