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 |
17,311 |
17,415 |
104 |
0.6% |
16,746 |
High |
17,426 |
17,513 |
87 |
0.5% |
17,355 |
Low |
17,289 |
17,367 |
78 |
0.5% |
16,652 |
Close |
17,413 |
17,504 |
91 |
0.5% |
17,311 |
Range |
137 |
146 |
9 |
6.6% |
703 |
ATR |
219 |
214 |
-5 |
-2.4% |
0 |
Volume |
138,569 |
136,570 |
-1,999 |
-1.4% |
810,514 |
|
Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,899 |
17,848 |
17,584 |
|
R3 |
17,753 |
17,702 |
17,544 |
|
R2 |
17,607 |
17,607 |
17,531 |
|
R1 |
17,556 |
17,556 |
17,518 |
17,582 |
PP |
17,461 |
17,461 |
17,461 |
17,474 |
S1 |
17,410 |
17,410 |
17,491 |
17,436 |
S2 |
17,315 |
17,315 |
17,477 |
|
S3 |
17,169 |
17,264 |
17,464 |
|
S4 |
17,023 |
17,118 |
17,424 |
|
|
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 |
17,513 |
17,105 |
408 |
2.3% |
146 |
0.8% |
98% |
True |
False |
139,615 |
10 |
17,513 |
16,514 |
999 |
5.7% |
179 |
1.0% |
99% |
True |
False |
149,645 |
20 |
17,513 |
15,769 |
1,744 |
10.0% |
245 |
1.4% |
99% |
True |
False |
220,311 |
40 |
17,513 |
15,769 |
1,744 |
10.0% |
225 |
1.3% |
99% |
True |
False |
200,830 |
60 |
17,513 |
15,769 |
1,744 |
10.0% |
185 |
1.1% |
99% |
True |
False |
134,998 |
80 |
17,513 |
15,769 |
1,744 |
10.0% |
171 |
1.0% |
99% |
True |
False |
101,261 |
100 |
17,513 |
15,769 |
1,744 |
10.0% |
153 |
0.9% |
99% |
True |
False |
81,012 |
120 |
17,513 |
15,769 |
1,744 |
10.0% |
133 |
0.8% |
99% |
True |
False |
67,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,134 |
2.618 |
17,895 |
1.618 |
17,749 |
1.000 |
17,659 |
0.618 |
17,603 |
HIGH |
17,513 |
0.618 |
17,457 |
0.500 |
17,440 |
0.382 |
17,423 |
LOW |
17,367 |
0.618 |
17,277 |
1.000 |
17,221 |
1.618 |
17,131 |
2.618 |
16,985 |
4.250 |
16,747 |
|
|
Fisher Pivots for day following 06-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
17,483 |
17,456 |
PP |
17,461 |
17,408 |
S1 |
17,440 |
17,361 |
|