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 |
5,476.0 |
5,519.0 |
43.0 |
0.8% |
5,419.0 |
High |
5,519.0 |
5,523.0 |
4.0 |
0.1% |
5,519.0 |
Low |
5,472.0 |
5,480.0 |
8.0 |
0.1% |
5,415.0 |
Close |
5,518.0 |
5,493.0 |
-25.0 |
-0.5% |
5,518.0 |
Range |
47.0 |
43.0 |
-4.0 |
-8.5% |
104.0 |
ATR |
58.4 |
57.3 |
-1.1 |
-1.9% |
0.0 |
Volume |
31,400 |
21,051 |
-10,349 |
-33.0% |
115,135 |
|
Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,627.7 |
5,603.3 |
5,516.7 |
|
R3 |
5,584.7 |
5,560.3 |
5,504.8 |
|
R2 |
5,541.7 |
5,541.7 |
5,500.9 |
|
R1 |
5,517.3 |
5,517.3 |
5,496.9 |
5,508.0 |
PP |
5,498.7 |
5,498.7 |
5,498.7 |
5,494.0 |
S1 |
5,474.3 |
5,474.3 |
5,489.1 |
5,465.0 |
S2 |
5,455.7 |
5,455.7 |
5,485.1 |
|
S3 |
5,412.7 |
5,431.3 |
5,481.2 |
|
S4 |
5,369.7 |
5,388.3 |
5,469.4 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,796.0 |
5,761.0 |
5,575.2 |
|
R3 |
5,692.0 |
5,657.0 |
5,546.6 |
|
R2 |
5,588.0 |
5,588.0 |
5,537.1 |
|
R1 |
5,553.0 |
5,553.0 |
5,527.5 |
5,570.5 |
PP |
5,484.0 |
5,484.0 |
5,484.0 |
5,492.8 |
S1 |
5,449.0 |
5,449.0 |
5,508.5 |
5,466.5 |
S2 |
5,380.0 |
5,380.0 |
5,498.9 |
|
S3 |
5,276.0 |
5,345.0 |
5,489.4 |
|
S4 |
5,172.0 |
5,241.0 |
5,460.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,523.0 |
5,416.0 |
107.0 |
1.9% |
40.2 |
0.7% |
72% |
True |
False |
22,924 |
10 |
5,523.0 |
5,294.0 |
229.0 |
4.2% |
37.1 |
0.7% |
87% |
True |
False |
23,961 |
20 |
5,523.0 |
5,090.0 |
433.0 |
7.9% |
54.0 |
1.0% |
93% |
True |
False |
28,046 |
40 |
5,605.0 |
5,090.0 |
515.0 |
9.4% |
53.8 |
1.0% |
78% |
False |
False |
29,416 |
60 |
5,665.0 |
5,090.0 |
575.0 |
10.5% |
42.7 |
0.8% |
70% |
False |
False |
19,641 |
80 |
5,665.0 |
5,090.0 |
575.0 |
10.5% |
36.6 |
0.7% |
70% |
False |
False |
14,751 |
100 |
5,665.0 |
5,090.0 |
575.0 |
10.5% |
29.8 |
0.5% |
70% |
False |
False |
11,805 |
120 |
5,665.0 |
5,090.0 |
575.0 |
10.5% |
25.9 |
0.5% |
70% |
False |
False |
9,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,705.8 |
2.618 |
5,635.6 |
1.618 |
5,592.6 |
1.000 |
5,566.0 |
0.618 |
5,549.6 |
HIGH |
5,523.0 |
0.618 |
5,506.6 |
0.500 |
5,501.5 |
0.382 |
5,496.4 |
LOW |
5,480.0 |
0.618 |
5,453.4 |
1.000 |
5,437.0 |
1.618 |
5,410.4 |
2.618 |
5,367.4 |
4.250 |
5,297.3 |
|
|
Fisher Pivots for day following 03-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
5,501.5 |
5,487.7 |
PP |
5,498.7 |
5,482.3 |
S1 |
5,495.8 |
5,477.0 |
|