Trading Metrics calculated at close of trading on 12-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4,170.50 |
4,183.25 |
12.75 |
0.3% |
4,150.25 |
High |
4,186.25 |
4,198.75 |
12.50 |
0.3% |
4,179.75 |
Low |
4,162.00 |
4,166.50 |
4.50 |
0.1% |
4,119.75 |
Close |
4,183.25 |
4,196.00 |
12.75 |
0.3% |
4,150.75 |
Range |
24.25 |
32.25 |
8.00 |
33.0% |
60.00 |
ATR |
56.57 |
54.83 |
-1.74 |
-3.1% |
0.00 |
Volume |
134,501 |
202,720 |
68,219 |
50.7% |
1,208,120 |
|
Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,283.75 |
4,272.25 |
4,213.75 |
|
R3 |
4,251.50 |
4,240.00 |
4,204.75 |
|
R2 |
4,219.25 |
4,219.25 |
4,202.00 |
|
R1 |
4,207.75 |
4,207.75 |
4,199.00 |
4,213.50 |
PP |
4,187.00 |
4,187.00 |
4,187.00 |
4,190.00 |
S1 |
4,175.50 |
4,175.50 |
4,193.00 |
4,181.25 |
S2 |
4,154.75 |
4,154.75 |
4,190.00 |
|
S3 |
4,122.50 |
4,143.25 |
4,187.25 |
|
S4 |
4,090.25 |
4,111.00 |
4,178.25 |
|
|
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 |
4,198.75 |
4,130.25 |
68.50 |
1.6% |
34.25 |
0.8% |
96% |
True |
False |
193,029 |
10 |
4,198.75 |
4,043.00 |
155.75 |
3.7% |
42.25 |
1.0% |
98% |
True |
False |
239,052 |
20 |
4,198.75 |
3,684.00 |
514.75 |
12.3% |
59.25 |
1.4% |
99% |
True |
False |
305,891 |
40 |
4,198.75 |
3,684.00 |
514.75 |
12.3% |
64.50 |
1.5% |
99% |
True |
False |
365,083 |
60 |
4,198.75 |
3,684.00 |
514.75 |
12.3% |
54.25 |
1.3% |
99% |
True |
False |
269,573 |
80 |
4,198.75 |
3,684.00 |
514.75 |
12.3% |
51.00 |
1.2% |
99% |
True |
False |
202,341 |
100 |
4,198.75 |
3,684.00 |
514.75 |
12.3% |
48.25 |
1.1% |
99% |
True |
False |
161,939 |
120 |
4,198.75 |
3,673.50 |
525.25 |
12.5% |
42.75 |
1.0% |
99% |
True |
False |
134,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,335.75 |
2.618 |
4,283.25 |
1.618 |
4,251.00 |
1.000 |
4,231.00 |
0.618 |
4,218.75 |
HIGH |
4,198.75 |
0.618 |
4,186.50 |
0.500 |
4,182.50 |
0.382 |
4,178.75 |
LOW |
4,166.50 |
0.618 |
4,146.50 |
1.000 |
4,134.25 |
1.618 |
4,114.25 |
2.618 |
4,082.00 |
4.250 |
4,029.50 |
|
|
Fisher Pivots for day following 12-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4,191.50 |
4,187.75 |
PP |
4,187.00 |
4,179.50 |
S1 |
4,182.50 |
4,171.50 |
|