Trading Metrics calculated at close of trading on 04-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
1,171.1 |
1,164.6 |
-6.5 |
-0.6% |
1,230.6 |
High |
1,173.4 |
1,175.0 |
1.6 |
0.1% |
1,235.5 |
Low |
1,161.0 |
1,163.4 |
2.4 |
0.2% |
1,160.5 |
Close |
1,169.8 |
1,167.7 |
-2.1 |
-0.2% |
1,171.6 |
Range |
12.4 |
11.6 |
-0.8 |
-6.5% |
75.0 |
ATR |
17.3 |
16.9 |
-0.4 |
-2.3% |
0.0 |
Volume |
129,435 |
134,878 |
5,443 |
4.2% |
852,564 |
|
Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,203.5 |
1,197.2 |
1,174.1 |
|
R3 |
1,191.9 |
1,185.6 |
1,170.9 |
|
R2 |
1,180.3 |
1,180.3 |
1,169.8 |
|
R1 |
1,174.0 |
1,174.0 |
1,168.8 |
1,177.2 |
PP |
1,168.7 |
1,168.7 |
1,168.7 |
1,170.3 |
S1 |
1,162.4 |
1,162.4 |
1,166.6 |
1,165.6 |
S2 |
1,157.1 |
1,157.1 |
1,165.6 |
|
S3 |
1,145.5 |
1,150.8 |
1,164.5 |
|
S4 |
1,133.9 |
1,139.2 |
1,161.3 |
|
|
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 |
1,230.4 |
1,160.5 |
69.9 |
6.0% |
21.8 |
1.9% |
10% |
False |
False |
181,273 |
10 |
1,250.2 |
1,160.5 |
89.7 |
7.7% |
16.3 |
1.4% |
8% |
False |
False |
146,371 |
20 |
1,255.6 |
1,160.5 |
95.1 |
8.1% |
15.0 |
1.3% |
8% |
False |
False |
148,974 |
40 |
1,258.5 |
1,160.5 |
98.0 |
8.4% |
15.4 |
1.3% |
7% |
False |
False |
148,004 |
60 |
1,321.8 |
1,160.5 |
161.3 |
13.8% |
14.8 |
1.3% |
4% |
False |
False |
134,933 |
80 |
1,327.3 |
1,160.5 |
166.8 |
14.3% |
14.8 |
1.3% |
4% |
False |
False |
119,983 |
100 |
1,347.5 |
1,160.5 |
187.0 |
16.0% |
15.0 |
1.3% |
4% |
False |
False |
98,084 |
120 |
1,347.5 |
1,160.5 |
187.0 |
16.0% |
14.3 |
1.2% |
4% |
False |
False |
82,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,224.3 |
2.618 |
1,205.4 |
1.618 |
1,193.8 |
1.000 |
1,186.6 |
0.618 |
1,182.2 |
HIGH |
1,175.0 |
0.618 |
1,170.6 |
0.500 |
1,169.2 |
0.382 |
1,167.8 |
LOW |
1,163.4 |
0.618 |
1,156.2 |
1.000 |
1,151.8 |
1.618 |
1,144.6 |
2.618 |
1,133.0 |
4.250 |
1,114.1 |
|
|
Fisher Pivots for day following 04-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,169.2 |
1,181.5 |
PP |
1,168.7 |
1,176.9 |
S1 |
1,168.2 |
1,172.3 |
|