| 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 |
3,075.0 |
3,056.0 |
-19.0 |
-0.6% |
3,041.0 |
| High |
3,090.0 |
3,087.0 |
-3.0 |
-0.1% |
3,113.0 |
| Low |
3,018.0 |
3,037.0 |
19.0 |
0.6% |
2,954.0 |
| Close |
3,027.0 |
3,081.0 |
54.0 |
1.8% |
3,101.0 |
| Range |
72.0 |
50.0 |
-22.0 |
-30.6% |
159.0 |
| ATR |
70.7 |
70.0 |
-0.8 |
-1.1% |
0.0 |
| Volume |
985,249 |
985,249 |
0 |
0.0% |
5,628,304 |
|
| Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,218.3 |
3,199.7 |
3,108.5 |
|
| R3 |
3,168.3 |
3,149.7 |
3,094.8 |
|
| R2 |
3,118.3 |
3,118.3 |
3,090.2 |
|
| R1 |
3,099.7 |
3,099.7 |
3,085.6 |
3,109.0 |
| PP |
3,068.3 |
3,068.3 |
3,068.3 |
3,073.0 |
| S1 |
3,049.7 |
3,049.7 |
3,076.4 |
3,059.0 |
| S2 |
3,018.3 |
3,018.3 |
3,071.8 |
|
| S3 |
2,968.3 |
2,999.7 |
3,067.3 |
|
| S4 |
2,918.3 |
2,949.7 |
3,053.5 |
|
|
| 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% |
62.6 |
2.0% |
80% |
False |
False |
1,124,930 |
| 10 |
3,113.0 |
2,954.0 |
159.0 |
5.2% |
61.2 |
2.0% |
80% |
False |
False |
1,094,661 |
| 20 |
3,113.0 |
2,771.0 |
342.0 |
11.1% |
76.3 |
2.5% |
91% |
False |
False |
1,447,647 |
| 40 |
3,293.0 |
2,771.0 |
522.0 |
16.9% |
63.6 |
2.1% |
59% |
False |
False |
1,272,796 |
| 60 |
3,293.0 |
2,771.0 |
522.0 |
16.9% |
55.4 |
1.8% |
59% |
False |
False |
871,587 |
| 80 |
3,293.0 |
2,771.0 |
522.0 |
16.9% |
53.1 |
1.7% |
59% |
False |
False |
655,308 |
| 100 |
3,306.0 |
2,771.0 |
535.0 |
17.4% |
49.1 |
1.6% |
58% |
False |
False |
524,388 |
| 120 |
3,306.0 |
2,771.0 |
535.0 |
17.4% |
44.2 |
1.4% |
58% |
False |
False |
437,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,299.5 |
|
2.618 |
3,217.9 |
|
1.618 |
3,167.9 |
|
1.000 |
3,137.0 |
|
0.618 |
3,117.9 |
|
HIGH |
3,087.0 |
|
0.618 |
3,067.9 |
|
0.500 |
3,062.0 |
|
0.382 |
3,056.1 |
|
LOW |
3,037.0 |
|
0.618 |
3,006.1 |
|
1.000 |
2,987.0 |
|
1.618 |
2,956.1 |
|
2.618 |
2,906.1 |
|
4.250 |
2,824.5 |
|
|
| Fisher Pivots for day following 05-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,074.7 |
3,075.2 |
| PP |
3,068.3 |
3,069.3 |
| S1 |
3,062.0 |
3,063.5 |
|