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 |
5,492.0 |
5,504.0 |
12.0 |
0.2% |
5,419.0 |
High |
5,517.0 |
5,510.0 |
-7.0 |
-0.1% |
5,519.0 |
Low |
5,484.0 |
5,462.0 |
-22.0 |
-0.4% |
5,415.0 |
Close |
5,507.0 |
5,504.0 |
-3.0 |
-0.1% |
5,518.0 |
Range |
33.0 |
48.0 |
15.0 |
45.5% |
104.0 |
ATR |
55.5 |
55.0 |
-0.5 |
-1.0% |
0.0 |
Volume |
19,144 |
20,710 |
1,566 |
8.2% |
115,135 |
|
Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,636.0 |
5,618.0 |
5,530.4 |
|
R3 |
5,588.0 |
5,570.0 |
5,517.2 |
|
R2 |
5,540.0 |
5,540.0 |
5,512.8 |
|
R1 |
5,522.0 |
5,522.0 |
5,508.4 |
5,528.0 |
PP |
5,492.0 |
5,492.0 |
5,492.0 |
5,495.0 |
S1 |
5,474.0 |
5,474.0 |
5,499.6 |
5,480.0 |
S2 |
5,444.0 |
5,444.0 |
5,495.2 |
|
S3 |
5,396.0 |
5,426.0 |
5,490.8 |
|
S4 |
5,348.0 |
5,378.0 |
5,477.6 |
|
|
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 |
5,431.0 |
92.0 |
1.7% |
40.0 |
0.7% |
79% |
False |
False |
22,638 |
10 |
5,523.0 |
5,342.0 |
181.0 |
3.3% |
38.4 |
0.7% |
90% |
False |
False |
22,881 |
20 |
5,523.0 |
5,090.0 |
433.0 |
7.9% |
49.4 |
0.9% |
96% |
False |
False |
26,342 |
40 |
5,601.0 |
5,090.0 |
511.0 |
9.3% |
54.6 |
1.0% |
81% |
False |
False |
30,355 |
60 |
5,665.0 |
5,090.0 |
575.0 |
10.4% |
43.0 |
0.8% |
72% |
False |
False |
20,304 |
80 |
5,665.0 |
5,090.0 |
575.0 |
10.4% |
37.4 |
0.7% |
72% |
False |
False |
15,249 |
100 |
5,665.0 |
5,090.0 |
575.0 |
10.4% |
30.6 |
0.6% |
72% |
False |
False |
12,203 |
120 |
5,665.0 |
5,090.0 |
575.0 |
10.4% |
26.6 |
0.5% |
72% |
False |
False |
10,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,714.0 |
2.618 |
5,635.7 |
1.618 |
5,587.7 |
1.000 |
5,558.0 |
0.618 |
5,539.7 |
HIGH |
5,510.0 |
0.618 |
5,491.7 |
0.500 |
5,486.0 |
0.382 |
5,480.3 |
LOW |
5,462.0 |
0.618 |
5,432.3 |
1.000 |
5,414.0 |
1.618 |
5,384.3 |
2.618 |
5,336.3 |
4.250 |
5,258.0 |
|
|
Fisher Pivots for day following 05-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
5,498.0 |
5,500.2 |
PP |
5,492.0 |
5,496.3 |
S1 |
5,486.0 |
5,492.5 |
|