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 |
17,288 |
17,311 |
23 |
0.1% |
16,746 |
High |
17,329 |
17,426 |
97 |
0.6% |
17,355 |
Low |
17,208 |
17,289 |
81 |
0.5% |
16,652 |
Close |
17,305 |
17,413 |
108 |
0.6% |
17,311 |
Range |
121 |
137 |
16 |
13.2% |
703 |
ATR |
225 |
219 |
-6 |
-2.8% |
0 |
Volume |
141,531 |
138,569 |
-2,962 |
-2.1% |
810,514 |
|
Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,787 |
17,737 |
17,488 |
|
R3 |
17,650 |
17,600 |
17,451 |
|
R2 |
17,513 |
17,513 |
17,438 |
|
R1 |
17,463 |
17,463 |
17,426 |
17,488 |
PP |
17,376 |
17,376 |
17,376 |
17,389 |
S1 |
17,326 |
17,326 |
17,401 |
17,351 |
S2 |
17,239 |
17,239 |
17,388 |
|
S3 |
17,102 |
17,189 |
17,375 |
|
S4 |
16,965 |
17,052 |
17,338 |
|
|
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 |
17,426 |
16,831 |
595 |
3.4% |
181 |
1.0% |
98% |
True |
False |
151,970 |
10 |
17,426 |
16,403 |
1,023 |
5.9% |
193 |
1.1% |
99% |
True |
False |
156,028 |
20 |
17,426 |
15,769 |
1,657 |
9.5% |
258 |
1.5% |
99% |
True |
False |
230,614 |
40 |
17,426 |
15,769 |
1,657 |
9.5% |
224 |
1.3% |
99% |
True |
False |
198,413 |
60 |
17,426 |
15,769 |
1,657 |
9.5% |
184 |
1.1% |
99% |
True |
False |
132,722 |
80 |
17,426 |
15,769 |
1,657 |
9.5% |
170 |
1.0% |
99% |
True |
False |
99,554 |
100 |
17,426 |
15,769 |
1,657 |
9.5% |
151 |
0.9% |
99% |
True |
False |
79,646 |
120 |
17,426 |
15,769 |
1,657 |
9.5% |
132 |
0.8% |
99% |
True |
False |
66,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,008 |
2.618 |
17,785 |
1.618 |
17,648 |
1.000 |
17,563 |
0.618 |
17,511 |
HIGH |
17,426 |
0.618 |
17,374 |
0.500 |
17,358 |
0.382 |
17,341 |
LOW |
17,289 |
0.618 |
17,204 |
1.000 |
17,152 |
1.618 |
17,067 |
2.618 |
16,930 |
4.250 |
16,707 |
|
|
Fisher Pivots for day following 05-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,395 |
17,381 |
PP |
17,376 |
17,349 |
S1 |
17,358 |
17,317 |
|