Trading Metrics calculated at close of trading on 03-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
17,116 |
17,312 |
196 |
1.1% |
16,746 |
High |
17,355 |
17,342 |
-13 |
-0.1% |
17,355 |
Low |
17,105 |
17,267 |
162 |
0.9% |
16,652 |
Close |
17,311 |
17,285 |
-26 |
-0.2% |
17,311 |
Range |
250 |
75 |
-175 |
-70.0% |
703 |
ATR |
245 |
233 |
-12 |
-5.0% |
0 |
Volume |
172,671 |
108,738 |
-63,933 |
-37.0% |
810,514 |
|
Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,523 |
17,479 |
17,326 |
|
R3 |
17,448 |
17,404 |
17,306 |
|
R2 |
17,373 |
17,373 |
17,299 |
|
R1 |
17,329 |
17,329 |
17,292 |
17,314 |
PP |
17,298 |
17,298 |
17,298 |
17,290 |
S1 |
17,254 |
17,254 |
17,278 |
17,239 |
S2 |
17,223 |
17,223 |
17,271 |
|
S3 |
17,148 |
17,179 |
17,265 |
|
S4 |
17,073 |
17,104 |
17,244 |
|
|
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 |
16,754 |
601 |
3.5% |
201 |
1.2% |
88% |
False |
False |
157,296 |
10 |
17,355 |
16,209 |
1,146 |
6.6% |
224 |
1.3% |
94% |
False |
False |
165,486 |
20 |
17,355 |
15,769 |
1,586 |
9.2% |
277 |
1.6% |
96% |
False |
False |
239,405 |
40 |
17,355 |
15,769 |
1,586 |
9.2% |
223 |
1.3% |
96% |
False |
False |
191,747 |
60 |
17,355 |
15,769 |
1,586 |
9.2% |
182 |
1.1% |
96% |
False |
False |
128,060 |
80 |
17,355 |
15,769 |
1,586 |
9.2% |
169 |
1.0% |
96% |
False |
False |
96,053 |
100 |
17,355 |
15,769 |
1,586 |
9.2% |
149 |
0.9% |
96% |
False |
False |
76,845 |
120 |
17,355 |
15,769 |
1,586 |
9.2% |
131 |
0.8% |
96% |
False |
False |
64,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,661 |
2.618 |
17,538 |
1.618 |
17,463 |
1.000 |
17,417 |
0.618 |
17,388 |
HIGH |
17,342 |
0.618 |
17,313 |
0.500 |
17,305 |
0.382 |
17,296 |
LOW |
17,267 |
0.618 |
17,221 |
1.000 |
17,192 |
1.618 |
17,146 |
2.618 |
17,071 |
4.250 |
16,948 |
|
|
Fisher Pivots for day following 03-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,305 |
17,221 |
PP |
17,298 |
17,157 |
S1 |
17,292 |
17,093 |
|