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 |
6,520.0 |
6,449.5 |
-70.5 |
-1.1% |
6,390.5 |
High |
6,536.0 |
6,500.0 |
-36.0 |
-0.6% |
6,539.0 |
Low |
6,452.5 |
6,422.0 |
-30.5 |
-0.5% |
6,313.0 |
Close |
6,460.0 |
6,433.5 |
-26.5 |
-0.4% |
6,505.5 |
Range |
83.5 |
78.0 |
-5.5 |
-6.6% |
226.0 |
ATR |
105.3 |
103.3 |
-1.9 |
-1.8% |
0.0 |
Volume |
104,344 |
79,573 |
-24,771 |
-23.7% |
519,197 |
|
Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,686.0 |
6,637.5 |
6,476.5 |
|
R3 |
6,608.0 |
6,559.5 |
6,455.0 |
|
R2 |
6,530.0 |
6,530.0 |
6,448.0 |
|
R1 |
6,481.5 |
6,481.5 |
6,440.5 |
6,467.0 |
PP |
6,452.0 |
6,452.0 |
6,452.0 |
6,444.5 |
S1 |
6,403.5 |
6,403.5 |
6,426.5 |
6,389.0 |
S2 |
6,374.0 |
6,374.0 |
6,419.0 |
|
S3 |
6,296.0 |
6,325.5 |
6,412.0 |
|
S4 |
6,218.0 |
6,247.5 |
6,390.5 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,130.5 |
7,044.0 |
6,630.0 |
|
R3 |
6,904.5 |
6,818.0 |
6,567.5 |
|
R2 |
6,678.5 |
6,678.5 |
6,547.0 |
|
R1 |
6,592.0 |
6,592.0 |
6,526.0 |
6,635.0 |
PP |
6,452.5 |
6,452.5 |
6,452.5 |
6,474.0 |
S1 |
6,366.0 |
6,366.0 |
6,485.0 |
6,409.0 |
S2 |
6,226.5 |
6,226.5 |
6,464.0 |
|
S3 |
6,000.5 |
6,140.0 |
6,443.5 |
|
S4 |
5,774.5 |
5,914.0 |
6,381.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,539.0 |
6,355.5 |
183.5 |
2.9% |
84.0 |
1.3% |
43% |
False |
False |
106,336 |
10 |
6,539.0 |
6,292.0 |
247.0 |
3.8% |
83.5 |
1.3% |
57% |
False |
False |
100,753 |
20 |
6,539.0 |
6,042.5 |
496.5 |
7.7% |
119.0 |
1.8% |
79% |
False |
False |
138,856 |
40 |
6,875.0 |
6,042.5 |
832.5 |
12.9% |
98.5 |
1.5% |
47% |
False |
False |
128,443 |
60 |
6,875.0 |
6,042.5 |
832.5 |
12.9% |
78.0 |
1.2% |
47% |
False |
False |
86,724 |
80 |
6,875.0 |
6,042.5 |
832.5 |
12.9% |
65.5 |
1.0% |
47% |
False |
False |
65,052 |
100 |
6,875.0 |
6,042.5 |
832.5 |
12.9% |
54.0 |
0.8% |
47% |
False |
False |
52,049 |
120 |
6,875.0 |
6,042.5 |
832.5 |
12.9% |
45.5 |
0.7% |
47% |
False |
False |
43,381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,831.5 |
2.618 |
6,704.0 |
1.618 |
6,626.0 |
1.000 |
6,578.0 |
0.618 |
6,548.0 |
HIGH |
6,500.0 |
0.618 |
6,470.0 |
0.500 |
6,461.0 |
0.382 |
6,452.0 |
LOW |
6,422.0 |
0.618 |
6,374.0 |
1.000 |
6,344.0 |
1.618 |
6,296.0 |
2.618 |
6,218.0 |
4.250 |
6,090.5 |
|
|
Fisher Pivots for day following 04-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
6,461.0 |
6,480.5 |
PP |
6,452.0 |
6,465.0 |
S1 |
6,442.5 |
6,449.0 |
|