Trading Metrics calculated at close of trading on 31-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
16,912 |
17,116 |
204 |
1.2% |
16,746 |
High |
17,152 |
17,355 |
203 |
1.2% |
17,355 |
Low |
16,831 |
17,105 |
274 |
1.6% |
16,652 |
Close |
17,114 |
17,311 |
197 |
1.2% |
17,311 |
Range |
321 |
250 |
-71 |
-22.1% |
703 |
ATR |
245 |
245 |
0 |
0.1% |
0 |
Volume |
198,344 |
172,671 |
-25,673 |
-12.9% |
810,514 |
|
Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,007 |
17,909 |
17,449 |
|
R3 |
17,757 |
17,659 |
17,380 |
|
R2 |
17,507 |
17,507 |
17,357 |
|
R1 |
17,409 |
17,409 |
17,334 |
17,458 |
PP |
17,257 |
17,257 |
17,257 |
17,282 |
S1 |
17,159 |
17,159 |
17,288 |
17,208 |
S2 |
17,007 |
17,007 |
17,265 |
|
S3 |
16,757 |
16,909 |
17,242 |
|
S4 |
16,507 |
16,659 |
17,174 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,215 |
18,966 |
17,698 |
|
R3 |
18,512 |
18,263 |
17,504 |
|
R2 |
17,809 |
17,809 |
17,440 |
|
R1 |
17,560 |
17,560 |
17,376 |
17,685 |
PP |
17,106 |
17,106 |
17,106 |
17,168 |
S1 |
16,857 |
16,857 |
17,247 |
16,982 |
S2 |
16,403 |
16,403 |
17,182 |
|
S3 |
15,700 |
16,154 |
17,118 |
|
S4 |
14,997 |
15,451 |
16,924 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,355 |
16,652 |
703 |
4.1% |
215 |
1.2% |
94% |
True |
False |
162,102 |
10 |
17,355 |
16,163 |
1,192 |
6.9% |
242 |
1.4% |
96% |
True |
False |
172,707 |
20 |
17,355 |
15,769 |
1,586 |
9.2% |
282 |
1.6% |
97% |
True |
False |
242,232 |
40 |
17,355 |
15,769 |
1,586 |
9.2% |
223 |
1.3% |
97% |
True |
False |
189,076 |
60 |
17,355 |
15,769 |
1,586 |
9.2% |
185 |
1.1% |
97% |
True |
False |
126,248 |
80 |
17,355 |
15,769 |
1,586 |
9.2% |
169 |
1.0% |
97% |
True |
False |
94,694 |
100 |
17,355 |
15,769 |
1,586 |
9.2% |
149 |
0.9% |
97% |
True |
False |
75,758 |
120 |
17,355 |
15,769 |
1,586 |
9.2% |
131 |
0.8% |
97% |
True |
False |
63,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,418 |
2.618 |
18,010 |
1.618 |
17,760 |
1.000 |
17,605 |
0.618 |
17,510 |
HIGH |
17,355 |
0.618 |
17,260 |
0.500 |
17,230 |
0.382 |
17,201 |
LOW |
17,105 |
0.618 |
16,951 |
1.000 |
16,855 |
1.618 |
16,701 |
2.618 |
16,451 |
4.250 |
16,043 |
|
|
Fisher Pivots for day following 31-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
17,284 |
17,237 |
PP |
17,257 |
17,162 |
S1 |
17,230 |
17,088 |
|