| 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 |
17,390.90 |
17,368.81 |
-22.09 |
-0.1% |
16,796.10 |
| High |
17,410.65 |
17,397.23 |
-13.42 |
-0.1% |
17,395.54 |
| Low |
17,339.85 |
17,278.36 |
-61.49 |
-0.4% |
16,729.83 |
| Close |
17,366.24 |
17,383.84 |
17.60 |
0.1% |
17,390.52 |
| Range |
70.80 |
118.87 |
48.07 |
67.9% |
665.71 |
| ATR |
203.43 |
197.39 |
-6.04 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,709.75 |
17,665.67 |
17,449.22 |
|
| R3 |
17,590.88 |
17,546.80 |
17,416.53 |
|
| R2 |
17,472.01 |
17,472.01 |
17,405.63 |
|
| R1 |
17,427.93 |
17,427.93 |
17,394.74 |
17,449.97 |
| PP |
17,353.14 |
17,353.14 |
17,353.14 |
17,364.17 |
| S1 |
17,309.06 |
17,309.06 |
17,372.94 |
17,331.10 |
| S2 |
17,234.27 |
17,234.27 |
17,362.05 |
|
| S3 |
17,115.40 |
17,190.19 |
17,351.15 |
|
| S4 |
16,996.53 |
17,071.32 |
17,318.46 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,169.09 |
18,945.52 |
17,756.66 |
|
| R3 |
18,503.38 |
18,279.81 |
17,573.59 |
|
| R2 |
17,837.67 |
17,837.67 |
17,512.57 |
|
| R1 |
17,614.10 |
17,614.10 |
17,451.54 |
17,725.89 |
| PP |
17,171.96 |
17,171.96 |
17,171.96 |
17,227.86 |
| S1 |
16,948.39 |
16,948.39 |
17,329.50 |
17,060.18 |
| S2 |
16,506.25 |
16,506.25 |
17,268.47 |
|
| S3 |
15,840.54 |
16,282.68 |
17,207.45 |
|
| S4 |
15,174.83 |
15,616.97 |
17,024.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,410.65 |
16,895.38 |
515.27 |
3.0% |
169.95 |
1.0% |
95% |
False |
False |
|
| 10 |
17,410.65 |
16,459.85 |
950.80 |
5.5% |
179.36 |
1.0% |
97% |
False |
False |
|
| 20 |
17,410.65 |
15,855.12 |
1,555.53 |
8.9% |
228.62 |
1.3% |
98% |
False |
False |
|
| 40 |
17,410.65 |
15,855.12 |
1,555.53 |
8.9% |
194.50 |
1.1% |
98% |
False |
False |
|
| 60 |
17,410.65 |
15,855.12 |
1,555.53 |
8.9% |
163.17 |
0.9% |
98% |
False |
False |
|
| 80 |
17,410.65 |
15,855.12 |
1,555.53 |
8.9% |
157.32 |
0.9% |
98% |
False |
False |
|
| 100 |
17,410.65 |
15,855.12 |
1,555.53 |
8.9% |
146.33 |
0.8% |
98% |
False |
False |
|
| 120 |
17,410.65 |
15,855.12 |
1,555.53 |
8.9% |
136.81 |
0.8% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,902.43 |
|
2.618 |
17,708.43 |
|
1.618 |
17,589.56 |
|
1.000 |
17,516.10 |
|
0.618 |
17,470.69 |
|
HIGH |
17,397.23 |
|
0.618 |
17,351.82 |
|
0.500 |
17,337.80 |
|
0.382 |
17,323.77 |
|
LOW |
17,278.36 |
|
0.618 |
17,204.90 |
|
1.000 |
17,159.49 |
|
1.618 |
17,086.03 |
|
2.618 |
16,967.16 |
|
4.250 |
16,773.16 |
|
|
| Fisher Pivots for day following 04-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,368.49 |
17,359.13 |
| PP |
17,353.14 |
17,334.42 |
| S1 |
17,337.80 |
17,309.72 |
|