Trading Metrics calculated at close of trading on 06-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
4,144.75 |
4,144.25 |
-0.50 |
0.0% |
4,035.75 |
High |
4,176.25 |
4,167.00 |
-9.25 |
-0.2% |
4,163.50 |
Low |
4,133.75 |
4,130.25 |
-3.50 |
-0.1% |
4,009.50 |
Close |
4,142.50 |
4,162.75 |
20.25 |
0.5% |
4,150.50 |
Range |
42.50 |
36.75 |
-5.75 |
-13.5% |
154.00 |
ATR |
64.23 |
62.27 |
-1.96 |
-3.1% |
0.00 |
Volume |
270,149 |
233,284 |
-36,865 |
-13.6% |
1,555,833 |
|
Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,263.50 |
4,250.00 |
4,183.00 |
|
R3 |
4,226.75 |
4,213.25 |
4,172.75 |
|
R2 |
4,190.00 |
4,190.00 |
4,169.50 |
|
R1 |
4,176.50 |
4,176.50 |
4,166.00 |
4,183.25 |
PP |
4,153.25 |
4,153.25 |
4,153.25 |
4,156.75 |
S1 |
4,139.75 |
4,139.75 |
4,159.50 |
4,146.50 |
S2 |
4,116.50 |
4,116.50 |
4,156.00 |
|
S3 |
4,079.75 |
4,103.00 |
4,152.75 |
|
S4 |
4,043.00 |
4,066.25 |
4,142.50 |
|
|
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 |
4,089.75 |
86.50 |
2.1% |
45.75 |
1.1% |
84% |
False |
False |
258,336 |
10 |
4,176.25 |
3,970.50 |
205.75 |
4.9% |
50.00 |
1.2% |
93% |
False |
False |
282,287 |
20 |
4,176.25 |
3,684.00 |
492.25 |
11.8% |
73.00 |
1.8% |
97% |
False |
False |
406,549 |
40 |
4,176.25 |
3,684.00 |
492.25 |
11.8% |
66.50 |
1.6% |
97% |
False |
False |
381,362 |
60 |
4,176.25 |
3,684.00 |
492.25 |
11.8% |
54.00 |
1.3% |
97% |
False |
False |
257,441 |
80 |
4,176.25 |
3,684.00 |
492.25 |
11.8% |
51.75 |
1.2% |
97% |
False |
False |
193,213 |
100 |
4,176.25 |
3,684.00 |
492.25 |
11.8% |
47.75 |
1.1% |
97% |
False |
False |
154,622 |
120 |
4,176.25 |
3,571.75 |
604.50 |
14.5% |
42.50 |
1.0% |
98% |
False |
False |
128,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,323.25 |
2.618 |
4,263.25 |
1.618 |
4,226.50 |
1.000 |
4,203.75 |
0.618 |
4,189.75 |
HIGH |
4,167.00 |
0.618 |
4,153.00 |
0.500 |
4,148.50 |
0.382 |
4,144.25 |
LOW |
4,130.25 |
0.618 |
4,107.50 |
1.000 |
4,093.50 |
1.618 |
4,070.75 |
2.618 |
4,034.00 |
4.250 |
3,974.00 |
|
|
Fisher Pivots for day following 06-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
4,158.00 |
4,157.75 |
PP |
4,153.25 |
4,153.00 |
S1 |
4,148.50 |
4,148.00 |
|