Trading Metrics calculated at close of trading on 03-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
9,307.0 |
9,309.0 |
2.0 |
0.0% |
9,033.0 |
High |
9,344.0 |
9,344.0 |
0.0 |
0.0% |
9,344.0 |
Low |
9,217.0 |
9,234.0 |
17.0 |
0.2% |
8,835.0 |
Close |
9,309.0 |
9,254.0 |
-55.0 |
-0.6% |
9,309.0 |
Range |
127.0 |
110.0 |
-17.0 |
-13.4% |
509.0 |
ATR |
204.2 |
197.4 |
-6.7 |
-3.3% |
0.0 |
Volume |
108,132 |
128,956 |
20,824 |
19.3% |
625,006 |
|
Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,607.3 |
9,540.7 |
9,314.5 |
|
R3 |
9,497.3 |
9,430.7 |
9,284.3 |
|
R2 |
9,387.3 |
9,387.3 |
9,274.2 |
|
R1 |
9,320.7 |
9,320.7 |
9,264.1 |
9,299.0 |
PP |
9,277.3 |
9,277.3 |
9,277.3 |
9,266.5 |
S1 |
9,210.7 |
9,210.7 |
9,243.9 |
9,189.0 |
S2 |
9,167.3 |
9,167.3 |
9,233.8 |
|
S3 |
9,057.3 |
9,100.7 |
9,223.8 |
|
S4 |
8,947.3 |
8,990.7 |
9,193.5 |
|
|
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 |
8,898.0 |
446.0 |
4.8% |
159.8 |
1.7% |
80% |
True |
False |
128,861 |
10 |
9,344.0 |
8,641.5 |
702.5 |
7.6% |
183.4 |
2.0% |
87% |
True |
False |
125,744 |
20 |
9,344.0 |
8,350.0 |
994.0 |
10.7% |
208.3 |
2.3% |
91% |
True |
False |
156,530 |
40 |
9,896.0 |
8,350.0 |
1,546.0 |
16.7% |
169.4 |
1.8% |
58% |
False |
False |
120,184 |
60 |
9,896.0 |
8,350.0 |
1,546.0 |
16.7% |
154.6 |
1.7% |
58% |
False |
False |
80,695 |
80 |
9,896.0 |
8,350.0 |
1,546.0 |
16.7% |
149.4 |
1.6% |
58% |
False |
False |
60,594 |
100 |
10,057.5 |
8,350.0 |
1,707.5 |
18.5% |
137.0 |
1.5% |
53% |
False |
False |
48,514 |
120 |
10,057.5 |
8,350.0 |
1,707.5 |
18.5% |
123.2 |
1.3% |
53% |
False |
False |
40,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,811.5 |
2.618 |
9,632.0 |
1.618 |
9,522.0 |
1.000 |
9,454.0 |
0.618 |
9,412.0 |
HIGH |
9,344.0 |
0.618 |
9,302.0 |
0.500 |
9,289.0 |
0.382 |
9,276.0 |
LOW |
9,234.0 |
0.618 |
9,166.0 |
1.000 |
9,124.0 |
1.618 |
9,056.0 |
2.618 |
8,946.0 |
4.250 |
8,766.5 |
|
|
Fisher Pivots for day following 03-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
9,289.0 |
9,209.7 |
PP |
9,277.3 |
9,165.3 |
S1 |
9,265.7 |
9,121.0 |
|