Trading Metrics calculated at close of trading on 05-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
1,163.4 |
1,164.9 |
1.5 |
0.1% |
1,104.9 |
High |
1,164.2 |
1,168.1 |
3.9 |
0.3% |
1,167.6 |
Low |
1,154.9 |
1,157.0 |
2.1 |
0.2% |
1,104.9 |
Close |
1,157.8 |
1,161.2 |
3.4 |
0.3% |
1,166.7 |
Range |
9.3 |
11.1 |
1.8 |
19.4% |
62.7 |
ATR |
15.8 |
15.5 |
-0.3 |
-2.1% |
0.0 |
Volume |
9 |
50 |
41 |
455.6% |
293 |
|
Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,195.5 |
1,189.5 |
1,167.3 |
|
R3 |
1,184.3 |
1,178.3 |
1,164.3 |
|
R2 |
1,173.3 |
1,173.3 |
1,163.3 |
|
R1 |
1,167.3 |
1,167.3 |
1,162.3 |
1,164.8 |
PP |
1,162.0 |
1,162.0 |
1,162.0 |
1,160.8 |
S1 |
1,156.0 |
1,156.0 |
1,160.3 |
1,153.5 |
S2 |
1,151.0 |
1,151.0 |
1,159.3 |
|
S3 |
1,140.0 |
1,145.0 |
1,158.3 |
|
S4 |
1,128.8 |
1,134.0 |
1,155.0 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,334.5 |
1,313.3 |
1,201.3 |
|
R3 |
1,271.8 |
1,250.5 |
1,184.0 |
|
R2 |
1,209.0 |
1,209.0 |
1,178.3 |
|
R1 |
1,188.0 |
1,188.0 |
1,172.5 |
1,198.5 |
PP |
1,146.5 |
1,146.5 |
1,146.5 |
1,151.8 |
S1 |
1,125.3 |
1,125.3 |
1,161.0 |
1,135.8 |
S2 |
1,083.8 |
1,083.8 |
1,155.3 |
|
S3 |
1,021.0 |
1,062.5 |
1,149.5 |
|
S4 |
958.3 |
999.8 |
1,132.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,170.8 |
1,125.8 |
45.0 |
3.9% |
15.5 |
1.3% |
79% |
False |
False |
57 |
10 |
1,170.8 |
1,104.9 |
65.9 |
5.7% |
11.8 |
1.0% |
85% |
False |
False |
37 |
20 |
1,170.8 |
1,038.8 |
132.0 |
11.4% |
12.8 |
1.1% |
93% |
False |
False |
25 |
40 |
1,170.8 |
1,038.8 |
132.0 |
11.4% |
10.8 |
0.9% |
93% |
False |
False |
25 |
60 |
1,170.8 |
1,038.8 |
132.0 |
11.4% |
7.0 |
0.6% |
93% |
False |
False |
17 |
80 |
1,170.8 |
1,038.8 |
132.0 |
11.4% |
5.3 |
0.5% |
93% |
False |
False |
174 |
100 |
1,195.6 |
1,038.8 |
156.8 |
13.5% |
4.3 |
0.4% |
78% |
False |
False |
426 |
120 |
1,195.6 |
1,038.8 |
156.8 |
13.5% |
3.5 |
0.3% |
78% |
False |
False |
355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,215.3 |
2.618 |
1,197.3 |
1.618 |
1,186.0 |
1.000 |
1,179.3 |
0.618 |
1,175.0 |
HIGH |
1,168.0 |
0.618 |
1,163.8 |
0.500 |
1,162.5 |
0.382 |
1,161.3 |
LOW |
1,157.0 |
0.618 |
1,150.3 |
1.000 |
1,146.0 |
1.618 |
1,139.0 |
2.618 |
1,128.0 |
4.250 |
1,109.8 |
|
|
Fisher Pivots for day following 05-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,162.5 |
1,162.8 |
PP |
1,162.0 |
1,162.3 |
S1 |
1,161.8 |
1,161.8 |
|