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 |
9,097.5 |
9,104.5 |
7.0 |
0.1% |
8,870.0 |
High |
9,160.0 |
9,160.0 |
0.0 |
0.0% |
9,074.0 |
Low |
9,029.0 |
8,898.0 |
-131.0 |
-1.5% |
8,641.5 |
Close |
9,074.5 |
9,106.0 |
31.5 |
0.3% |
8,994.0 |
Range |
131.0 |
262.0 |
131.0 |
100.0% |
432.5 |
ATR |
196.9 |
201.6 |
4.6 |
2.4% |
0.0 |
Volume |
159,489 |
145,246 |
-14,243 |
-8.9% |
646,139 |
|
Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,840.7 |
9,735.3 |
9,250.1 |
|
R3 |
9,578.7 |
9,473.3 |
9,178.1 |
|
R2 |
9,316.7 |
9,316.7 |
9,154.0 |
|
R1 |
9,211.3 |
9,211.3 |
9,130.0 |
9,264.0 |
PP |
9,054.7 |
9,054.7 |
9,054.7 |
9,081.0 |
S1 |
8,949.3 |
8,949.3 |
9,082.0 |
9,002.0 |
S2 |
8,792.7 |
8,792.7 |
9,058.0 |
|
S3 |
8,530.7 |
8,687.3 |
9,034.0 |
|
S4 |
8,268.7 |
8,425.3 |
8,961.9 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,200.7 |
10,029.8 |
9,231.9 |
|
R3 |
9,768.2 |
9,597.3 |
9,112.9 |
|
R2 |
9,335.7 |
9,335.7 |
9,073.3 |
|
R1 |
9,164.8 |
9,164.8 |
9,033.6 |
9,250.3 |
PP |
8,903.2 |
8,903.2 |
8,903.2 |
8,945.9 |
S1 |
8,732.3 |
8,732.3 |
8,954.4 |
8,817.8 |
S2 |
8,470.7 |
8,470.7 |
8,914.7 |
|
S3 |
8,038.2 |
8,299.8 |
8,875.1 |
|
S4 |
7,605.7 |
7,867.3 |
8,756.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,160.0 |
8,835.0 |
325.0 |
3.6% |
182.7 |
2.0% |
83% |
True |
False |
131,958 |
10 |
9,160.0 |
8,563.0 |
597.0 |
6.6% |
209.5 |
2.3% |
91% |
True |
False |
129,638 |
20 |
9,416.0 |
8,350.0 |
1,066.0 |
11.7% |
219.3 |
2.4% |
71% |
False |
False |
152,161 |
40 |
9,896.0 |
8,350.0 |
1,546.0 |
17.0% |
170.7 |
1.9% |
49% |
False |
False |
114,351 |
60 |
9,896.0 |
8,350.0 |
1,546.0 |
17.0% |
155.8 |
1.7% |
49% |
False |
False |
76,757 |
80 |
9,896.0 |
8,350.0 |
1,546.0 |
17.0% |
149.9 |
1.6% |
49% |
False |
False |
57,639 |
100 |
10,057.5 |
8,350.0 |
1,707.5 |
18.8% |
135.7 |
1.5% |
44% |
False |
False |
46,144 |
120 |
10,057.5 |
8,350.0 |
1,707.5 |
18.8% |
122.2 |
1.3% |
44% |
False |
False |
38,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,273.5 |
2.618 |
9,845.9 |
1.618 |
9,583.9 |
1.000 |
9,422.0 |
0.618 |
9,321.9 |
HIGH |
9,160.0 |
0.618 |
9,059.9 |
0.500 |
9,029.0 |
0.382 |
8,998.1 |
LOW |
8,898.0 |
0.618 |
8,736.1 |
1.000 |
8,636.0 |
1.618 |
8,474.1 |
2.618 |
8,212.1 |
4.250 |
7,784.5 |
|
|
Fisher Pivots for day following 30-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
9,080.3 |
9,080.3 |
PP |
9,054.7 |
9,054.7 |
S1 |
9,029.0 |
9,029.0 |
|