Trading Metrics calculated at close of trading on 06-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
1,168.1 |
1,145.0 |
-23.1 |
-2.0% |
1,230.6 |
High |
1,168.1 |
1,149.5 |
-18.6 |
-1.6% |
1,234.8 |
Low |
1,139.8 |
1,142.5 |
2.7 |
0.2% |
1,163.1 |
Close |
1,147.0 |
1,143.8 |
-3.2 |
-0.3% |
1,172.9 |
Range |
28.3 |
7.0 |
-21.3 |
-75.3% |
71.7 |
ATR |
15.7 |
15.0 |
-0.6 |
-3.9% |
0.0 |
Volume |
1,056 |
3,506 |
2,450 |
232.0% |
10,146 |
|
Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,166.3 |
1,162.0 |
1,147.7 |
|
R3 |
1,159.3 |
1,155.0 |
1,145.7 |
|
R2 |
1,152.3 |
1,152.3 |
1,145.1 |
|
R1 |
1,148.0 |
1,148.0 |
1,144.4 |
1,146.7 |
PP |
1,145.3 |
1,145.3 |
1,145.3 |
1,144.6 |
S1 |
1,141.0 |
1,141.0 |
1,143.2 |
1,139.7 |
S2 |
1,138.3 |
1,138.3 |
1,142.5 |
|
S3 |
1,131.3 |
1,134.0 |
1,141.9 |
|
S4 |
1,124.3 |
1,127.0 |
1,140.0 |
|
|
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 |
1,202.8 |
1,139.8 |
63.0 |
5.5% |
18.2 |
1.6% |
6% |
False |
False |
2,322 |
10 |
1,235.7 |
1,139.8 |
95.9 |
8.4% |
15.3 |
1.3% |
4% |
False |
False |
2,081 |
20 |
1,255.2 |
1,139.8 |
115.4 |
10.1% |
12.7 |
1.1% |
3% |
False |
False |
1,781 |
40 |
1,255.2 |
1,139.8 |
115.4 |
10.1% |
12.8 |
1.1% |
3% |
False |
False |
1,521 |
60 |
1,319.3 |
1,139.8 |
179.5 |
15.7% |
11.5 |
1.0% |
2% |
False |
False |
1,449 |
80 |
1,324.3 |
1,139.8 |
184.5 |
16.1% |
10.4 |
0.9% |
2% |
False |
False |
1,198 |
100 |
1,347.2 |
1,139.8 |
207.4 |
18.1% |
9.8 |
0.9% |
2% |
False |
False |
990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,179.3 |
2.618 |
1,167.8 |
1.618 |
1,160.8 |
1.000 |
1,156.5 |
0.618 |
1,153.8 |
HIGH |
1,149.5 |
0.618 |
1,146.8 |
0.500 |
1,146.0 |
0.382 |
1,145.2 |
LOW |
1,142.5 |
0.618 |
1,138.2 |
1.000 |
1,135.5 |
1.618 |
1,131.2 |
2.618 |
1,124.2 |
4.250 |
1,112.8 |
|
|
Fisher Pivots for day following 06-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,146.0 |
1,156.5 |
PP |
1,145.3 |
1,152.3 |
S1 |
1,144.5 |
1,148.0 |
|