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 |
2,003.00 |
2,002.00 |
-1.00 |
0.0% |
1,953.00 |
High |
2,011.25 |
2,005.75 |
-5.50 |
-0.3% |
2,008.25 |
Low |
1,999.50 |
1,988.00 |
-11.50 |
-0.6% |
1,936.75 |
Close |
2,003.50 |
1,997.75 |
-5.75 |
-0.3% |
2,003.75 |
Range |
11.75 |
17.75 |
6.00 |
51.1% |
71.50 |
ATR |
29.29 |
28.47 |
-0.82 |
-2.8% |
0.00 |
Volume |
5,689 |
4,795 |
-894 |
-15.7% |
28,686 |
|
Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,050.50 |
2,041.75 |
2,007.50 |
|
R3 |
2,032.75 |
2,024.00 |
2,002.75 |
|
R2 |
2,015.00 |
2,015.00 |
2,001.00 |
|
R1 |
2,006.25 |
2,006.25 |
1,999.50 |
2,001.75 |
PP |
1,997.25 |
1,997.25 |
1,997.25 |
1,995.00 |
S1 |
1,988.50 |
1,988.50 |
1,996.00 |
1,984.00 |
S2 |
1,979.50 |
1,979.50 |
1,994.50 |
|
S3 |
1,961.75 |
1,970.75 |
1,992.75 |
|
S4 |
1,944.00 |
1,953.00 |
1,988.00 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,197.50 |
2,172.00 |
2,043.00 |
|
R3 |
2,126.00 |
2,100.50 |
2,023.50 |
|
R2 |
2,054.50 |
2,054.50 |
2,016.75 |
|
R1 |
2,029.00 |
2,029.00 |
2,010.25 |
2,041.75 |
PP |
1,983.00 |
1,983.00 |
1,983.00 |
1,989.25 |
S1 |
1,957.50 |
1,957.50 |
1,997.25 |
1,970.25 |
S2 |
1,911.50 |
1,911.50 |
1,990.75 |
|
S3 |
1,840.00 |
1,886.00 |
1,984.00 |
|
S4 |
1,768.50 |
1,814.50 |
1,964.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,011.25 |
1,952.00 |
59.25 |
3.0% |
23.00 |
1.2% |
77% |
False |
False |
5,744 |
10 |
2,011.25 |
1,912.25 |
99.00 |
5.0% |
24.50 |
1.2% |
86% |
False |
False |
5,474 |
20 |
2,011.25 |
1,805.00 |
206.25 |
10.3% |
34.75 |
1.7% |
93% |
False |
False |
5,309 |
40 |
2,011.25 |
1,805.00 |
206.25 |
10.3% |
27.75 |
1.4% |
93% |
False |
False |
3,379 |
60 |
2,011.25 |
1,805.00 |
206.25 |
10.3% |
22.25 |
1.1% |
93% |
False |
False |
2,284 |
80 |
2,011.25 |
1,805.00 |
206.25 |
10.3% |
20.75 |
1.0% |
93% |
False |
False |
1,724 |
100 |
2,011.25 |
1,805.00 |
206.25 |
10.3% |
18.50 |
0.9% |
93% |
False |
False |
1,385 |
120 |
2,011.25 |
1,805.00 |
206.25 |
10.3% |
16.25 |
0.8% |
93% |
False |
False |
1,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,081.25 |
2.618 |
2,052.25 |
1.618 |
2,034.50 |
1.000 |
2,023.50 |
0.618 |
2,016.75 |
HIGH |
2,005.75 |
0.618 |
1,999.00 |
0.500 |
1,997.00 |
0.382 |
1,994.75 |
LOW |
1,988.00 |
0.618 |
1,977.00 |
1.000 |
1,970.25 |
1.618 |
1,959.25 |
2.618 |
1,941.50 |
4.250 |
1,912.50 |
|
|
Fisher Pivots for day following 04-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,997.50 |
1,997.00 |
PP |
1,997.25 |
1,996.25 |
S1 |
1,997.00 |
1,995.50 |
|