Trading Metrics calculated at close of trading on 05-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
17,368.81 |
17,385.76 |
16.95 |
0.1% |
16,796.10 |
High |
17,397.23 |
17,486.59 |
89.36 |
0.5% |
17,395.54 |
Low |
17,278.36 |
17,385.76 |
107.40 |
0.6% |
16,729.83 |
Close |
17,383.84 |
17,484.53 |
100.69 |
0.6% |
17,390.52 |
Range |
118.87 |
100.83 |
-18.04 |
-15.2% |
665.71 |
ATR |
197.39 |
190.63 |
-6.76 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,754.78 |
17,720.49 |
17,539.99 |
|
R3 |
17,653.95 |
17,619.66 |
17,512.26 |
|
R2 |
17,553.12 |
17,553.12 |
17,503.02 |
|
R1 |
17,518.83 |
17,518.83 |
17,493.77 |
17,535.98 |
PP |
17,452.29 |
17,452.29 |
17,452.29 |
17,460.87 |
S1 |
17,418.00 |
17,418.00 |
17,475.29 |
17,435.15 |
S2 |
17,351.46 |
17,351.46 |
17,466.04 |
|
S3 |
17,250.63 |
17,317.17 |
17,456.80 |
|
S4 |
17,149.80 |
17,216.34 |
17,429.07 |
|
|
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 |
17,486.59 |
16,920.76 |
565.83 |
3.2% |
156.09 |
0.9% |
100% |
True |
False |
|
10 |
17,486.59 |
16,468.07 |
1,018.52 |
5.8% |
170.04 |
1.0% |
100% |
True |
False |
|
20 |
17,486.59 |
15,855.12 |
1,631.47 |
9.3% |
216.48 |
1.2% |
100% |
True |
False |
|
40 |
17,486.59 |
15,855.12 |
1,631.47 |
9.3% |
194.37 |
1.1% |
100% |
True |
False |
|
60 |
17,486.59 |
15,855.12 |
1,631.47 |
9.3% |
163.66 |
0.9% |
100% |
True |
False |
|
80 |
17,486.59 |
15,855.12 |
1,631.47 |
9.3% |
157.16 |
0.9% |
100% |
True |
False |
|
100 |
17,486.59 |
15,855.12 |
1,631.47 |
9.3% |
146.55 |
0.8% |
100% |
True |
False |
|
120 |
17,486.59 |
15,855.12 |
1,631.47 |
9.3% |
136.94 |
0.8% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,915.12 |
2.618 |
17,750.56 |
1.618 |
17,649.73 |
1.000 |
17,587.42 |
0.618 |
17,548.90 |
HIGH |
17,486.59 |
0.618 |
17,448.07 |
0.500 |
17,436.18 |
0.382 |
17,424.28 |
LOW |
17,385.76 |
0.618 |
17,323.45 |
1.000 |
17,284.93 |
1.618 |
17,222.62 |
2.618 |
17,121.79 |
4.250 |
16,957.23 |
|
|
Fisher Pivots for day following 05-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,468.41 |
17,450.51 |
PP |
17,452.29 |
17,416.49 |
S1 |
17,436.18 |
17,382.48 |
|