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 |
1,145.0 |
1,142.9 |
-2.1 |
-0.2% |
1,168.0 |
High |
1,149.5 |
1,173.0 |
23.5 |
2.0% |
1,173.2 |
Low |
1,142.5 |
1,132.1 |
-10.4 |
-0.9% |
1,132.1 |
Close |
1,143.8 |
1,171.0 |
27.2 |
2.4% |
1,171.0 |
Range |
7.0 |
40.9 |
33.9 |
484.3% |
41.1 |
ATR |
15.0 |
16.9 |
1.8 |
12.3% |
0.0 |
Volume |
3,506 |
1,955 |
-1,551 |
-44.2% |
11,187 |
|
Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,281.4 |
1,267.1 |
1,193.5 |
|
R3 |
1,240.5 |
1,226.2 |
1,182.2 |
|
R2 |
1,199.6 |
1,199.6 |
1,178.5 |
|
R1 |
1,185.3 |
1,185.3 |
1,174.7 |
1,192.5 |
PP |
1,158.7 |
1,158.7 |
1,158.7 |
1,162.3 |
S1 |
1,144.4 |
1,144.4 |
1,167.3 |
1,151.6 |
S2 |
1,117.8 |
1,117.8 |
1,163.5 |
|
S3 |
1,076.9 |
1,103.5 |
1,159.8 |
|
S4 |
1,036.0 |
1,062.6 |
1,148.5 |
|
|
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 |
1,173.2 |
1,132.1 |
41.1 |
3.5% |
18.4 |
1.6% |
95% |
False |
True |
2,237 |
10 |
1,234.8 |
1,132.1 |
102.7 |
8.8% |
19.0 |
1.6% |
38% |
False |
True |
2,133 |
20 |
1,255.2 |
1,132.1 |
123.1 |
10.5% |
14.5 |
1.2% |
32% |
False |
True |
1,824 |
40 |
1,255.2 |
1,132.1 |
123.1 |
10.5% |
13.6 |
1.2% |
32% |
False |
True |
1,547 |
60 |
1,315.9 |
1,132.1 |
183.8 |
15.7% |
12.1 |
1.0% |
21% |
False |
True |
1,458 |
80 |
1,321.1 |
1,132.1 |
189.0 |
16.1% |
10.6 |
0.9% |
21% |
False |
True |
1,216 |
100 |
1,347.2 |
1,132.1 |
215.1 |
18.4% |
10.2 |
0.9% |
18% |
False |
True |
1,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,346.8 |
2.618 |
1,280.1 |
1.618 |
1,239.2 |
1.000 |
1,213.9 |
0.618 |
1,198.3 |
HIGH |
1,173.0 |
0.618 |
1,157.4 |
0.500 |
1,152.6 |
0.382 |
1,147.7 |
LOW |
1,132.1 |
0.618 |
1,106.8 |
1.000 |
1,091.2 |
1.618 |
1,065.9 |
2.618 |
1,025.0 |
4.250 |
958.3 |
|
|
Fisher Pivots for day following 07-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,164.9 |
1,164.9 |
PP |
1,158.7 |
1,158.7 |
S1 |
1,152.6 |
1,152.6 |
|