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 |
1,164.6 |
1,168.4 |
3.8 |
0.3% |
1,230.6 |
High |
1,175.0 |
1,169.3 |
-5.7 |
-0.5% |
1,235.5 |
Low |
1,163.4 |
1,137.1 |
-26.3 |
-2.3% |
1,160.5 |
Close |
1,167.7 |
1,145.7 |
-22.0 |
-1.9% |
1,171.6 |
Range |
11.6 |
32.2 |
20.6 |
177.6% |
75.0 |
ATR |
16.9 |
18.0 |
1.1 |
6.5% |
0.0 |
Volume |
134,878 |
261,115 |
126,237 |
93.6% |
852,564 |
|
Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,247.3 |
1,228.7 |
1,163.4 |
|
R3 |
1,215.1 |
1,196.5 |
1,154.6 |
|
R2 |
1,182.9 |
1,182.9 |
1,151.6 |
|
R1 |
1,164.3 |
1,164.3 |
1,148.7 |
1,157.5 |
PP |
1,150.7 |
1,150.7 |
1,150.7 |
1,147.3 |
S1 |
1,132.1 |
1,132.1 |
1,142.7 |
1,125.3 |
S2 |
1,118.5 |
1,118.5 |
1,139.8 |
|
S3 |
1,086.3 |
1,099.9 |
1,136.8 |
|
S4 |
1,054.1 |
1,067.7 |
1,128.0 |
|
|
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 |
1,216.5 |
1,137.1 |
79.4 |
6.9% |
23.8 |
2.1% |
11% |
False |
True |
207,207 |
10 |
1,244.9 |
1,137.1 |
107.8 |
9.4% |
18.6 |
1.6% |
8% |
False |
True |
161,142 |
20 |
1,255.6 |
1,137.1 |
118.5 |
10.3% |
15.7 |
1.4% |
7% |
False |
True |
152,430 |
40 |
1,255.6 |
1,137.1 |
118.5 |
10.3% |
15.8 |
1.4% |
7% |
False |
True |
151,014 |
60 |
1,321.8 |
1,137.1 |
184.7 |
16.1% |
15.1 |
1.3% |
5% |
False |
True |
137,642 |
80 |
1,327.3 |
1,137.1 |
190.2 |
16.6% |
14.9 |
1.3% |
5% |
False |
True |
122,936 |
100 |
1,347.5 |
1,137.1 |
210.4 |
18.4% |
15.2 |
1.3% |
4% |
False |
True |
100,683 |
120 |
1,347.5 |
1,137.1 |
210.4 |
18.4% |
14.5 |
1.3% |
4% |
False |
True |
84,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,306.2 |
2.618 |
1,253.6 |
1.618 |
1,221.4 |
1.000 |
1,201.5 |
0.618 |
1,189.2 |
HIGH |
1,169.3 |
0.618 |
1,157.0 |
0.500 |
1,153.2 |
0.382 |
1,149.4 |
LOW |
1,137.1 |
0.618 |
1,117.2 |
1.000 |
1,104.9 |
1.618 |
1,085.0 |
2.618 |
1,052.8 |
4.250 |
1,000.3 |
|
|
Fisher Pivots for day following 05-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,153.2 |
1,156.1 |
PP |
1,150.7 |
1,152.6 |
S1 |
1,148.2 |
1,149.2 |
|