Trading Metrics calculated at close of trading on 30-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
5,470.0 |
5,434.0 |
-36.0 |
-0.7% |
5,318.0 |
High |
5,474.0 |
5,460.0 |
-14.0 |
-0.3% |
5,412.0 |
Low |
5,424.0 |
5,431.0 |
7.0 |
0.1% |
5,292.0 |
Close |
5,429.0 |
5,458.0 |
29.0 |
0.5% |
5,404.0 |
Range |
50.0 |
29.0 |
-21.0 |
-42.0% |
120.0 |
ATR |
60.2 |
58.2 |
-2.1 |
-3.5% |
0.0 |
Volume |
23,048 |
20,889 |
-2,159 |
-9.4% |
124,090 |
|
Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,536.7 |
5,526.3 |
5,474.0 |
|
R3 |
5,507.7 |
5,497.3 |
5,466.0 |
|
R2 |
5,478.7 |
5,478.7 |
5,463.3 |
|
R1 |
5,468.3 |
5,468.3 |
5,460.7 |
5,473.5 |
PP |
5,449.7 |
5,449.7 |
5,449.7 |
5,452.3 |
S1 |
5,439.3 |
5,439.3 |
5,455.3 |
5,444.5 |
S2 |
5,420.7 |
5,420.7 |
5,452.7 |
|
S3 |
5,391.7 |
5,410.3 |
5,450.0 |
|
S4 |
5,362.7 |
5,381.3 |
5,442.1 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,729.3 |
5,686.7 |
5,470.0 |
|
R3 |
5,609.3 |
5,566.7 |
5,437.0 |
|
R2 |
5,489.3 |
5,489.3 |
5,426.0 |
|
R1 |
5,446.7 |
5,446.7 |
5,415.0 |
5,468.0 |
PP |
5,369.3 |
5,369.3 |
5,369.3 |
5,380.0 |
S1 |
5,326.7 |
5,326.7 |
5,393.0 |
5,348.0 |
S2 |
5,249.3 |
5,249.3 |
5,382.0 |
|
S3 |
5,129.3 |
5,206.7 |
5,371.0 |
|
S4 |
5,009.3 |
5,086.7 |
5,338.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,474.0 |
5,376.0 |
98.0 |
1.8% |
35.8 |
0.7% |
84% |
False |
False |
22,447 |
10 |
5,474.0 |
5,233.0 |
241.0 |
4.4% |
37.5 |
0.7% |
93% |
False |
False |
23,119 |
20 |
5,474.0 |
5,090.0 |
384.0 |
7.0% |
55.8 |
1.0% |
96% |
False |
False |
27,132 |
40 |
5,626.0 |
5,090.0 |
536.0 |
9.8% |
53.4 |
1.0% |
69% |
False |
False |
28,110 |
60 |
5,665.0 |
5,090.0 |
575.0 |
10.5% |
41.6 |
0.8% |
64% |
False |
False |
18,769 |
80 |
5,665.0 |
5,090.0 |
575.0 |
10.5% |
35.5 |
0.7% |
64% |
False |
False |
14,096 |
100 |
5,665.0 |
5,090.0 |
575.0 |
10.5% |
28.9 |
0.5% |
64% |
False |
False |
11,280 |
120 |
5,665.0 |
5,090.0 |
575.0 |
10.5% |
25.3 |
0.5% |
64% |
False |
False |
9,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,583.3 |
2.618 |
5,535.9 |
1.618 |
5,506.9 |
1.000 |
5,489.0 |
0.618 |
5,477.9 |
HIGH |
5,460.0 |
0.618 |
5,448.9 |
0.500 |
5,445.5 |
0.382 |
5,442.1 |
LOW |
5,431.0 |
0.618 |
5,413.1 |
1.000 |
5,402.0 |
1.618 |
5,384.1 |
2.618 |
5,355.1 |
4.250 |
5,307.8 |
|
|
Fisher Pivots for day following 30-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
5,453.8 |
5,453.7 |
PP |
5,449.7 |
5,449.3 |
S1 |
5,445.5 |
5,445.0 |
|