Trading Metrics calculated at close of trading on 05-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
9,260.0 |
9,259.5 |
-0.5 |
0.0% |
9,033.0 |
High |
9,319.5 |
9,331.5 |
12.0 |
0.1% |
9,344.0 |
Low |
9,147.5 |
9,222.5 |
75.0 |
0.8% |
8,835.0 |
Close |
9,174.0 |
9,310.5 |
136.5 |
1.5% |
9,309.0 |
Range |
172.0 |
109.0 |
-63.0 |
-36.6% |
509.0 |
ATR |
195.6 |
192.9 |
-2.7 |
-1.4% |
0.0 |
Volume |
116,033 |
116,033 |
0 |
0.0% |
625,006 |
|
Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,615.2 |
9,571.8 |
9,370.5 |
|
R3 |
9,506.2 |
9,462.8 |
9,340.5 |
|
R2 |
9,397.2 |
9,397.2 |
9,330.5 |
|
R1 |
9,353.8 |
9,353.8 |
9,320.5 |
9,375.5 |
PP |
9,288.2 |
9,288.2 |
9,288.2 |
9,299.0 |
S1 |
9,244.8 |
9,244.8 |
9,300.5 |
9,266.5 |
S2 |
9,179.2 |
9,179.2 |
9,290.5 |
|
S3 |
9,070.2 |
9,135.8 |
9,280.5 |
|
S4 |
8,961.2 |
9,026.8 |
9,250.6 |
|
|
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% |
156.0 |
1.7% |
92% |
False |
False |
122,880 |
10 |
9,344.0 |
8,817.0 |
527.0 |
5.7% |
168.9 |
1.8% |
94% |
False |
False |
122,947 |
20 |
9,344.0 |
8,350.0 |
994.0 |
10.7% |
205.4 |
2.2% |
97% |
False |
False |
149,644 |
40 |
9,896.0 |
8,350.0 |
1,546.0 |
16.6% |
172.6 |
1.9% |
62% |
False |
False |
125,691 |
60 |
9,896.0 |
8,350.0 |
1,546.0 |
16.6% |
154.4 |
1.7% |
62% |
False |
False |
84,551 |
80 |
9,896.0 |
8,350.0 |
1,546.0 |
16.6% |
150.7 |
1.6% |
62% |
False |
False |
63,491 |
100 |
10,057.5 |
8,350.0 |
1,707.5 |
18.3% |
138.7 |
1.5% |
56% |
False |
False |
50,833 |
120 |
10,057.5 |
8,350.0 |
1,707.5 |
18.3% |
123.9 |
1.3% |
56% |
False |
False |
42,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,794.8 |
2.618 |
9,616.9 |
1.618 |
9,507.9 |
1.000 |
9,440.5 |
0.618 |
9,398.9 |
HIGH |
9,331.5 |
0.618 |
9,289.9 |
0.500 |
9,277.0 |
0.382 |
9,264.1 |
LOW |
9,222.5 |
0.618 |
9,155.1 |
1.000 |
9,113.5 |
1.618 |
9,046.1 |
2.618 |
8,937.1 |
4.250 |
8,759.3 |
|
|
Fisher Pivots for day following 05-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
9,299.3 |
9,288.9 |
PP |
9,288.2 |
9,267.3 |
S1 |
9,277.0 |
9,245.8 |
|