Trading Metrics calculated at close of trading on 03-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4,091.50 |
4,150.25 |
58.75 |
1.4% |
4,035.75 |
High |
4,163.50 |
4,173.75 |
10.25 |
0.2% |
4,163.50 |
Low |
4,089.75 |
4,142.00 |
52.25 |
1.3% |
4,009.50 |
Close |
4,150.50 |
4,157.25 |
6.75 |
0.2% |
4,150.50 |
Range |
73.75 |
31.75 |
-42.00 |
-56.9% |
154.00 |
ATR |
70.30 |
67.55 |
-2.75 |
-3.9% |
0.00 |
Volume |
313,263 |
215,040 |
-98,223 |
-31.4% |
1,555,833 |
|
Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,253.00 |
4,236.75 |
4,174.75 |
|
R3 |
4,221.25 |
4,205.00 |
4,166.00 |
|
R2 |
4,189.50 |
4,189.50 |
4,163.00 |
|
R1 |
4,173.25 |
4,173.25 |
4,160.25 |
4,181.50 |
PP |
4,157.75 |
4,157.75 |
4,157.75 |
4,161.75 |
S1 |
4,141.50 |
4,141.50 |
4,154.25 |
4,149.50 |
S2 |
4,126.00 |
4,126.00 |
4,151.50 |
|
S3 |
4,094.25 |
4,109.75 |
4,148.50 |
|
S4 |
4,062.50 |
4,078.00 |
4,139.75 |
|
|
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 |
4,173.75 |
4,037.75 |
136.00 |
3.3% |
53.75 |
1.3% |
88% |
True |
False |
298,976 |
10 |
4,173.75 |
3,846.00 |
327.75 |
7.9% |
63.50 |
1.5% |
95% |
True |
False |
313,337 |
20 |
4,173.75 |
3,684.00 |
489.75 |
11.8% |
80.25 |
1.9% |
97% |
True |
False |
440,703 |
40 |
4,173.75 |
3,684.00 |
489.75 |
11.8% |
66.75 |
1.6% |
97% |
True |
False |
366,167 |
60 |
4,173.75 |
3,684.00 |
489.75 |
11.8% |
54.00 |
1.3% |
97% |
True |
False |
244,755 |
80 |
4,173.75 |
3,684.00 |
489.75 |
11.8% |
51.50 |
1.2% |
97% |
True |
False |
183,679 |
100 |
4,173.75 |
3,684.00 |
489.75 |
11.8% |
46.75 |
1.1% |
97% |
True |
False |
146,989 |
120 |
4,173.75 |
3,550.25 |
623.50 |
15.0% |
41.50 |
1.0% |
97% |
True |
False |
122,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,308.75 |
2.618 |
4,256.75 |
1.618 |
4,225.00 |
1.000 |
4,205.50 |
0.618 |
4,193.25 |
HIGH |
4,173.75 |
0.618 |
4,161.50 |
0.500 |
4,158.00 |
0.382 |
4,154.25 |
LOW |
4,142.00 |
0.618 |
4,122.50 |
1.000 |
4,110.25 |
1.618 |
4,090.75 |
2.618 |
4,059.00 |
4.250 |
4,007.00 |
|
|
Fisher Pivots for day following 03-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4,158.00 |
4,141.00 |
PP |
4,157.75 |
4,124.75 |
S1 |
4,157.50 |
4,108.50 |
|