Trading Metrics calculated at close of trading on 04-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
9,309.0 |
9,260.0 |
-49.0 |
-0.5% |
9,033.0 |
High |
9,344.0 |
9,319.5 |
-24.5 |
-0.3% |
9,344.0 |
Low |
9,234.0 |
9,147.5 |
-86.5 |
-0.9% |
8,835.0 |
Close |
9,254.0 |
9,174.0 |
-80.0 |
-0.9% |
9,309.0 |
Range |
110.0 |
172.0 |
62.0 |
56.4% |
509.0 |
ATR |
197.4 |
195.6 |
-1.8 |
-0.9% |
0.0 |
Volume |
128,956 |
116,033 |
-12,923 |
-10.0% |
625,006 |
|
Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,729.7 |
9,623.8 |
9,268.6 |
|
R3 |
9,557.7 |
9,451.8 |
9,221.3 |
|
R2 |
9,385.7 |
9,385.7 |
9,205.5 |
|
R1 |
9,279.8 |
9,279.8 |
9,189.8 |
9,246.8 |
PP |
9,213.7 |
9,213.7 |
9,213.7 |
9,197.1 |
S1 |
9,107.8 |
9,107.8 |
9,158.2 |
9,074.8 |
S2 |
9,041.7 |
9,041.7 |
9,142.5 |
|
S3 |
8,869.7 |
8,935.8 |
9,126.7 |
|
S4 |
8,697.7 |
8,763.8 |
9,079.4 |
|
|
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 |
4.9% |
160.4 |
1.7% |
62% |
False |
False |
131,571 |
10 |
9,344.0 |
8,817.0 |
527.0 |
5.7% |
170.2 |
1.9% |
68% |
False |
False |
125,489 |
20 |
9,344.0 |
8,350.0 |
994.0 |
10.8% |
208.3 |
2.3% |
83% |
False |
False |
154,125 |
40 |
9,896.0 |
8,350.0 |
1,546.0 |
16.9% |
172.1 |
1.9% |
53% |
False |
False |
122,885 |
60 |
9,896.0 |
8,350.0 |
1,546.0 |
16.9% |
154.3 |
1.7% |
53% |
False |
False |
82,621 |
80 |
9,896.0 |
8,350.0 |
1,546.0 |
16.9% |
150.6 |
1.6% |
53% |
False |
False |
62,042 |
100 |
10,057.5 |
8,350.0 |
1,707.5 |
18.6% |
137.9 |
1.5% |
48% |
False |
False |
49,673 |
120 |
10,057.5 |
8,350.0 |
1,707.5 |
18.6% |
124.1 |
1.4% |
48% |
False |
False |
41,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,050.5 |
2.618 |
9,769.8 |
1.618 |
9,597.8 |
1.000 |
9,491.5 |
0.618 |
9,425.8 |
HIGH |
9,319.5 |
0.618 |
9,253.8 |
0.500 |
9,233.5 |
0.382 |
9,213.2 |
LOW |
9,147.5 |
0.618 |
9,041.2 |
1.000 |
8,975.5 |
1.618 |
8,869.2 |
2.618 |
8,697.2 |
4.250 |
8,416.5 |
|
|
Fisher Pivots for day following 04-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
9,233.5 |
9,245.8 |
PP |
9,213.7 |
9,221.8 |
S1 |
9,193.8 |
9,197.9 |
|