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 |
17,110 |
17,365 |
255 |
1.5% |
15,475 |
High |
17,480 |
17,365 |
-115 |
-0.7% |
17,085 |
Low |
16,980 |
16,740 |
-240 |
-1.4% |
15,285 |
Close |
17,385 |
17,000 |
-385 |
-2.2% |
17,070 |
Range |
500 |
625 |
125 |
25.0% |
1,800 |
ATR |
387 |
405 |
18 |
4.8% |
0 |
Volume |
23,145 |
57,432 |
34,287 |
148.1% |
109,519 |
|
Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,910 |
18,580 |
17,344 |
|
R3 |
18,285 |
17,955 |
17,172 |
|
R2 |
17,660 |
17,660 |
17,115 |
|
R1 |
17,330 |
17,330 |
17,057 |
17,183 |
PP |
17,035 |
17,035 |
17,035 |
16,961 |
S1 |
16,705 |
16,705 |
16,943 |
16,558 |
S2 |
16,410 |
16,410 |
16,886 |
|
S3 |
15,785 |
16,080 |
16,828 |
|
S4 |
15,160 |
15,455 |
16,656 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,880 |
21,275 |
18,060 |
|
R3 |
20,080 |
19,475 |
17,565 |
|
R2 |
18,280 |
18,280 |
17,400 |
|
R1 |
17,675 |
17,675 |
17,235 |
17,978 |
PP |
16,480 |
16,480 |
16,480 |
16,631 |
S1 |
15,875 |
15,875 |
16,905 |
16,178 |
S2 |
14,680 |
14,680 |
16,740 |
|
S3 |
12,880 |
14,075 |
16,575 |
|
S4 |
11,080 |
12,275 |
16,080 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,480 |
15,425 |
2,055 |
12.1% |
603 |
3.5% |
77% |
False |
False |
32,717 |
10 |
17,480 |
15,030 |
2,450 |
14.4% |
428 |
2.5% |
80% |
False |
False |
25,123 |
20 |
17,480 |
14,400 |
3,080 |
18.1% |
416 |
2.4% |
84% |
False |
False |
26,050 |
40 |
17,480 |
14,400 |
3,080 |
18.1% |
337 |
2.0% |
84% |
False |
False |
20,964 |
60 |
17,480 |
14,400 |
3,080 |
18.1% |
269 |
1.6% |
84% |
False |
False |
15,106 |
80 |
17,480 |
14,400 |
3,080 |
18.1% |
223 |
1.3% |
84% |
False |
False |
11,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,021 |
2.618 |
19,001 |
1.618 |
18,376 |
1.000 |
17,990 |
0.618 |
17,751 |
HIGH |
17,365 |
0.618 |
17,126 |
0.500 |
17,053 |
0.382 |
16,979 |
LOW |
16,740 |
0.618 |
16,354 |
1.000 |
16,115 |
1.618 |
15,729 |
2.618 |
15,104 |
4.250 |
14,084 |
|
|
Fisher Pivots for day following 04-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,053 |
16,885 |
PP |
17,035 |
16,770 |
S1 |
17,018 |
16,655 |
|