| 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 |
17,110 |
17,365 |
255 |
1.5% |
15,475 |
| High |
17,480 |
17,365 |
-115 |
-0.7% |
17,085 |
| Low |
16,980 |
16,740 |
-240 |
-1.4% |
15,285 |
| Close |
17,385 |
17,000 |
-385 |
-2.2% |
17,070 |
| Range |
500 |
625 |
125 |
25.0% |
1,800 |
| ATR |
387 |
405 |
18 |
4.8% |
0 |
| Volume |
23,145 |
57,432 |
34,287 |
148.1% |
109,519 |
|
| Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,910 |
18,580 |
17,344 |
|
| R3 |
18,285 |
17,955 |
17,172 |
|
| R2 |
17,660 |
17,660 |
17,115 |
|
| R1 |
17,330 |
17,330 |
17,057 |
17,183 |
| PP |
17,035 |
17,035 |
17,035 |
16,961 |
| S1 |
16,705 |
16,705 |
16,943 |
16,558 |
| S2 |
16,410 |
16,410 |
16,886 |
|
| S3 |
15,785 |
16,080 |
16,828 |
|
| S4 |
15,160 |
15,455 |
16,656 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,880 |
21,275 |
18,060 |
|
| R3 |
20,080 |
19,475 |
17,565 |
|
| R2 |
18,280 |
18,280 |
17,400 |
|
| R1 |
17,675 |
17,675 |
17,235 |
17,978 |
| PP |
16,480 |
16,480 |
16,480 |
16,631 |
| S1 |
15,875 |
15,875 |
16,905 |
16,178 |
| S2 |
14,680 |
14,680 |
16,740 |
|
| S3 |
12,880 |
14,075 |
16,575 |
|
| S4 |
11,080 |
12,275 |
16,080 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,480 |
15,425 |
2,055 |
12.1% |
603 |
3.5% |
77% |
False |
False |
32,717 |
| 10 |
17,480 |
15,030 |
2,450 |
14.4% |
428 |
2.5% |
80% |
False |
False |
25,123 |
| 20 |
17,480 |
14,400 |
3,080 |
18.1% |
416 |
2.4% |
84% |
False |
False |
26,050 |
| 40 |
17,480 |
14,400 |
3,080 |
18.1% |
337 |
2.0% |
84% |
False |
False |
20,964 |
| 60 |
17,480 |
14,400 |
3,080 |
18.1% |
269 |
1.6% |
84% |
False |
False |
15,106 |
| 80 |
17,480 |
14,400 |
3,080 |
18.1% |
223 |
1.3% |
84% |
False |
False |
11,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,021 |
|
2.618 |
19,001 |
|
1.618 |
18,376 |
|
1.000 |
17,990 |
|
0.618 |
17,751 |
|
HIGH |
17,365 |
|
0.618 |
17,126 |
|
0.500 |
17,053 |
|
0.382 |
16,979 |
|
LOW |
16,740 |
|
0.618 |
16,354 |
|
1.000 |
16,115 |
|
1.618 |
15,729 |
|
2.618 |
15,104 |
|
4.250 |
14,084 |
|
|
| Fisher Pivots for day following 04-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,053 |
16,885 |
| PP |
17,035 |
16,770 |
| S1 |
17,018 |
16,655 |
|