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 |
5,519.0 |
5,492.0 |
-27.0 |
-0.5% |
5,419.0 |
High |
5,523.0 |
5,517.0 |
-6.0 |
-0.1% |
5,519.0 |
Low |
5,480.0 |
5,484.0 |
4.0 |
0.1% |
5,415.0 |
Close |
5,493.0 |
5,507.0 |
14.0 |
0.3% |
5,518.0 |
Range |
43.0 |
33.0 |
-10.0 |
-23.3% |
104.0 |
ATR |
57.3 |
55.5 |
-1.7 |
-3.0% |
0.0 |
Volume |
21,051 |
19,144 |
-1,907 |
-9.1% |
115,135 |
|
Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,601.7 |
5,587.3 |
5,525.2 |
|
R3 |
5,568.7 |
5,554.3 |
5,516.1 |
|
R2 |
5,535.7 |
5,535.7 |
5,513.1 |
|
R1 |
5,521.3 |
5,521.3 |
5,510.0 |
5,528.5 |
PP |
5,502.7 |
5,502.7 |
5,502.7 |
5,506.3 |
S1 |
5,488.3 |
5,488.3 |
5,504.0 |
5,495.5 |
S2 |
5,469.7 |
5,469.7 |
5,501.0 |
|
S3 |
5,436.7 |
5,455.3 |
5,497.9 |
|
S4 |
5,403.7 |
5,422.3 |
5,488.9 |
|
|
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 |
5,424.0 |
99.0 |
1.8% |
40.4 |
0.7% |
84% |
False |
False |
23,106 |
10 |
5,523.0 |
5,342.0 |
181.0 |
3.3% |
37.2 |
0.7% |
91% |
False |
False |
23,441 |
20 |
5,523.0 |
5,090.0 |
433.0 |
7.9% |
49.5 |
0.9% |
96% |
False |
False |
26,727 |
40 |
5,601.0 |
5,090.0 |
511.0 |
9.3% |
53.9 |
1.0% |
82% |
False |
False |
29,890 |
60 |
5,665.0 |
5,090.0 |
575.0 |
10.4% |
42.5 |
0.8% |
73% |
False |
False |
19,960 |
80 |
5,665.0 |
5,090.0 |
575.0 |
10.4% |
36.9 |
0.7% |
73% |
False |
False |
14,990 |
100 |
5,665.0 |
5,090.0 |
575.0 |
10.4% |
30.1 |
0.5% |
73% |
False |
False |
11,996 |
120 |
5,665.0 |
5,090.0 |
575.0 |
10.4% |
26.2 |
0.5% |
73% |
False |
False |
10,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,657.3 |
2.618 |
5,603.4 |
1.618 |
5,570.4 |
1.000 |
5,550.0 |
0.618 |
5,537.4 |
HIGH |
5,517.0 |
0.618 |
5,504.4 |
0.500 |
5,500.5 |
0.382 |
5,496.6 |
LOW |
5,484.0 |
0.618 |
5,463.6 |
1.000 |
5,451.0 |
1.618 |
5,430.6 |
2.618 |
5,397.6 |
4.250 |
5,343.8 |
|
|
Fisher Pivots for day following 04-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
5,504.8 |
5,503.8 |
PP |
5,502.7 |
5,500.7 |
S1 |
5,500.5 |
5,497.5 |
|