Trading Metrics calculated at close of trading on 31-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
4,072.25 |
4,091.50 |
19.25 |
0.5% |
4,035.75 |
High |
4,102.50 |
4,163.50 |
61.00 |
1.5% |
4,163.50 |
Low |
4,043.00 |
4,089.75 |
46.75 |
1.2% |
4,009.50 |
Close |
4,089.50 |
4,150.50 |
61.00 |
1.5% |
4,150.50 |
Range |
59.50 |
73.75 |
14.25 |
23.9% |
154.00 |
ATR |
70.02 |
70.30 |
0.28 |
0.4% |
0.00 |
Volume |
366,986 |
313,263 |
-53,723 |
-14.6% |
1,555,833 |
|
Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,355.75 |
4,327.00 |
4,191.00 |
|
R3 |
4,282.00 |
4,253.25 |
4,170.75 |
|
R2 |
4,208.25 |
4,208.25 |
4,164.00 |
|
R1 |
4,179.50 |
4,179.50 |
4,157.25 |
4,194.00 |
PP |
4,134.50 |
4,134.50 |
4,134.50 |
4,141.75 |
S1 |
4,105.75 |
4,105.75 |
4,143.75 |
4,120.00 |
S2 |
4,060.75 |
4,060.75 |
4,137.00 |
|
S3 |
3,987.00 |
4,032.00 |
4,130.25 |
|
S4 |
3,913.25 |
3,958.25 |
4,110.00 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,569.75 |
4,514.25 |
4,235.25 |
|
R3 |
4,415.75 |
4,360.25 |
4,192.75 |
|
R2 |
4,261.75 |
4,261.75 |
4,178.75 |
|
R1 |
4,206.25 |
4,206.25 |
4,164.50 |
4,234.00 |
PP |
4,107.75 |
4,107.75 |
4,107.75 |
4,121.75 |
S1 |
4,052.25 |
4,052.25 |
4,136.50 |
4,080.00 |
S2 |
3,953.75 |
3,953.75 |
4,122.25 |
|
S3 |
3,799.75 |
3,898.25 |
4,108.25 |
|
S4 |
3,645.75 |
3,744.25 |
4,065.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,163.50 |
4,009.50 |
154.00 |
3.7% |
55.50 |
1.3% |
92% |
True |
False |
311,166 |
10 |
4,163.50 |
3,793.25 |
370.25 |
8.9% |
69.25 |
1.7% |
96% |
True |
False |
323,381 |
20 |
4,163.50 |
3,684.00 |
479.50 |
11.6% |
81.00 |
2.0% |
97% |
True |
False |
446,863 |
40 |
4,163.50 |
3,684.00 |
479.50 |
11.6% |
66.50 |
1.6% |
97% |
True |
False |
360,932 |
60 |
4,163.50 |
3,684.00 |
479.50 |
11.6% |
54.50 |
1.3% |
97% |
True |
False |
241,183 |
80 |
4,163.50 |
3,684.00 |
479.50 |
11.6% |
51.50 |
1.2% |
97% |
True |
False |
180,998 |
100 |
4,163.50 |
3,684.00 |
479.50 |
11.6% |
47.00 |
1.1% |
97% |
True |
False |
144,838 |
120 |
4,163.50 |
3,550.25 |
613.25 |
14.8% |
41.25 |
1.0% |
98% |
True |
False |
120,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,477.00 |
2.618 |
4,356.50 |
1.618 |
4,282.75 |
1.000 |
4,237.25 |
0.618 |
4,209.00 |
HIGH |
4,163.50 |
0.618 |
4,135.25 |
0.500 |
4,126.50 |
0.382 |
4,118.00 |
LOW |
4,089.75 |
0.618 |
4,044.25 |
1.000 |
4,016.00 |
1.618 |
3,970.50 |
2.618 |
3,896.75 |
4.250 |
3,776.25 |
|
|
Fisher Pivots for day following 31-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
4,142.50 |
4,134.75 |
PP |
4,134.50 |
4,119.00 |
S1 |
4,126.50 |
4,103.25 |
|