Trading Metrics calculated at close of trading on 31-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,217.7 |
1,200.9 |
-16.8 |
-1.4% |
1,230.6 |
High |
1,217.7 |
1,202.8 |
-14.9 |
-1.2% |
1,234.8 |
Low |
1,197.7 |
1,163.1 |
-34.6 |
-2.9% |
1,163.1 |
Close |
1,200.1 |
1,172.9 |
-27.2 |
-2.3% |
1,172.9 |
Range |
20.0 |
39.7 |
19.7 |
98.5% |
71.7 |
ATR |
13.8 |
15.7 |
1.8 |
13.3% |
0.0 |
Volume |
1,981 |
2,379 |
398 |
20.1% |
10,146 |
|
Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,298.7 |
1,275.5 |
1,194.7 |
|
R3 |
1,259.0 |
1,235.8 |
1,183.8 |
|
R2 |
1,219.3 |
1,219.3 |
1,180.2 |
|
R1 |
1,196.1 |
1,196.1 |
1,176.5 |
1,187.9 |
PP |
1,179.6 |
1,179.6 |
1,179.6 |
1,175.5 |
S1 |
1,156.4 |
1,156.4 |
1,169.3 |
1,148.2 |
S2 |
1,139.9 |
1,139.9 |
1,165.6 |
|
S3 |
1,100.2 |
1,116.7 |
1,162.0 |
|
S4 |
1,060.5 |
1,077.0 |
1,151.1 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,405.4 |
1,360.8 |
1,212.3 |
|
R3 |
1,333.7 |
1,289.1 |
1,192.6 |
|
R2 |
1,262.0 |
1,262.0 |
1,186.0 |
|
R1 |
1,217.4 |
1,217.4 |
1,179.5 |
1,203.9 |
PP |
1,190.3 |
1,190.3 |
1,190.3 |
1,183.5 |
S1 |
1,145.7 |
1,145.7 |
1,166.3 |
1,132.2 |
S2 |
1,118.6 |
1,118.6 |
1,159.8 |
|
S3 |
1,046.9 |
1,074.0 |
1,153.2 |
|
S4 |
975.2 |
1,002.3 |
1,133.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,234.8 |
1,163.1 |
71.7 |
6.1% |
19.5 |
1.7% |
14% |
False |
True |
2,029 |
10 |
1,255.2 |
1,163.1 |
92.1 |
7.9% |
14.4 |
1.2% |
11% |
False |
True |
1,780 |
20 |
1,255.2 |
1,163.1 |
92.1 |
7.9% |
13.3 |
1.1% |
11% |
False |
True |
1,663 |
40 |
1,267.6 |
1,163.1 |
104.5 |
8.9% |
12.6 |
1.1% |
9% |
False |
True |
1,608 |
60 |
1,321.1 |
1,163.1 |
158.0 |
13.5% |
11.1 |
0.9% |
6% |
False |
True |
1,362 |
80 |
1,340.9 |
1,163.1 |
177.8 |
15.2% |
10.3 |
0.9% |
6% |
False |
True |
1,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,371.5 |
2.618 |
1,306.7 |
1.618 |
1,267.0 |
1.000 |
1,242.5 |
0.618 |
1,227.3 |
HIGH |
1,202.8 |
0.618 |
1,187.6 |
0.500 |
1,183.0 |
0.382 |
1,178.3 |
LOW |
1,163.1 |
0.618 |
1,138.6 |
1.000 |
1,123.4 |
1.618 |
1,098.9 |
2.618 |
1,059.2 |
4.250 |
994.4 |
|
|
Fisher Pivots for day following 31-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,183.0 |
1,197.1 |
PP |
1,179.6 |
1,189.0 |
S1 |
1,176.3 |
1,181.0 |
|