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 |
1,165.0 |
1,168.1 |
3.1 |
0.3% |
1,230.6 |
High |
1,173.2 |
1,168.1 |
-5.1 |
-0.4% |
1,234.8 |
Low |
1,164.9 |
1,139.8 |
-25.1 |
-2.2% |
1,163.1 |
Close |
1,169.0 |
1,147.0 |
-22.0 |
-1.9% |
1,172.9 |
Range |
8.3 |
28.3 |
20.0 |
241.0% |
71.7 |
ATR |
14.6 |
15.7 |
1.0 |
7.1% |
0.0 |
Volume |
1,819 |
1,056 |
-763 |
-41.9% |
10,146 |
|
Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,236.5 |
1,220.1 |
1,162.6 |
|
R3 |
1,208.2 |
1,191.8 |
1,154.8 |
|
R2 |
1,179.9 |
1,179.9 |
1,152.2 |
|
R1 |
1,163.5 |
1,163.5 |
1,149.6 |
1,157.6 |
PP |
1,151.6 |
1,151.6 |
1,151.6 |
1,148.7 |
S1 |
1,135.2 |
1,135.2 |
1,144.4 |
1,129.3 |
S2 |
1,123.3 |
1,123.3 |
1,141.8 |
|
S3 |
1,095.0 |
1,106.9 |
1,139.2 |
|
S4 |
1,066.7 |
1,078.6 |
1,131.4 |
|
|
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 |
1,217.7 |
1,139.8 |
77.9 |
6.8% |
20.8 |
1.8% |
9% |
False |
True |
2,017 |
10 |
1,244.6 |
1,139.8 |
104.8 |
9.1% |
16.3 |
1.4% |
7% |
False |
True |
1,868 |
20 |
1,255.2 |
1,139.8 |
115.4 |
10.1% |
13.0 |
1.1% |
6% |
False |
True |
1,744 |
40 |
1,255.2 |
1,139.8 |
115.4 |
10.1% |
12.9 |
1.1% |
6% |
False |
True |
1,480 |
60 |
1,319.3 |
1,139.8 |
179.5 |
15.6% |
11.5 |
1.0% |
4% |
False |
True |
1,407 |
80 |
1,324.3 |
1,139.8 |
184.5 |
16.1% |
10.3 |
0.9% |
4% |
False |
True |
1,155 |
100 |
1,347.2 |
1,139.8 |
207.4 |
18.1% |
9.7 |
0.8% |
3% |
False |
True |
956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,288.4 |
2.618 |
1,242.2 |
1.618 |
1,213.9 |
1.000 |
1,196.4 |
0.618 |
1,185.6 |
HIGH |
1,168.1 |
0.618 |
1,157.3 |
0.500 |
1,154.0 |
0.382 |
1,150.6 |
LOW |
1,139.8 |
0.618 |
1,122.3 |
1.000 |
1,111.5 |
1.618 |
1,094.0 |
2.618 |
1,065.7 |
4.250 |
1,019.5 |
|
|
Fisher Pivots for day following 05-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,154.0 |
1,156.5 |
PP |
1,151.6 |
1,153.3 |
S1 |
1,149.3 |
1,150.2 |
|