Trading Metrics calculated at close of trading on 03-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
1,200.3 |
1,171.1 |
-29.2 |
-2.4% |
1,228.7 |
High |
1,203.1 |
1,173.5 |
-29.6 |
-2.5% |
1,236.0 |
Low |
1,161.9 |
1,163.8 |
1.9 |
0.2% |
1,161.9 |
Close |
1,172.4 |
1,170.6 |
-1.8 |
-0.2% |
1,172.4 |
Range |
41.2 |
9.7 |
-31.5 |
-76.5% |
74.1 |
ATR |
16.7 |
16.2 |
-0.5 |
-3.0% |
0.0 |
Volume |
14,839 |
10,570 |
-4,269 |
-28.8% |
36,179 |
|
Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,198.4 |
1,194.2 |
1,175.9 |
|
R3 |
1,188.7 |
1,184.5 |
1,173.3 |
|
R2 |
1,179.0 |
1,179.0 |
1,172.4 |
|
R1 |
1,174.8 |
1,174.8 |
1,171.5 |
1,172.1 |
PP |
1,169.3 |
1,169.3 |
1,169.3 |
1,167.9 |
S1 |
1,165.1 |
1,165.1 |
1,169.7 |
1,162.4 |
S2 |
1,159.6 |
1,159.6 |
1,168.8 |
|
S3 |
1,149.9 |
1,155.4 |
1,167.9 |
|
S4 |
1,140.2 |
1,145.7 |
1,165.3 |
|
|
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% |
21.1 |
1.8% |
12% |
False |
False |
8,282 |
10 |
1,256.2 |
1,161.9 |
94.3 |
8.1% |
15.2 |
1.3% |
9% |
False |
False |
8,531 |
20 |
1,256.2 |
1,161.9 |
94.3 |
8.1% |
13.9 |
1.2% |
9% |
False |
False |
5,758 |
40 |
1,259.3 |
1,161.9 |
97.4 |
8.3% |
13.9 |
1.2% |
9% |
False |
False |
4,076 |
60 |
1,319.4 |
1,161.9 |
157.5 |
13.5% |
13.1 |
1.1% |
6% |
False |
False |
3,161 |
80 |
1,340.7 |
1,161.9 |
178.8 |
15.3% |
13.2 |
1.1% |
5% |
False |
False |
2,643 |
100 |
1,347.3 |
1,161.9 |
185.4 |
15.8% |
12.8 |
1.1% |
5% |
False |
False |
2,227 |
120 |
1,347.3 |
1,161.9 |
185.4 |
15.8% |
11.4 |
1.0% |
5% |
False |
False |
1,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,214.7 |
2.618 |
1,198.9 |
1.618 |
1,189.2 |
1.000 |
1,183.2 |
0.618 |
1,179.5 |
HIGH |
1,173.5 |
0.618 |
1,169.8 |
0.500 |
1,168.7 |
0.382 |
1,167.5 |
LOW |
1,163.8 |
0.618 |
1,157.8 |
1.000 |
1,154.1 |
1.618 |
1,148.1 |
2.618 |
1,138.4 |
4.250 |
1,122.6 |
|
|
Fisher Pivots for day following 03-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,170.0 |
1,189.6 |
PP |
1,169.3 |
1,183.3 |
S1 |
1,168.7 |
1,176.9 |
|