Trading Metrics calculated at close of trading on 06-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
9,259.5 |
9,282.0 |
22.5 |
0.2% |
9,033.0 |
High |
9,331.5 |
9,469.0 |
137.5 |
1.5% |
9,344.0 |
Low |
9,222.5 |
9,266.5 |
44.0 |
0.5% |
8,835.0 |
Close |
9,310.5 |
9,379.0 |
68.5 |
0.7% |
9,309.0 |
Range |
109.0 |
202.5 |
93.5 |
85.8% |
509.0 |
ATR |
192.9 |
193.6 |
0.7 |
0.4% |
0.0 |
Volume |
116,033 |
153,437 |
37,404 |
32.2% |
625,006 |
|
Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,979.0 |
9,881.5 |
9,490.4 |
|
R3 |
9,776.5 |
9,679.0 |
9,434.7 |
|
R2 |
9,574.0 |
9,574.0 |
9,416.1 |
|
R1 |
9,476.5 |
9,476.5 |
9,397.6 |
9,525.3 |
PP |
9,371.5 |
9,371.5 |
9,371.5 |
9,395.9 |
S1 |
9,274.0 |
9,274.0 |
9,360.4 |
9,322.8 |
S2 |
9,169.0 |
9,169.0 |
9,341.9 |
|
S3 |
8,966.5 |
9,071.5 |
9,323.3 |
|
S4 |
8,764.0 |
8,869.0 |
9,267.6 |
|
|
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 |
9,469.0 |
9,147.5 |
321.5 |
3.4% |
144.1 |
1.5% |
72% |
True |
False |
124,518 |
10 |
9,469.0 |
8,835.0 |
634.0 |
6.8% |
163.4 |
1.7% |
86% |
True |
False |
128,238 |
20 |
9,469.0 |
8,350.0 |
1,119.0 |
11.9% |
202.9 |
2.2% |
92% |
True |
False |
146,608 |
40 |
9,896.0 |
8,350.0 |
1,546.0 |
16.5% |
175.0 |
1.9% |
67% |
False |
False |
129,396 |
60 |
9,896.0 |
8,350.0 |
1,546.0 |
16.5% |
155.7 |
1.7% |
67% |
False |
False |
87,102 |
80 |
9,896.0 |
8,350.0 |
1,546.0 |
16.5% |
152.1 |
1.6% |
67% |
False |
False |
65,407 |
100 |
10,057.5 |
8,350.0 |
1,707.5 |
18.2% |
139.5 |
1.5% |
60% |
False |
False |
52,365 |
120 |
10,057.5 |
8,350.0 |
1,707.5 |
18.2% |
125.0 |
1.3% |
60% |
False |
False |
43,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,329.6 |
2.618 |
9,999.1 |
1.618 |
9,796.6 |
1.000 |
9,671.5 |
0.618 |
9,594.1 |
HIGH |
9,469.0 |
0.618 |
9,391.6 |
0.500 |
9,367.8 |
0.382 |
9,343.9 |
LOW |
9,266.5 |
0.618 |
9,141.4 |
1.000 |
9,064.0 |
1.618 |
8,938.9 |
2.618 |
8,736.4 |
4.250 |
8,405.9 |
|
|
Fisher Pivots for day following 06-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
9,375.3 |
9,355.4 |
PP |
9,371.5 |
9,331.8 |
S1 |
9,367.8 |
9,308.3 |
|