Trading Metrics calculated at close of trading on 30-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
4,080.75 |
4,072.25 |
-8.50 |
-0.2% |
3,811.75 |
High |
4,096.25 |
4,102.50 |
6.25 |
0.2% |
4,038.50 |
Low |
4,054.75 |
4,043.00 |
-11.75 |
-0.3% |
3,793.25 |
Close |
4,072.25 |
4,089.50 |
17.25 |
0.4% |
4,034.75 |
Range |
41.50 |
59.50 |
18.00 |
43.4% |
245.25 |
ATR |
70.83 |
70.02 |
-0.81 |
-1.1% |
0.00 |
Volume |
340,712 |
366,986 |
26,274 |
7.7% |
1,677,985 |
|
Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,256.75 |
4,232.75 |
4,122.25 |
|
R3 |
4,197.25 |
4,173.25 |
4,105.75 |
|
R2 |
4,137.75 |
4,137.75 |
4,100.50 |
|
R1 |
4,113.75 |
4,113.75 |
4,095.00 |
4,125.75 |
PP |
4,078.25 |
4,078.25 |
4,078.25 |
4,084.50 |
S1 |
4,054.25 |
4,054.25 |
4,084.00 |
4,066.25 |
S2 |
4,018.75 |
4,018.75 |
4,078.50 |
|
S3 |
3,959.25 |
3,994.75 |
4,073.25 |
|
S4 |
3,899.75 |
3,935.25 |
4,056.75 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,691.25 |
4,608.25 |
4,169.75 |
|
R3 |
4,446.00 |
4,363.00 |
4,102.25 |
|
R2 |
4,200.75 |
4,200.75 |
4,079.75 |
|
R1 |
4,117.75 |
4,117.75 |
4,057.25 |
4,159.25 |
PP |
3,955.50 |
3,955.50 |
3,955.50 |
3,976.25 |
S1 |
3,872.50 |
3,872.50 |
4,012.25 |
3,914.00 |
S2 |
3,710.25 |
3,710.25 |
3,989.75 |
|
S3 |
3,465.00 |
3,627.25 |
3,967.25 |
|
S4 |
3,219.75 |
3,382.00 |
3,899.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,102.50 |
3,970.50 |
132.00 |
3.2% |
54.25 |
1.3% |
90% |
True |
False |
306,239 |
10 |
4,102.50 |
3,742.00 |
360.50 |
8.8% |
71.75 |
1.8% |
96% |
True |
False |
339,845 |
20 |
4,102.50 |
3,684.00 |
418.50 |
10.2% |
80.50 |
2.0% |
97% |
True |
False |
445,504 |
40 |
4,118.75 |
3,684.00 |
434.75 |
10.6% |
65.75 |
1.6% |
93% |
False |
False |
353,221 |
60 |
4,118.75 |
3,684.00 |
434.75 |
10.6% |
54.00 |
1.3% |
93% |
False |
False |
235,972 |
80 |
4,118.75 |
3,684.00 |
434.75 |
10.6% |
51.25 |
1.3% |
93% |
False |
False |
177,088 |
100 |
4,118.75 |
3,684.00 |
434.75 |
10.6% |
46.25 |
1.1% |
93% |
False |
False |
141,706 |
120 |
4,118.75 |
3,550.25 |
568.50 |
13.9% |
40.50 |
1.0% |
95% |
False |
False |
118,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,355.50 |
2.618 |
4,258.25 |
1.618 |
4,198.75 |
1.000 |
4,162.00 |
0.618 |
4,139.25 |
HIGH |
4,102.50 |
0.618 |
4,079.75 |
0.500 |
4,072.75 |
0.382 |
4,065.75 |
LOW |
4,043.00 |
0.618 |
4,006.25 |
1.000 |
3,983.50 |
1.618 |
3,946.75 |
2.618 |
3,887.25 |
4.250 |
3,790.00 |
|
|
Fisher Pivots for day following 30-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
4,084.00 |
4,083.00 |
PP |
4,078.25 |
4,076.50 |
S1 |
4,072.75 |
4,070.00 |
|