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 |
16,945 |
17,105 |
160 |
0.9% |
15,475 |
High |
17,180 |
17,145 |
-35 |
-0.2% |
17,085 |
Low |
16,835 |
16,775 |
-60 |
-0.4% |
15,285 |
Close |
17,125 |
17,000 |
-125 |
-0.7% |
17,070 |
Range |
345 |
370 |
25 |
7.2% |
1,800 |
ATR |
401 |
399 |
-2 |
-0.6% |
0 |
Volume |
25,257 |
26,163 |
906 |
3.6% |
109,519 |
|
Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,083 |
17,912 |
17,204 |
|
R3 |
17,713 |
17,542 |
17,102 |
|
R2 |
17,343 |
17,343 |
17,068 |
|
R1 |
17,172 |
17,172 |
17,034 |
17,073 |
PP |
16,973 |
16,973 |
16,973 |
16,924 |
S1 |
16,802 |
16,802 |
16,966 |
16,703 |
S2 |
16,603 |
16,603 |
16,932 |
|
S3 |
16,233 |
16,432 |
16,898 |
|
S4 |
15,863 |
16,062 |
16,797 |
|
|
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 |
15,830 |
1,650 |
9.7% |
619 |
3.6% |
71% |
False |
False |
35,901 |
10 |
17,480 |
15,265 |
2,215 |
13.0% |
431 |
2.5% |
78% |
False |
False |
26,005 |
20 |
17,480 |
14,400 |
3,080 |
18.1% |
410 |
2.4% |
84% |
False |
False |
26,227 |
40 |
17,480 |
14,400 |
3,080 |
18.1% |
345 |
2.0% |
84% |
False |
False |
21,056 |
60 |
17,480 |
14,400 |
3,080 |
18.1% |
276 |
1.6% |
84% |
False |
False |
15,963 |
80 |
17,480 |
14,400 |
3,080 |
18.1% |
232 |
1.4% |
84% |
False |
False |
11,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,718 |
2.618 |
18,114 |
1.618 |
17,744 |
1.000 |
17,515 |
0.618 |
17,374 |
HIGH |
17,145 |
0.618 |
17,004 |
0.500 |
16,960 |
0.382 |
16,916 |
LOW |
16,775 |
0.618 |
16,546 |
1.000 |
16,405 |
1.618 |
16,176 |
2.618 |
15,806 |
4.250 |
15,203 |
|
|
Fisher Pivots for day following 06-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
16,987 |
17,053 |
PP |
16,973 |
17,035 |
S1 |
16,960 |
17,018 |
|