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 |
3,104.0 |
3,075.0 |
-29.0 |
-0.9% |
3,041.0 |
High |
3,109.0 |
3,090.0 |
-19.0 |
-0.6% |
3,113.0 |
Low |
3,065.0 |
3,018.0 |
-47.0 |
-1.5% |
2,954.0 |
Close |
3,074.0 |
3,027.0 |
-47.0 |
-1.5% |
3,101.0 |
Range |
44.0 |
72.0 |
28.0 |
63.6% |
159.0 |
ATR |
70.7 |
70.7 |
0.1 |
0.1% |
0.0 |
Volume |
1,228,495 |
985,249 |
-243,246 |
-19.8% |
5,628,304 |
|
Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,261.0 |
3,216.0 |
3,066.6 |
|
R3 |
3,189.0 |
3,144.0 |
3,046.8 |
|
R2 |
3,117.0 |
3,117.0 |
3,040.2 |
|
R1 |
3,072.0 |
3,072.0 |
3,033.6 |
3,058.5 |
PP |
3,045.0 |
3,045.0 |
3,045.0 |
3,038.3 |
S1 |
3,000.0 |
3,000.0 |
3,020.4 |
2,986.5 |
S2 |
2,973.0 |
2,973.0 |
3,013.8 |
|
S3 |
2,901.0 |
2,928.0 |
3,007.2 |
|
S4 |
2,829.0 |
2,856.0 |
2,987.4 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,533.0 |
3,476.0 |
3,188.5 |
|
R3 |
3,374.0 |
3,317.0 |
3,144.7 |
|
R2 |
3,215.0 |
3,215.0 |
3,130.2 |
|
R1 |
3,158.0 |
3,158.0 |
3,115.6 |
3,186.5 |
PP |
3,056.0 |
3,056.0 |
3,056.0 |
3,070.3 |
S1 |
2,999.0 |
2,999.0 |
3,086.4 |
3,027.5 |
S2 |
2,897.0 |
2,897.0 |
3,071.9 |
|
S3 |
2,738.0 |
2,840.0 |
3,057.3 |
|
S4 |
2,579.0 |
2,681.0 |
3,013.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,113.0 |
2,954.0 |
159.0 |
5.3% |
62.6 |
2.1% |
46% |
False |
False |
1,212,694 |
10 |
3,113.0 |
2,954.0 |
159.0 |
5.3% |
60.6 |
2.0% |
46% |
False |
False |
1,131,244 |
20 |
3,113.0 |
2,771.0 |
342.0 |
11.3% |
76.6 |
2.5% |
75% |
False |
False |
1,497,456 |
40 |
3,293.0 |
2,771.0 |
522.0 |
17.2% |
63.2 |
2.1% |
49% |
False |
False |
1,257,413 |
60 |
3,293.0 |
2,771.0 |
522.0 |
17.2% |
55.1 |
1.8% |
49% |
False |
False |
855,804 |
80 |
3,293.0 |
2,771.0 |
522.0 |
17.2% |
53.0 |
1.7% |
49% |
False |
False |
642,994 |
100 |
3,306.0 |
2,771.0 |
535.0 |
17.7% |
48.8 |
1.6% |
48% |
False |
False |
514,538 |
120 |
3,306.0 |
2,771.0 |
535.0 |
17.7% |
44.0 |
1.5% |
48% |
False |
False |
428,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,396.0 |
2.618 |
3,278.5 |
1.618 |
3,206.5 |
1.000 |
3,162.0 |
0.618 |
3,134.5 |
HIGH |
3,090.0 |
0.618 |
3,062.5 |
0.500 |
3,054.0 |
0.382 |
3,045.5 |
LOW |
3,018.0 |
0.618 |
2,973.5 |
1.000 |
2,946.0 |
1.618 |
2,901.5 |
2.618 |
2,829.5 |
4.250 |
2,712.0 |
|
|
Fisher Pivots for day following 04-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
3,054.0 |
3,065.5 |
PP |
3,045.0 |
3,052.7 |
S1 |
3,036.0 |
3,039.8 |
|