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 |
17,365 |
16,945 |
-420 |
-2.4% |
15,475 |
High |
17,365 |
17,180 |
-185 |
-1.1% |
17,085 |
Low |
16,740 |
16,835 |
95 |
0.6% |
15,285 |
Close |
17,000 |
17,125 |
125 |
0.7% |
17,070 |
Range |
625 |
345 |
-280 |
-44.8% |
1,800 |
ATR |
405 |
401 |
-4 |
-1.1% |
0 |
Volume |
57,432 |
25,257 |
-32,175 |
-56.0% |
109,519 |
|
Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,082 |
17,948 |
17,315 |
|
R3 |
17,737 |
17,603 |
17,220 |
|
R2 |
17,392 |
17,392 |
17,188 |
|
R1 |
17,258 |
17,258 |
17,157 |
17,325 |
PP |
17,047 |
17,047 |
17,047 |
17,080 |
S1 |
16,913 |
16,913 |
17,094 |
16,980 |
S2 |
16,702 |
16,702 |
17,062 |
|
S3 |
16,357 |
16,568 |
17,030 |
|
S4 |
16,012 |
16,223 |
16,935 |
|
|
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 |
15,595 |
1,885 |
11.0% |
613 |
3.6% |
81% |
False |
False |
34,713 |
10 |
17,480 |
15,095 |
2,385 |
13.9% |
434 |
2.5% |
85% |
False |
False |
25,598 |
20 |
17,480 |
14,400 |
3,080 |
18.0% |
419 |
2.4% |
88% |
False |
False |
26,220 |
40 |
17,480 |
14,400 |
3,080 |
18.0% |
338 |
2.0% |
88% |
False |
False |
20,897 |
60 |
17,480 |
14,400 |
3,080 |
18.0% |
272 |
1.6% |
88% |
False |
False |
15,527 |
80 |
17,480 |
14,400 |
3,080 |
18.0% |
227 |
1.3% |
88% |
False |
False |
11,647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,646 |
2.618 |
18,083 |
1.618 |
17,738 |
1.000 |
17,525 |
0.618 |
17,393 |
HIGH |
17,180 |
0.618 |
17,048 |
0.500 |
17,008 |
0.382 |
16,967 |
LOW |
16,835 |
0.618 |
16,622 |
1.000 |
16,490 |
1.618 |
16,277 |
2.618 |
15,932 |
4.250 |
15,369 |
|
|
Fisher Pivots for day following 05-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,086 |
17,120 |
PP |
17,047 |
17,115 |
S1 |
17,008 |
17,110 |
|