| 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 |
3,083.0 |
3,104.0 |
21.0 |
0.7% |
3,041.0 |
| High |
3,113.0 |
3,109.0 |
-4.0 |
-0.1% |
3,113.0 |
| Low |
3,054.0 |
3,065.0 |
11.0 |
0.4% |
2,954.0 |
| Close |
3,101.0 |
3,074.0 |
-27.0 |
-0.9% |
3,101.0 |
| Range |
59.0 |
44.0 |
-15.0 |
-25.4% |
159.0 |
| ATR |
72.7 |
70.7 |
-2.1 |
-2.8% |
0.0 |
| Volume |
866,745 |
1,228,495 |
361,750 |
41.7% |
5,628,304 |
|
| Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,214.7 |
3,188.3 |
3,098.2 |
|
| R3 |
3,170.7 |
3,144.3 |
3,086.1 |
|
| R2 |
3,126.7 |
3,126.7 |
3,082.1 |
|
| R1 |
3,100.3 |
3,100.3 |
3,078.0 |
3,091.5 |
| PP |
3,082.7 |
3,082.7 |
3,082.7 |
3,078.3 |
| S1 |
3,056.3 |
3,056.3 |
3,070.0 |
3,047.5 |
| S2 |
3,038.7 |
3,038.7 |
3,065.9 |
|
| S3 |
2,994.7 |
3,012.3 |
3,061.9 |
|
| S4 |
2,950.7 |
2,968.3 |
3,049.8 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,533.0 |
3,476.0 |
3,188.5 |
|
| R3 |
3,374.0 |
3,317.0 |
3,144.7 |
|
| R2 |
3,215.0 |
3,215.0 |
3,130.2 |
|
| R1 |
3,158.0 |
3,158.0 |
3,115.6 |
3,186.5 |
| PP |
3,056.0 |
3,056.0 |
3,056.0 |
3,070.3 |
| S1 |
2,999.0 |
2,999.0 |
3,086.4 |
3,027.5 |
| S2 |
2,897.0 |
2,897.0 |
3,071.9 |
|
| S3 |
2,738.0 |
2,840.0 |
3,057.3 |
|
| S4 |
2,579.0 |
2,681.0 |
3,013.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,113.0 |
2,954.0 |
159.0 |
5.2% |
56.6 |
1.8% |
75% |
False |
False |
1,184,632 |
| 10 |
3,113.0 |
2,896.0 |
217.0 |
7.1% |
64.1 |
2.1% |
82% |
False |
False |
1,171,162 |
| 20 |
3,115.0 |
2,771.0 |
344.0 |
11.2% |
76.8 |
2.5% |
88% |
False |
False |
1,528,106 |
| 40 |
3,293.0 |
2,771.0 |
522.0 |
17.0% |
62.3 |
2.0% |
58% |
False |
False |
1,234,794 |
| 60 |
3,293.0 |
2,771.0 |
522.0 |
17.0% |
54.3 |
1.8% |
58% |
False |
False |
839,389 |
| 80 |
3,293.0 |
2,771.0 |
522.0 |
17.0% |
52.3 |
1.7% |
58% |
False |
False |
630,679 |
| 100 |
3,306.0 |
2,771.0 |
535.0 |
17.4% |
48.2 |
1.6% |
57% |
False |
False |
504,703 |
| 120 |
3,306.0 |
2,771.0 |
535.0 |
17.4% |
43.7 |
1.4% |
57% |
False |
False |
420,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,296.0 |
|
2.618 |
3,224.2 |
|
1.618 |
3,180.2 |
|
1.000 |
3,153.0 |
|
0.618 |
3,136.2 |
|
HIGH |
3,109.0 |
|
0.618 |
3,092.2 |
|
0.500 |
3,087.0 |
|
0.382 |
3,081.8 |
|
LOW |
3,065.0 |
|
0.618 |
3,037.8 |
|
1.000 |
3,021.0 |
|
1.618 |
2,993.8 |
|
2.618 |
2,949.8 |
|
4.250 |
2,878.0 |
|
|
| Fisher Pivots for day following 03-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,087.0 |
3,060.5 |
| PP |
3,082.7 |
3,047.0 |
| S1 |
3,078.3 |
3,033.5 |
|