Trading Metrics calculated at close of trading on 03-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
1,199.5 |
1,171.1 |
-28.4 |
-2.4% |
1,230.6 |
High |
1,202.4 |
1,173.4 |
-29.0 |
-2.4% |
1,235.5 |
Low |
1,160.5 |
1,161.0 |
0.5 |
0.0% |
1,160.5 |
Close |
1,171.6 |
1,169.8 |
-1.8 |
-0.2% |
1,171.6 |
Range |
41.9 |
12.4 |
-29.5 |
-70.4% |
75.0 |
ATR |
17.6 |
17.3 |
-0.4 |
-2.1% |
0.0 |
Volume |
300,192 |
129,435 |
-170,757 |
-56.9% |
852,564 |
|
Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,205.3 |
1,199.9 |
1,176.6 |
|
R3 |
1,192.9 |
1,187.5 |
1,173.2 |
|
R2 |
1,180.5 |
1,180.5 |
1,172.1 |
|
R1 |
1,175.1 |
1,175.1 |
1,170.9 |
1,171.6 |
PP |
1,168.1 |
1,168.1 |
1,168.1 |
1,166.3 |
S1 |
1,162.7 |
1,162.7 |
1,168.7 |
1,159.2 |
S2 |
1,155.7 |
1,155.7 |
1,167.5 |
|
S3 |
1,143.3 |
1,150.3 |
1,166.4 |
|
S4 |
1,130.9 |
1,137.9 |
1,163.0 |
|
|
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% |
22.2 |
1.9% |
12% |
False |
False |
179,137 |
10 |
1,255.6 |
1,160.5 |
95.1 |
8.1% |
16.2 |
1.4% |
10% |
False |
False |
147,991 |
20 |
1,255.6 |
1,160.5 |
95.1 |
8.1% |
15.0 |
1.3% |
10% |
False |
False |
149,356 |
40 |
1,258.9 |
1,160.5 |
98.4 |
8.4% |
15.4 |
1.3% |
9% |
False |
False |
147,838 |
60 |
1,321.8 |
1,160.5 |
161.3 |
13.8% |
14.7 |
1.3% |
6% |
False |
False |
133,736 |
80 |
1,342.2 |
1,160.5 |
181.7 |
15.5% |
15.1 |
1.3% |
5% |
False |
False |
118,627 |
100 |
1,347.5 |
1,160.5 |
187.0 |
16.0% |
14.9 |
1.3% |
5% |
False |
False |
96,753 |
120 |
1,347.5 |
1,160.5 |
187.0 |
16.0% |
14.4 |
1.2% |
5% |
False |
False |
81,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,226.1 |
2.618 |
1,205.9 |
1.618 |
1,193.5 |
1.000 |
1,185.8 |
0.618 |
1,181.1 |
HIGH |
1,173.4 |
0.618 |
1,168.7 |
0.500 |
1,167.2 |
0.382 |
1,165.7 |
LOW |
1,161.0 |
0.618 |
1,153.3 |
1.000 |
1,148.6 |
1.618 |
1,140.9 |
2.618 |
1,128.5 |
4.250 |
1,108.3 |
|
|
Fisher Pivots for day following 03-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,168.9 |
1,188.5 |
PP |
1,168.1 |
1,182.3 |
S1 |
1,167.2 |
1,176.0 |
|