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 |
1,169.5 |
1,142.2 |
-27.3 |
-2.3% |
1,228.7 |
High |
1,169.5 |
1,149.3 |
-20.2 |
-1.7% |
1,236.0 |
Low |
1,138.9 |
1,139.1 |
0.2 |
0.0% |
1,161.9 |
Close |
1,146.5 |
1,143.3 |
-3.2 |
-0.3% |
1,172.4 |
Range |
30.6 |
10.2 |
-20.4 |
-66.7% |
74.1 |
ATR |
16.8 |
16.3 |
-0.5 |
-2.8% |
0.0 |
Volume |
17,334 |
15,919 |
-1,415 |
-8.2% |
36,179 |
|
Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,174.5 |
1,169.1 |
1,148.9 |
|
R3 |
1,164.3 |
1,158.9 |
1,146.1 |
|
R2 |
1,154.1 |
1,154.1 |
1,145.2 |
|
R1 |
1,148.7 |
1,148.7 |
1,144.2 |
1,151.4 |
PP |
1,143.9 |
1,143.9 |
1,143.9 |
1,145.3 |
S1 |
1,138.5 |
1,138.5 |
1,142.4 |
1,141.2 |
S2 |
1,133.7 |
1,133.7 |
1,141.4 |
|
S3 |
1,123.5 |
1,128.3 |
1,140.5 |
|
S4 |
1,113.3 |
1,118.1 |
1,137.7 |
|
|
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 |
1,203.1 |
1,138.9 |
64.2 |
5.6% |
20.2 |
1.8% |
7% |
False |
False |
12,663 |
10 |
1,236.0 |
1,138.9 |
97.1 |
8.5% |
16.7 |
1.5% |
5% |
False |
False |
9,217 |
20 |
1,256.2 |
1,138.9 |
117.3 |
10.3% |
14.3 |
1.2% |
4% |
False |
False |
7,271 |
40 |
1,256.2 |
1,138.9 |
117.3 |
10.3% |
14.3 |
1.2% |
4% |
False |
False |
4,764 |
60 |
1,319.4 |
1,138.9 |
180.5 |
15.8% |
13.5 |
1.2% |
2% |
False |
False |
3,716 |
80 |
1,325.1 |
1,138.9 |
186.2 |
16.3% |
13.1 |
1.1% |
2% |
False |
False |
3,095 |
100 |
1,347.3 |
1,138.9 |
208.4 |
18.2% |
13.0 |
1.1% |
2% |
False |
False |
2,596 |
120 |
1,347.3 |
1,138.9 |
208.4 |
18.2% |
11.8 |
1.0% |
2% |
False |
False |
2,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,192.7 |
2.618 |
1,176.0 |
1.618 |
1,165.8 |
1.000 |
1,159.5 |
0.618 |
1,155.6 |
HIGH |
1,149.3 |
0.618 |
1,145.4 |
0.500 |
1,144.2 |
0.382 |
1,143.0 |
LOW |
1,139.1 |
0.618 |
1,132.8 |
1.000 |
1,128.9 |
1.618 |
1,122.6 |
2.618 |
1,112.4 |
4.250 |
1,095.8 |
|
|
Fisher Pivots for day following 06-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,144.2 |
1,156.4 |
PP |
1,143.9 |
1,152.0 |
S1 |
1,143.6 |
1,147.7 |
|