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 |
17,312 |
17,288 |
-24 |
-0.1% |
16,746 |
High |
17,342 |
17,329 |
-13 |
-0.1% |
17,355 |
Low |
17,267 |
17,208 |
-59 |
-0.3% |
16,652 |
Close |
17,285 |
17,305 |
20 |
0.1% |
17,311 |
Range |
75 |
121 |
46 |
61.3% |
703 |
ATR |
233 |
225 |
-8 |
-3.4% |
0 |
Volume |
108,738 |
141,531 |
32,793 |
30.2% |
810,514 |
|
Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,644 |
17,595 |
17,372 |
|
R3 |
17,523 |
17,474 |
17,338 |
|
R2 |
17,402 |
17,402 |
17,327 |
|
R1 |
17,353 |
17,353 |
17,316 |
17,378 |
PP |
17,281 |
17,281 |
17,281 |
17,293 |
S1 |
17,232 |
17,232 |
17,294 |
17,257 |
S2 |
17,160 |
17,160 |
17,283 |
|
S3 |
17,039 |
17,111 |
17,272 |
|
S4 |
16,918 |
16,990 |
17,239 |
|
|
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 |
16,820 |
535 |
3.1% |
188 |
1.1% |
91% |
False |
False |
159,341 |
10 |
17,355 |
16,383 |
972 |
5.6% |
201 |
1.2% |
95% |
False |
False |
161,463 |
20 |
17,355 |
15,769 |
1,586 |
9.2% |
268 |
1.6% |
97% |
False |
False |
236,173 |
40 |
17,355 |
15,769 |
1,586 |
9.2% |
223 |
1.3% |
97% |
False |
False |
195,182 |
60 |
17,355 |
15,769 |
1,586 |
9.2% |
183 |
1.1% |
97% |
False |
False |
130,414 |
80 |
17,355 |
15,769 |
1,586 |
9.2% |
169 |
1.0% |
97% |
False |
False |
97,822 |
100 |
17,355 |
15,769 |
1,586 |
9.2% |
150 |
0.9% |
97% |
False |
False |
78,260 |
120 |
17,355 |
15,769 |
1,586 |
9.2% |
131 |
0.8% |
97% |
False |
False |
65,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,843 |
2.618 |
17,646 |
1.618 |
17,525 |
1.000 |
17,450 |
0.618 |
17,404 |
HIGH |
17,329 |
0.618 |
17,283 |
0.500 |
17,269 |
0.382 |
17,254 |
LOW |
17,208 |
0.618 |
17,133 |
1.000 |
17,087 |
1.618 |
17,012 |
2.618 |
16,891 |
4.250 |
16,694 |
|
|
Fisher Pivots for day following 04-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,293 |
17,280 |
PP |
17,281 |
17,255 |
S1 |
17,269 |
17,230 |
|