| Trading Metrics calculated at close of trading on 07-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3,071.0 |
3,113.0 |
42.0 |
1.4% |
3,104.0 |
| High |
3,138.0 |
3,118.0 |
-20.0 |
-0.6% |
3,138.0 |
| Low |
3,058.0 |
3,033.0 |
-25.0 |
-0.8% |
3,018.0 |
| Close |
3,094.0 |
3,056.0 |
-38.0 |
-1.2% |
3,056.0 |
| Range |
80.0 |
85.0 |
5.0 |
6.3% |
120.0 |
| ATR |
70.7 |
71.7 |
1.0 |
1.4% |
0.0 |
| Volume |
1,492,370 |
721,200 |
-771,170 |
-51.7% |
5,412,563 |
|
| Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,324.0 |
3,275.0 |
3,102.8 |
|
| R3 |
3,239.0 |
3,190.0 |
3,079.4 |
|
| R2 |
3,154.0 |
3,154.0 |
3,071.6 |
|
| R1 |
3,105.0 |
3,105.0 |
3,063.8 |
3,087.0 |
| PP |
3,069.0 |
3,069.0 |
3,069.0 |
3,060.0 |
| S1 |
3,020.0 |
3,020.0 |
3,048.2 |
3,002.0 |
| S2 |
2,984.0 |
2,984.0 |
3,040.4 |
|
| S3 |
2,899.0 |
2,935.0 |
3,032.6 |
|
| S4 |
2,814.0 |
2,850.0 |
3,009.3 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,430.7 |
3,363.3 |
3,122.0 |
|
| R3 |
3,310.7 |
3,243.3 |
3,089.0 |
|
| R2 |
3,190.7 |
3,190.7 |
3,078.0 |
|
| R1 |
3,123.3 |
3,123.3 |
3,067.0 |
3,097.0 |
| PP |
3,070.7 |
3,070.7 |
3,070.7 |
3,057.5 |
| S1 |
3,003.3 |
3,003.3 |
3,045.0 |
2,977.0 |
| S2 |
2,950.7 |
2,950.7 |
3,034.0 |
|
| S3 |
2,830.7 |
2,883.3 |
3,023.0 |
|
| S4 |
2,710.7 |
2,763.3 |
2,990.0 |
|
|
| 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% |
66.2 |
2.2% |
32% |
False |
False |
1,082,512 |
| 10 |
3,138.0 |
2,954.0 |
184.0 |
6.0% |
66.6 |
2.2% |
55% |
False |
False |
1,104,086 |
| 20 |
3,138.0 |
2,771.0 |
367.0 |
12.0% |
77.1 |
2.5% |
78% |
False |
False |
1,391,425 |
| 40 |
3,293.0 |
2,771.0 |
522.0 |
17.1% |
66.1 |
2.2% |
55% |
False |
False |
1,292,533 |
| 60 |
3,293.0 |
2,771.0 |
522.0 |
17.1% |
57.2 |
1.9% |
55% |
False |
False |
908,366 |
| 80 |
3,293.0 |
2,771.0 |
522.0 |
17.1% |
54.0 |
1.8% |
55% |
False |
False |
682,956 |
| 100 |
3,302.0 |
2,771.0 |
531.0 |
17.4% |
50.2 |
1.6% |
54% |
False |
False |
546,471 |
| 120 |
3,306.0 |
2,771.0 |
535.0 |
17.5% |
45.0 |
1.5% |
53% |
False |
False |
455,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,479.3 |
|
2.618 |
3,340.5 |
|
1.618 |
3,255.5 |
|
1.000 |
3,203.0 |
|
0.618 |
3,170.5 |
|
HIGH |
3,118.0 |
|
0.618 |
3,085.5 |
|
0.500 |
3,075.5 |
|
0.382 |
3,065.5 |
|
LOW |
3,033.0 |
|
0.618 |
2,980.5 |
|
1.000 |
2,948.0 |
|
1.618 |
2,895.5 |
|
2.618 |
2,810.5 |
|
4.250 |
2,671.8 |
|
|
| Fisher Pivots for day following 07-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,075.5 |
3,085.5 |
| PP |
3,069.0 |
3,075.7 |
| S1 |
3,062.5 |
3,065.8 |
|