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 |
1,168.0 |
1,165.0 |
-3.0 |
-0.3% |
1,230.6 |
High |
1,172.9 |
1,173.2 |
0.3 |
0.0% |
1,234.8 |
Low |
1,165.4 |
1,164.9 |
-0.5 |
0.0% |
1,163.1 |
Close |
1,171.1 |
1,169.0 |
-2.1 |
-0.2% |
1,172.9 |
Range |
7.5 |
8.3 |
0.8 |
10.7% |
71.7 |
ATR |
15.1 |
14.6 |
-0.5 |
-3.2% |
0.0 |
Volume |
2,851 |
1,819 |
-1,032 |
-36.2% |
10,146 |
|
Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,193.9 |
1,189.8 |
1,173.6 |
|
R3 |
1,185.6 |
1,181.5 |
1,171.3 |
|
R2 |
1,177.3 |
1,177.3 |
1,170.5 |
|
R1 |
1,173.2 |
1,173.2 |
1,169.8 |
1,175.3 |
PP |
1,169.0 |
1,169.0 |
1,169.0 |
1,170.1 |
S1 |
1,164.9 |
1,164.9 |
1,168.2 |
1,167.0 |
S2 |
1,160.7 |
1,160.7 |
1,167.5 |
|
S3 |
1,152.4 |
1,156.6 |
1,166.7 |
|
S4 |
1,144.1 |
1,148.3 |
1,164.4 |
|
|
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 |
1,231.1 |
1,163.1 |
68.0 |
5.8% |
19.3 |
1.7% |
9% |
False |
False |
2,098 |
10 |
1,251.2 |
1,163.1 |
88.1 |
7.5% |
14.3 |
1.2% |
7% |
False |
False |
1,999 |
20 |
1,255.2 |
1,163.1 |
92.1 |
7.9% |
12.4 |
1.1% |
6% |
False |
False |
1,795 |
40 |
1,255.2 |
1,163.1 |
92.1 |
7.9% |
12.4 |
1.1% |
6% |
False |
False |
1,541 |
60 |
1,320.2 |
1,163.1 |
157.1 |
13.4% |
11.1 |
1.0% |
4% |
False |
False |
1,407 |
80 |
1,324.3 |
1,163.1 |
161.2 |
13.8% |
10.1 |
0.9% |
4% |
False |
False |
1,146 |
100 |
1,347.2 |
1,163.1 |
184.1 |
15.7% |
9.4 |
0.8% |
3% |
False |
False |
945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,208.5 |
2.618 |
1,194.9 |
1.618 |
1,186.6 |
1.000 |
1,181.5 |
0.618 |
1,178.3 |
HIGH |
1,173.2 |
0.618 |
1,170.0 |
0.500 |
1,169.1 |
0.382 |
1,168.1 |
LOW |
1,164.9 |
0.618 |
1,159.8 |
1.000 |
1,156.6 |
1.618 |
1,151.5 |
2.618 |
1,143.2 |
4.250 |
1,129.6 |
|
|
Fisher Pivots for day following 04-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,169.1 |
1,183.0 |
PP |
1,169.0 |
1,178.3 |
S1 |
1,169.0 |
1,173.7 |
|