Trading Metrics calculated at close of trading on 31-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,212.7 |
1,200.3 |
-12.4 |
-1.0% |
1,228.7 |
High |
1,217.3 |
1,203.1 |
-14.2 |
-1.2% |
1,236.0 |
Low |
1,196.6 |
1,161.9 |
-34.7 |
-2.9% |
1,161.9 |
Close |
1,199.5 |
1,172.4 |
-27.1 |
-2.3% |
1,172.4 |
Range |
20.7 |
41.2 |
20.5 |
99.0% |
74.1 |
ATR |
14.9 |
16.7 |
1.9 |
12.7% |
0.0 |
Volume |
8,878 |
14,839 |
5,961 |
67.1% |
36,179 |
|
Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,302.7 |
1,278.8 |
1,195.1 |
|
R3 |
1,261.5 |
1,237.6 |
1,183.7 |
|
R2 |
1,220.3 |
1,220.3 |
1,180.0 |
|
R1 |
1,196.4 |
1,196.4 |
1,176.2 |
1,187.8 |
PP |
1,179.1 |
1,179.1 |
1,179.1 |
1,174.8 |
S1 |
1,155.2 |
1,155.2 |
1,168.6 |
1,146.6 |
S2 |
1,137.9 |
1,137.9 |
1,164.8 |
|
S3 |
1,096.7 |
1,114.0 |
1,161.1 |
|
S4 |
1,055.5 |
1,072.8 |
1,149.7 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,412.4 |
1,366.5 |
1,213.2 |
|
R3 |
1,338.3 |
1,292.4 |
1,192.8 |
|
R2 |
1,264.2 |
1,264.2 |
1,186.0 |
|
R1 |
1,218.3 |
1,218.3 |
1,179.2 |
1,204.2 |
PP |
1,190.1 |
1,190.1 |
1,190.1 |
1,183.1 |
S1 |
1,144.2 |
1,144.2 |
1,165.6 |
1,130.1 |
S2 |
1,116.0 |
1,116.0 |
1,158.8 |
|
S3 |
1,041.9 |
1,070.1 |
1,152.0 |
|
S4 |
967.8 |
996.0 |
1,131.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,236.0 |
1,161.9 |
74.1 |
6.3% |
20.5 |
1.7% |
14% |
False |
True |
7,235 |
10 |
1,256.2 |
1,161.9 |
94.3 |
8.0% |
15.6 |
1.3% |
11% |
False |
True |
7,711 |
20 |
1,256.2 |
1,161.9 |
94.3 |
8.0% |
14.6 |
1.2% |
11% |
False |
True |
5,280 |
40 |
1,272.9 |
1,161.9 |
111.0 |
9.5% |
14.2 |
1.2% |
9% |
False |
True |
3,835 |
60 |
1,323.0 |
1,161.9 |
161.1 |
13.7% |
13.2 |
1.1% |
7% |
False |
True |
3,029 |
80 |
1,341.3 |
1,161.9 |
179.4 |
15.3% |
13.2 |
1.1% |
6% |
False |
True |
2,523 |
100 |
1,347.3 |
1,161.9 |
185.4 |
15.8% |
12.8 |
1.1% |
6% |
False |
True |
2,124 |
120 |
1,347.3 |
1,161.9 |
185.4 |
15.8% |
11.4 |
1.0% |
6% |
False |
True |
1,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,378.2 |
2.618 |
1,311.0 |
1.618 |
1,269.8 |
1.000 |
1,244.3 |
0.618 |
1,228.6 |
HIGH |
1,203.1 |
0.618 |
1,187.4 |
0.500 |
1,182.5 |
0.382 |
1,177.6 |
LOW |
1,161.9 |
0.618 |
1,136.4 |
1.000 |
1,120.7 |
1.618 |
1,095.2 |
2.618 |
1,054.0 |
4.250 |
986.8 |
|
|
Fisher Pivots for day following 31-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,182.5 |
1,196.5 |
PP |
1,179.1 |
1,188.4 |
S1 |
1,175.8 |
1,180.4 |
|