Trading Metrics calculated at close of trading on 30-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,141.1 |
1,139.8 |
-1.3 |
-0.1% |
1,080.5 |
High |
1,153.7 |
1,158.3 |
4.6 |
0.4% |
1,120.1 |
Low |
1,134.3 |
1,131.6 |
-2.7 |
-0.2% |
1,070.6 |
Close |
1,141.7 |
1,153.8 |
12.1 |
1.1% |
1,115.4 |
Range |
19.4 |
26.7 |
7.3 |
37.6% |
49.5 |
ATR |
23.6 |
23.8 |
0.2 |
0.9% |
0.0 |
Volume |
155,030 |
134,321 |
-20,709 |
-13.4% |
623,585 |
|
Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,228.0 |
1,217.5 |
1,168.5 |
|
R3 |
1,201.3 |
1,191.0 |
1,161.3 |
|
R2 |
1,174.5 |
1,174.5 |
1,158.8 |
|
R1 |
1,164.3 |
1,164.3 |
1,156.3 |
1,169.5 |
PP |
1,148.0 |
1,148.0 |
1,148.0 |
1,150.5 |
S1 |
1,137.5 |
1,137.5 |
1,151.3 |
1,142.8 |
S2 |
1,121.3 |
1,121.3 |
1,149.0 |
|
S3 |
1,094.5 |
1,110.8 |
1,146.5 |
|
S4 |
1,067.8 |
1,084.0 |
1,139.0 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,250.5 |
1,232.5 |
1,142.5 |
|
R3 |
1,201.0 |
1,183.0 |
1,129.0 |
|
R2 |
1,151.5 |
1,151.5 |
1,124.5 |
|
R1 |
1,133.5 |
1,133.5 |
1,120.0 |
1,142.5 |
PP |
1,102.0 |
1,102.0 |
1,102.0 |
1,106.5 |
S1 |
1,084.0 |
1,084.0 |
1,110.8 |
1,093.0 |
S2 |
1,052.5 |
1,052.5 |
1,106.3 |
|
S3 |
1,003.0 |
1,034.5 |
1,101.8 |
|
S4 |
953.5 |
985.0 |
1,088.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,158.3 |
1,099.1 |
59.2 |
5.1% |
22.5 |
1.9% |
92% |
True |
False |
130,230 |
10 |
1,158.3 |
1,070.6 |
87.7 |
7.6% |
23.5 |
2.0% |
95% |
True |
False |
134,776 |
20 |
1,158.3 |
1,038.6 |
119.7 |
10.4% |
26.0 |
2.3% |
96% |
True |
False |
173,780 |
40 |
1,169.8 |
1,038.6 |
131.2 |
11.4% |
21.8 |
1.9% |
88% |
False |
False |
154,619 |
60 |
1,182.2 |
1,038.6 |
143.6 |
12.4% |
18.3 |
1.6% |
80% |
False |
False |
103,143 |
80 |
1,182.2 |
1,038.6 |
143.6 |
12.4% |
17.3 |
1.5% |
80% |
False |
False |
77,370 |
100 |
1,205.4 |
1,038.6 |
166.8 |
14.5% |
15.3 |
1.3% |
69% |
False |
False |
61,902 |
120 |
1,205.4 |
1,038.6 |
166.8 |
14.5% |
12.8 |
1.1% |
69% |
False |
False |
51,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,271.8 |
2.618 |
1,228.3 |
1.618 |
1,201.5 |
1.000 |
1,185.0 |
0.618 |
1,174.8 |
HIGH |
1,158.3 |
0.618 |
1,148.0 |
0.500 |
1,145.0 |
0.382 |
1,141.8 |
LOW |
1,131.5 |
0.618 |
1,115.0 |
1.000 |
1,105.0 |
1.618 |
1,088.5 |
2.618 |
1,061.8 |
4.250 |
1,018.0 |
|
|
Fisher Pivots for day following 30-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,150.8 |
1,148.3 |
PP |
1,148.0 |
1,142.5 |
S1 |
1,145.0 |
1,137.0 |
|