Trading Metrics calculated at close of trading on 06-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
17,385.76 |
17,491.66 |
105.90 |
0.6% |
16,796.10 |
High |
17,486.59 |
17,560.31 |
73.72 |
0.4% |
17,395.54 |
Low |
17,385.76 |
17,440.35 |
54.59 |
0.3% |
16,729.83 |
Close |
17,484.53 |
17,554.47 |
69.94 |
0.4% |
17,390.52 |
Range |
100.83 |
119.96 |
19.13 |
19.0% |
665.71 |
ATR |
190.63 |
185.58 |
-5.05 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,878.26 |
17,836.32 |
17,620.45 |
|
R3 |
17,758.30 |
17,716.36 |
17,587.46 |
|
R2 |
17,638.34 |
17,638.34 |
17,576.46 |
|
R1 |
17,596.40 |
17,596.40 |
17,565.47 |
17,617.37 |
PP |
17,518.38 |
17,518.38 |
17,518.38 |
17,528.86 |
S1 |
17,476.44 |
17,476.44 |
17,543.47 |
17,497.41 |
S2 |
17,398.42 |
17,398.42 |
17,532.48 |
|
S3 |
17,278.46 |
17,356.48 |
17,521.48 |
|
S4 |
17,158.50 |
17,236.52 |
17,488.49 |
|
|
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 |
17,560.31 |
17,208.78 |
351.53 |
2.0% |
119.44 |
0.7% |
98% |
True |
False |
|
10 |
17,560.31 |
16,649.72 |
910.59 |
5.2% |
152.09 |
0.9% |
99% |
True |
False |
|
20 |
17,560.31 |
15,855.12 |
1,705.19 |
9.7% |
205.46 |
1.2% |
100% |
True |
False |
|
40 |
17,560.31 |
15,855.12 |
1,705.19 |
9.7% |
195.54 |
1.1% |
100% |
True |
False |
|
60 |
17,560.31 |
15,855.12 |
1,705.19 |
9.7% |
163.95 |
0.9% |
100% |
True |
False |
|
80 |
17,560.31 |
15,855.12 |
1,705.19 |
9.7% |
157.69 |
0.9% |
100% |
True |
False |
|
100 |
17,560.31 |
15,855.12 |
1,705.19 |
9.7% |
146.84 |
0.8% |
100% |
True |
False |
|
120 |
17,560.31 |
15,855.12 |
1,705.19 |
9.7% |
137.24 |
0.8% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,070.14 |
2.618 |
17,874.37 |
1.618 |
17,754.41 |
1.000 |
17,680.27 |
0.618 |
17,634.45 |
HIGH |
17,560.31 |
0.618 |
17,514.49 |
0.500 |
17,500.33 |
0.382 |
17,486.17 |
LOW |
17,440.35 |
0.618 |
17,366.21 |
1.000 |
17,320.39 |
1.618 |
17,246.25 |
2.618 |
17,126.29 |
4.250 |
16,930.52 |
|
|
Fisher Pivots for day following 06-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,536.42 |
17,509.43 |
PP |
17,518.38 |
17,464.38 |
S1 |
17,500.33 |
17,419.34 |
|