Trading Metrics calculated at close of trading on 06-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
5,504.0 |
5,511.0 |
7.0 |
0.1% |
5,419.0 |
High |
5,510.0 |
5,532.0 |
22.0 |
0.4% |
5,519.0 |
Low |
5,462.0 |
5,474.0 |
12.0 |
0.2% |
5,415.0 |
Close |
5,504.0 |
5,495.0 |
-9.0 |
-0.2% |
5,518.0 |
Range |
48.0 |
58.0 |
10.0 |
20.8% |
104.0 |
ATR |
55.0 |
55.2 |
0.2 |
0.4% |
0.0 |
Volume |
20,710 |
25,540 |
4,830 |
23.3% |
115,135 |
|
Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,674.3 |
5,642.7 |
5,526.9 |
|
R3 |
5,616.3 |
5,584.7 |
5,511.0 |
|
R2 |
5,558.3 |
5,558.3 |
5,505.6 |
|
R1 |
5,526.7 |
5,526.7 |
5,500.3 |
5,513.5 |
PP |
5,500.3 |
5,500.3 |
5,500.3 |
5,493.8 |
S1 |
5,468.7 |
5,468.7 |
5,489.7 |
5,455.5 |
S2 |
5,442.3 |
5,442.3 |
5,484.4 |
|
S3 |
5,384.3 |
5,410.7 |
5,479.1 |
|
S4 |
5,326.3 |
5,352.7 |
5,463.1 |
|
|
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 |
5,532.0 |
5,462.0 |
70.0 |
1.3% |
45.8 |
0.8% |
47% |
True |
False |
23,569 |
10 |
5,532.0 |
5,376.0 |
156.0 |
2.8% |
40.8 |
0.7% |
76% |
True |
False |
23,008 |
20 |
5,532.0 |
5,090.0 |
442.0 |
8.0% |
49.2 |
0.9% |
92% |
True |
False |
26,453 |
40 |
5,545.0 |
5,090.0 |
455.0 |
8.3% |
54.5 |
1.0% |
89% |
False |
False |
30,943 |
60 |
5,665.0 |
5,090.0 |
575.0 |
10.5% |
43.7 |
0.8% |
70% |
False |
False |
20,729 |
80 |
5,665.0 |
5,090.0 |
575.0 |
10.5% |
37.7 |
0.7% |
70% |
False |
False |
15,566 |
100 |
5,665.0 |
5,090.0 |
575.0 |
10.5% |
31.1 |
0.6% |
70% |
False |
False |
12,458 |
120 |
5,665.0 |
5,090.0 |
575.0 |
10.5% |
26.8 |
0.5% |
70% |
False |
False |
10,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,778.5 |
2.618 |
5,683.8 |
1.618 |
5,625.8 |
1.000 |
5,590.0 |
0.618 |
5,567.8 |
HIGH |
5,532.0 |
0.618 |
5,509.8 |
0.500 |
5,503.0 |
0.382 |
5,496.2 |
LOW |
5,474.0 |
0.618 |
5,438.2 |
1.000 |
5,416.0 |
1.618 |
5,380.2 |
2.618 |
5,322.2 |
4.250 |
5,227.5 |
|
|
Fisher Pivots for day following 06-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
5,503.0 |
5,497.0 |
PP |
5,500.3 |
5,496.3 |
S1 |
5,497.7 |
5,495.7 |
|