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 |
1,170.3 |
1,144.8 |
-25.5 |
-2.2% |
1,232.9 |
High |
1,170.6 |
1,150.0 |
-20.6 |
-1.8% |
1,236.2 |
Low |
1,140.8 |
1,141.2 |
0.4 |
0.0% |
1,163.4 |
Close |
1,147.4 |
1,144.2 |
-3.2 |
-0.3% |
1,173.5 |
Range |
29.8 |
8.8 |
-21.0 |
-70.5% |
72.8 |
ATR |
15.9 |
15.4 |
-0.5 |
-3.2% |
0.0 |
Volume |
410 |
5,663 |
5,253 |
1,281.2% |
7,455 |
|
Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,171.5 |
1,166.7 |
1,149.0 |
|
R3 |
1,162.7 |
1,157.9 |
1,146.6 |
|
R2 |
1,153.9 |
1,153.9 |
1,145.8 |
|
R1 |
1,149.1 |
1,149.1 |
1,145.0 |
1,147.1 |
PP |
1,145.1 |
1,145.1 |
1,145.1 |
1,144.2 |
S1 |
1,140.3 |
1,140.3 |
1,143.4 |
1,138.3 |
S2 |
1,136.3 |
1,136.3 |
1,142.6 |
|
S3 |
1,127.5 |
1,131.5 |
1,141.8 |
|
S4 |
1,118.7 |
1,122.7 |
1,139.4 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,409.4 |
1,364.3 |
1,213.5 |
|
R3 |
1,336.6 |
1,291.5 |
1,193.5 |
|
R2 |
1,263.8 |
1,263.8 |
1,186.8 |
|
R1 |
1,218.7 |
1,218.7 |
1,180.2 |
1,204.9 |
PP |
1,191.0 |
1,191.0 |
1,191.0 |
1,184.1 |
S1 |
1,145.9 |
1,145.9 |
1,166.8 |
1,132.1 |
S2 |
1,118.2 |
1,118.2 |
1,160.2 |
|
S3 |
1,045.4 |
1,073.1 |
1,153.5 |
|
S4 |
972.6 |
1,000.3 |
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 |
1,203.9 |
1,140.8 |
63.1 |
5.5% |
19.5 |
1.7% |
5% |
False |
False |
3,499 |
10 |
1,236.2 |
1,140.8 |
95.4 |
8.3% |
15.5 |
1.4% |
4% |
False |
False |
2,317 |
20 |
1,257.0 |
1,140.8 |
116.2 |
10.2% |
13.1 |
1.1% |
3% |
False |
False |
1,514 |
40 |
1,257.0 |
1,140.8 |
116.2 |
10.2% |
12.8 |
1.1% |
3% |
False |
False |
1,196 |
60 |
1,320.0 |
1,140.8 |
179.2 |
15.7% |
10.9 |
1.0% |
2% |
False |
False |
931 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,187.4 |
2.618 |
1,173.0 |
1.618 |
1,164.2 |
1.000 |
1,158.8 |
0.618 |
1,155.4 |
HIGH |
1,150.0 |
0.618 |
1,146.6 |
0.500 |
1,145.6 |
0.382 |
1,144.6 |
LOW |
1,141.2 |
0.618 |
1,135.8 |
1.000 |
1,132.4 |
1.618 |
1,127.0 |
2.618 |
1,118.2 |
4.250 |
1,103.8 |
|
|
Fisher Pivots for day following 06-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
1,145.6 |
1,157.9 |
PP |
1,145.1 |
1,153.3 |
S1 |
1,144.7 |
1,148.8 |
|