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 |
1,211.2 |
1,199.5 |
-11.7 |
-1.0% |
1,230.6 |
High |
1,216.5 |
1,202.4 |
-14.1 |
-1.2% |
1,235.5 |
Low |
1,195.5 |
1,160.5 |
-35.0 |
-2.9% |
1,160.5 |
Close |
1,198.6 |
1,171.6 |
-27.0 |
-2.3% |
1,171.6 |
Range |
21.0 |
41.9 |
20.9 |
99.5% |
75.0 |
ATR |
15.8 |
17.6 |
1.9 |
11.8% |
0.0 |
Volume |
210,415 |
300,192 |
89,777 |
42.7% |
852,564 |
|
Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,303.9 |
1,279.6 |
1,194.6 |
|
R3 |
1,262.0 |
1,237.7 |
1,183.1 |
|
R2 |
1,220.1 |
1,220.1 |
1,179.3 |
|
R1 |
1,195.8 |
1,195.8 |
1,175.4 |
1,187.0 |
PP |
1,178.2 |
1,178.2 |
1,178.2 |
1,173.8 |
S1 |
1,153.9 |
1,153.9 |
1,167.8 |
1,145.1 |
S2 |
1,136.3 |
1,136.3 |
1,163.9 |
|
S3 |
1,094.4 |
1,112.0 |
1,160.1 |
|
S4 |
1,052.5 |
1,070.1 |
1,148.6 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,414.2 |
1,367.9 |
1,212.9 |
|
R3 |
1,339.2 |
1,292.9 |
1,192.2 |
|
R2 |
1,264.2 |
1,264.2 |
1,185.4 |
|
R1 |
1,217.9 |
1,217.9 |
1,178.5 |
1,203.6 |
PP |
1,189.2 |
1,189.2 |
1,189.2 |
1,182.0 |
S1 |
1,142.9 |
1,142.9 |
1,164.7 |
1,128.6 |
S2 |
1,114.2 |
1,114.2 |
1,157.9 |
|
S3 |
1,039.2 |
1,067.9 |
1,151.0 |
|
S4 |
964.2 |
992.9 |
1,130.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,235.5 |
1,160.5 |
75.0 |
6.4% |
21.1 |
1.8% |
15% |
False |
True |
170,512 |
10 |
1,255.6 |
1,160.5 |
95.1 |
8.1% |
16.4 |
1.4% |
12% |
False |
True |
144,675 |
20 |
1,255.6 |
1,160.5 |
95.1 |
8.1% |
15.7 |
1.3% |
12% |
False |
True |
150,272 |
40 |
1,272.6 |
1,160.5 |
112.1 |
9.6% |
15.6 |
1.3% |
10% |
False |
True |
147,419 |
60 |
1,324.3 |
1,160.5 |
163.8 |
14.0% |
14.8 |
1.3% |
7% |
False |
True |
134,044 |
80 |
1,342.2 |
1,160.5 |
181.7 |
15.5% |
15.1 |
1.3% |
6% |
False |
True |
117,290 |
100 |
1,347.5 |
1,160.5 |
187.0 |
16.0% |
14.9 |
1.3% |
6% |
False |
True |
95,483 |
120 |
1,347.5 |
1,160.5 |
187.0 |
16.0% |
14.4 |
1.2% |
6% |
False |
True |
80,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,380.5 |
2.618 |
1,312.1 |
1.618 |
1,270.2 |
1.000 |
1,244.3 |
0.618 |
1,228.3 |
HIGH |
1,202.4 |
0.618 |
1,186.4 |
0.500 |
1,181.5 |
0.382 |
1,176.5 |
LOW |
1,160.5 |
0.618 |
1,134.6 |
1.000 |
1,118.6 |
1.618 |
1,092.7 |
2.618 |
1,050.8 |
4.250 |
982.4 |
|
|
Fisher Pivots for day following 31-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,181.5 |
1,195.5 |
PP |
1,178.2 |
1,187.5 |
S1 |
1,174.9 |
1,179.6 |
|