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 |
2,002.00 |
1,996.50 |
-5.50 |
-0.3% |
1,953.00 |
High |
2,005.75 |
2,012.50 |
6.75 |
0.3% |
2,008.25 |
Low |
1,988.00 |
1,996.00 |
8.00 |
0.4% |
1,936.75 |
Close |
1,997.75 |
2,011.00 |
13.25 |
0.7% |
2,003.75 |
Range |
17.75 |
16.50 |
-1.25 |
-7.0% |
71.50 |
ATR |
28.47 |
27.61 |
-0.85 |
-3.0% |
0.00 |
Volume |
4,795 |
2,196 |
-2,599 |
-54.2% |
28,686 |
|
Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,056.00 |
2,050.00 |
2,020.00 |
|
R3 |
2,039.50 |
2,033.50 |
2,015.50 |
|
R2 |
2,023.00 |
2,023.00 |
2,014.00 |
|
R1 |
2,017.00 |
2,017.00 |
2,012.50 |
2,020.00 |
PP |
2,006.50 |
2,006.50 |
2,006.50 |
2,008.00 |
S1 |
2,000.50 |
2,000.50 |
2,009.50 |
2,003.50 |
S2 |
1,990.00 |
1,990.00 |
2,008.00 |
|
S3 |
1,973.50 |
1,984.00 |
2,006.50 |
|
S4 |
1,957.00 |
1,967.50 |
2,002.00 |
|
|
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 |
2,012.50 |
1,952.00 |
60.50 |
3.0% |
21.75 |
1.1% |
98% |
True |
False |
5,029 |
10 |
2,012.50 |
1,914.75 |
97.75 |
4.9% |
23.75 |
1.2% |
98% |
True |
False |
5,144 |
20 |
2,012.50 |
1,805.00 |
207.50 |
10.3% |
33.50 |
1.7% |
99% |
True |
False |
5,296 |
40 |
2,012.50 |
1,805.00 |
207.50 |
10.3% |
28.00 |
1.4% |
99% |
True |
False |
3,417 |
60 |
2,012.50 |
1,805.00 |
207.50 |
10.3% |
22.50 |
1.1% |
99% |
True |
False |
2,321 |
80 |
2,012.50 |
1,805.00 |
207.50 |
10.3% |
20.75 |
1.0% |
99% |
True |
False |
1,751 |
100 |
2,012.50 |
1,805.00 |
207.50 |
10.3% |
18.50 |
0.9% |
99% |
True |
False |
1,407 |
120 |
2,012.50 |
1,805.00 |
207.50 |
10.3% |
16.50 |
0.8% |
99% |
True |
False |
1,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,082.50 |
2.618 |
2,055.75 |
1.618 |
2,039.25 |
1.000 |
2,029.00 |
0.618 |
2,022.75 |
HIGH |
2,012.50 |
0.618 |
2,006.25 |
0.500 |
2,004.25 |
0.382 |
2,002.25 |
LOW |
1,996.00 |
0.618 |
1,985.75 |
1.000 |
1,979.50 |
1.618 |
1,969.25 |
2.618 |
1,952.75 |
4.250 |
1,926.00 |
|
|
Fisher Pivots for day following 05-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
2,008.75 |
2,007.50 |
PP |
2,006.50 |
2,003.75 |
S1 |
2,004.25 |
2,000.25 |
|