Trading Metrics calculated at close of trading on 31-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
16,968.14 |
17,208.78 |
240.64 |
1.4% |
16,796.10 |
High |
17,223.96 |
17,395.54 |
171.58 |
1.0% |
17,395.54 |
Low |
16,920.76 |
17,208.78 |
288.02 |
1.7% |
16,729.83 |
Close |
17,195.42 |
17,390.52 |
195.10 |
1.1% |
17,390.52 |
Range |
303.20 |
186.76 |
-116.44 |
-38.4% |
665.71 |
ATR |
214.68 |
213.64 |
-1.04 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,891.89 |
17,827.97 |
17,493.24 |
|
R3 |
17,705.13 |
17,641.21 |
17,441.88 |
|
R2 |
17,518.37 |
17,518.37 |
17,424.76 |
|
R1 |
17,454.45 |
17,454.45 |
17,407.64 |
17,486.41 |
PP |
17,331.61 |
17,331.61 |
17,331.61 |
17,347.60 |
S1 |
17,267.69 |
17,267.69 |
17,373.40 |
17,299.65 |
S2 |
17,144.85 |
17,144.85 |
17,356.28 |
|
S3 |
16,958.09 |
17,080.93 |
17,339.16 |
|
S4 |
16,771.33 |
16,894.17 |
17,287.80 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,169.09 |
18,945.52 |
17,756.66 |
|
R3 |
18,503.38 |
18,279.81 |
17,573.59 |
|
R2 |
17,837.67 |
17,837.67 |
17,512.57 |
|
R1 |
17,614.10 |
17,614.10 |
17,451.54 |
17,725.89 |
PP |
17,171.96 |
17,171.96 |
17,171.96 |
17,227.86 |
S1 |
16,948.39 |
16,948.39 |
17,329.50 |
17,060.18 |
S2 |
16,506.25 |
16,506.25 |
17,268.47 |
|
S3 |
15,840.54 |
16,282.68 |
17,207.45 |
|
S4 |
15,174.83 |
15,616.97 |
17,024.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,395.54 |
16,729.83 |
665.71 |
3.8% |
189.70 |
1.1% |
99% |
True |
False |
|
10 |
17,395.54 |
16,260.54 |
1,135.00 |
6.5% |
196.01 |
1.1% |
100% |
True |
False |
|
20 |
17,395.54 |
15,855.12 |
1,540.42 |
8.9% |
241.21 |
1.4% |
100% |
True |
False |
|
40 |
17,395.54 |
15,855.12 |
1,540.42 |
8.9% |
194.18 |
1.1% |
100% |
True |
False |
|
60 |
17,395.54 |
15,855.12 |
1,540.42 |
8.9% |
164.39 |
0.9% |
100% |
True |
False |
|
80 |
17,395.54 |
15,855.12 |
1,540.42 |
8.9% |
157.78 |
0.9% |
100% |
True |
False |
|
100 |
17,395.54 |
15,855.12 |
1,540.42 |
8.9% |
146.51 |
0.8% |
100% |
True |
False |
|
120 |
17,395.54 |
15,855.12 |
1,540.42 |
8.9% |
138.13 |
0.8% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,189.27 |
2.618 |
17,884.48 |
1.618 |
17,697.72 |
1.000 |
17,582.30 |
0.618 |
17,510.96 |
HIGH |
17,395.54 |
0.618 |
17,324.20 |
0.500 |
17,302.16 |
0.382 |
17,280.12 |
LOW |
17,208.78 |
0.618 |
17,093.36 |
1.000 |
17,022.02 |
1.618 |
16,906.60 |
2.618 |
16,719.84 |
4.250 |
16,415.05 |
|
|
Fisher Pivots for day following 31-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
17,361.07 |
17,308.83 |
PP |
17,331.61 |
17,227.15 |
S1 |
17,302.16 |
17,145.46 |
|