| 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 |
3,056.0 |
3,071.0 |
15.0 |
0.5% |
3,041.0 |
| High |
3,087.0 |
3,138.0 |
51.0 |
1.7% |
3,113.0 |
| Low |
3,037.0 |
3,058.0 |
21.0 |
0.7% |
2,954.0 |
| Close |
3,081.0 |
3,094.0 |
13.0 |
0.4% |
3,101.0 |
| Range |
50.0 |
80.0 |
30.0 |
60.0% |
159.0 |
| ATR |
70.0 |
70.7 |
0.7 |
1.0% |
0.0 |
| Volume |
985,249 |
1,492,370 |
507,121 |
51.5% |
5,628,304 |
|
| Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,336.7 |
3,295.3 |
3,138.0 |
|
| R3 |
3,256.7 |
3,215.3 |
3,116.0 |
|
| R2 |
3,176.7 |
3,176.7 |
3,108.7 |
|
| R1 |
3,135.3 |
3,135.3 |
3,101.3 |
3,156.0 |
| PP |
3,096.7 |
3,096.7 |
3,096.7 |
3,107.0 |
| S1 |
3,055.3 |
3,055.3 |
3,086.7 |
3,076.0 |
| S2 |
3,016.7 |
3,016.7 |
3,079.3 |
|
| S3 |
2,936.7 |
2,975.3 |
3,072.0 |
|
| S4 |
2,856.7 |
2,895.3 |
3,050.0 |
|
|
| 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 |
3,138.0 |
3,018.0 |
120.0 |
3.9% |
61.0 |
2.0% |
63% |
True |
False |
1,111,621 |
| 10 |
3,138.0 |
2,954.0 |
184.0 |
5.9% |
61.1 |
2.0% |
76% |
True |
False |
1,148,805 |
| 20 |
3,138.0 |
2,771.0 |
367.0 |
11.9% |
75.6 |
2.4% |
88% |
True |
False |
1,428,686 |
| 40 |
3,293.0 |
2,771.0 |
522.0 |
16.9% |
64.6 |
2.1% |
62% |
False |
False |
1,298,527 |
| 60 |
3,293.0 |
2,771.0 |
522.0 |
16.9% |
56.4 |
1.8% |
62% |
False |
False |
896,404 |
| 80 |
3,293.0 |
2,771.0 |
522.0 |
16.9% |
53.7 |
1.7% |
62% |
False |
False |
673,962 |
| 100 |
3,306.0 |
2,771.0 |
535.0 |
17.3% |
49.6 |
1.6% |
60% |
False |
False |
539,263 |
| 120 |
3,306.0 |
2,771.0 |
535.0 |
17.3% |
44.5 |
1.4% |
60% |
False |
False |
449,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,478.0 |
|
2.618 |
3,347.4 |
|
1.618 |
3,267.4 |
|
1.000 |
3,218.0 |
|
0.618 |
3,187.4 |
|
HIGH |
3,138.0 |
|
0.618 |
3,107.4 |
|
0.500 |
3,098.0 |
|
0.382 |
3,088.6 |
|
LOW |
3,058.0 |
|
0.618 |
3,008.6 |
|
1.000 |
2,978.0 |
|
1.618 |
2,928.6 |
|
2.618 |
2,848.6 |
|
4.250 |
2,718.0 |
|
|
| Fisher Pivots for day following 06-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,098.0 |
3,088.7 |
| PP |
3,096.7 |
3,083.3 |
| S1 |
3,095.3 |
3,078.0 |
|