Trading Metrics calculated at close of trading on 31-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
9,104.5 |
9,307.0 |
202.5 |
2.2% |
9,033.0 |
High |
9,160.0 |
9,344.0 |
184.0 |
2.0% |
9,344.0 |
Low |
8,898.0 |
9,217.0 |
319.0 |
3.6% |
8,835.0 |
Close |
9,106.0 |
9,309.0 |
203.0 |
2.2% |
9,309.0 |
Range |
262.0 |
127.0 |
-135.0 |
-51.5% |
509.0 |
ATR |
201.6 |
204.2 |
2.6 |
1.3% |
0.0 |
Volume |
145,246 |
108,132 |
-37,114 |
-25.6% |
625,006 |
|
Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,671.0 |
9,617.0 |
9,378.9 |
|
R3 |
9,544.0 |
9,490.0 |
9,343.9 |
|
R2 |
9,417.0 |
9,417.0 |
9,332.3 |
|
R1 |
9,363.0 |
9,363.0 |
9,320.6 |
9,390.0 |
PP |
9,290.0 |
9,290.0 |
9,290.0 |
9,303.5 |
S1 |
9,236.0 |
9,236.0 |
9,297.4 |
9,263.0 |
S2 |
9,163.0 |
9,163.0 |
9,285.7 |
|
S3 |
9,036.0 |
9,109.0 |
9,274.1 |
|
S4 |
8,909.0 |
8,982.0 |
9,239.2 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,689.7 |
10,508.3 |
9,589.0 |
|
R3 |
10,180.7 |
9,999.3 |
9,449.0 |
|
R2 |
9,671.7 |
9,671.7 |
9,402.3 |
|
R1 |
9,490.3 |
9,490.3 |
9,355.7 |
9,581.0 |
PP |
9,162.7 |
9,162.7 |
9,162.7 |
9,208.0 |
S1 |
8,981.3 |
8,981.3 |
9,262.3 |
9,072.0 |
S2 |
8,653.7 |
8,653.7 |
9,215.7 |
|
S3 |
8,144.7 |
8,472.3 |
9,169.0 |
|
S4 |
7,635.7 |
7,963.3 |
9,029.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,344.0 |
8,835.0 |
509.0 |
5.5% |
190.0 |
2.0% |
93% |
True |
False |
125,001 |
10 |
9,344.0 |
8,641.5 |
702.5 |
7.5% |
192.8 |
2.1% |
95% |
True |
False |
127,114 |
20 |
9,352.5 |
8,350.0 |
1,002.5 |
10.8% |
213.1 |
2.3% |
96% |
False |
False |
157,567 |
40 |
9,896.0 |
8,350.0 |
1,546.0 |
16.6% |
169.0 |
1.8% |
62% |
False |
False |
117,008 |
60 |
9,896.0 |
8,350.0 |
1,546.0 |
16.6% |
155.9 |
1.7% |
62% |
False |
False |
78,553 |
80 |
9,896.0 |
8,350.0 |
1,546.0 |
16.6% |
150.5 |
1.6% |
62% |
False |
False |
58,989 |
100 |
10,057.5 |
8,350.0 |
1,707.5 |
18.3% |
136.2 |
1.5% |
56% |
False |
False |
47,225 |
120 |
10,057.5 |
8,350.0 |
1,707.5 |
18.3% |
123.1 |
1.3% |
56% |
False |
False |
39,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,883.8 |
2.618 |
9,676.5 |
1.618 |
9,549.5 |
1.000 |
9,471.0 |
0.618 |
9,422.5 |
HIGH |
9,344.0 |
0.618 |
9,295.5 |
0.500 |
9,280.5 |
0.382 |
9,265.5 |
LOW |
9,217.0 |
0.618 |
9,138.5 |
1.000 |
9,090.0 |
1.618 |
9,011.5 |
2.618 |
8,884.5 |
4.250 |
8,677.3 |
|
|
Fisher Pivots for day following 31-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
9,299.5 |
9,246.3 |
PP |
9,290.0 |
9,183.7 |
S1 |
9,280.5 |
9,121.0 |
|