Trading Metrics calculated at close of trading on 05-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4,157.50 |
4,144.75 |
-12.75 |
-0.3% |
4,035.75 |
High |
4,164.25 |
4,176.25 |
12.00 |
0.3% |
4,163.50 |
Low |
4,119.75 |
4,133.75 |
14.00 |
0.3% |
4,009.50 |
Close |
4,143.50 |
4,142.50 |
-1.00 |
0.0% |
4,150.50 |
Range |
44.50 |
42.50 |
-2.00 |
-4.5% |
154.00 |
ATR |
65.90 |
64.23 |
-1.67 |
-2.5% |
0.00 |
Volume |
259,945 |
270,149 |
10,204 |
3.9% |
1,555,833 |
|
Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,278.25 |
4,253.00 |
4,166.00 |
|
R3 |
4,235.75 |
4,210.50 |
4,154.25 |
|
R2 |
4,193.25 |
4,193.25 |
4,150.25 |
|
R1 |
4,168.00 |
4,168.00 |
4,146.50 |
4,159.50 |
PP |
4,150.75 |
4,150.75 |
4,150.75 |
4,146.50 |
S1 |
4,125.50 |
4,125.50 |
4,138.50 |
4,117.00 |
S2 |
4,108.25 |
4,108.25 |
4,134.75 |
|
S3 |
4,065.75 |
4,083.00 |
4,130.75 |
|
S4 |
4,023.25 |
4,040.50 |
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 |
4,176.25 |
4,043.00 |
133.25 |
3.2% |
50.50 |
1.2% |
75% |
True |
False |
285,076 |
10 |
4,176.25 |
3,939.50 |
236.75 |
5.7% |
55.00 |
1.3% |
86% |
True |
False |
293,772 |
20 |
4,176.25 |
3,684.00 |
492.25 |
11.9% |
76.00 |
1.8% |
93% |
True |
False |
424,670 |
40 |
4,176.25 |
3,684.00 |
492.25 |
11.9% |
66.50 |
1.6% |
93% |
True |
False |
378,258 |
60 |
4,176.25 |
3,684.00 |
492.25 |
11.9% |
54.25 |
1.3% |
93% |
True |
False |
253,567 |
80 |
4,176.25 |
3,684.00 |
492.25 |
11.9% |
51.75 |
1.2% |
93% |
True |
False |
190,301 |
100 |
4,176.25 |
3,684.00 |
492.25 |
11.9% |
47.50 |
1.1% |
93% |
True |
False |
152,289 |
120 |
4,176.25 |
3,571.75 |
604.50 |
14.6% |
42.00 |
1.0% |
94% |
True |
False |
126,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,357.00 |
2.618 |
4,287.50 |
1.618 |
4,245.00 |
1.000 |
4,218.75 |
0.618 |
4,202.50 |
HIGH |
4,176.25 |
0.618 |
4,160.00 |
0.500 |
4,155.00 |
0.382 |
4,150.00 |
LOW |
4,133.75 |
0.618 |
4,107.50 |
1.000 |
4,091.25 |
1.618 |
4,065.00 |
2.618 |
4,022.50 |
4.250 |
3,953.00 |
|
|
Fisher Pivots for day following 05-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4,155.00 |
4,148.00 |
PP |
4,150.75 |
4,146.25 |
S1 |
4,146.75 |
4,144.25 |
|