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 |
4,150.25 |
4,157.50 |
7.25 |
0.2% |
4,035.75 |
High |
4,173.75 |
4,164.25 |
-9.50 |
-0.2% |
4,163.50 |
Low |
4,142.00 |
4,119.75 |
-22.25 |
-0.5% |
4,009.50 |
Close |
4,157.25 |
4,143.50 |
-13.75 |
-0.3% |
4,150.50 |
Range |
31.75 |
44.50 |
12.75 |
40.2% |
154.00 |
ATR |
67.55 |
65.90 |
-1.65 |
-2.4% |
0.00 |
Volume |
215,040 |
259,945 |
44,905 |
20.9% |
1,555,833 |
|
Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,276.00 |
4,254.25 |
4,168.00 |
|
R3 |
4,231.50 |
4,209.75 |
4,155.75 |
|
R2 |
4,187.00 |
4,187.00 |
4,151.75 |
|
R1 |
4,165.25 |
4,165.25 |
4,147.50 |
4,154.00 |
PP |
4,142.50 |
4,142.50 |
4,142.50 |
4,136.75 |
S1 |
4,120.75 |
4,120.75 |
4,139.50 |
4,109.50 |
S2 |
4,098.00 |
4,098.00 |
4,135.25 |
|
S3 |
4,053.50 |
4,076.25 |
4,131.25 |
|
S4 |
4,009.00 |
4,031.75 |
4,119.00 |
|
|
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 |
4,173.75 |
4,043.00 |
130.75 |
3.2% |
50.25 |
1.2% |
77% |
False |
False |
299,189 |
10 |
4,173.75 |
3,939.50 |
234.25 |
5.7% |
55.00 |
1.3% |
87% |
False |
False |
301,104 |
20 |
4,173.75 |
3,684.00 |
489.75 |
11.8% |
79.50 |
1.9% |
94% |
False |
False |
434,510 |
40 |
4,173.75 |
3,684.00 |
489.75 |
11.8% |
66.50 |
1.6% |
94% |
False |
False |
372,187 |
60 |
4,173.75 |
3,684.00 |
489.75 |
11.8% |
54.00 |
1.3% |
94% |
False |
False |
249,073 |
80 |
4,173.75 |
3,684.00 |
489.75 |
11.8% |
51.75 |
1.3% |
94% |
False |
False |
186,926 |
100 |
4,173.75 |
3,684.00 |
489.75 |
11.8% |
47.25 |
1.1% |
94% |
False |
False |
149,588 |
120 |
4,173.75 |
3,569.75 |
604.00 |
14.6% |
41.75 |
1.0% |
95% |
False |
False |
124,658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,353.50 |
2.618 |
4,280.75 |
1.618 |
4,236.25 |
1.000 |
4,208.75 |
0.618 |
4,191.75 |
HIGH |
4,164.25 |
0.618 |
4,147.25 |
0.500 |
4,142.00 |
0.382 |
4,136.75 |
LOW |
4,119.75 |
0.618 |
4,092.25 |
1.000 |
4,075.25 |
1.618 |
4,047.75 |
2.618 |
4,003.25 |
4.250 |
3,930.50 |
|
|
Fisher Pivots for day following 04-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4,143.00 |
4,139.50 |
PP |
4,142.50 |
4,135.75 |
S1 |
4,142.00 |
4,131.75 |
|