| Trading Metrics calculated at close of trading on 10-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3,113.0 |
3,063.0 |
-50.0 |
-1.6% |
3,104.0 |
| High |
3,118.0 |
3,089.0 |
-29.0 |
-0.9% |
3,138.0 |
| Low |
3,033.0 |
3,041.0 |
8.0 |
0.3% |
3,018.0 |
| Close |
3,056.0 |
3,084.0 |
28.0 |
0.9% |
3,056.0 |
| Range |
85.0 |
48.0 |
-37.0 |
-43.5% |
120.0 |
| ATR |
71.7 |
70.0 |
-1.7 |
-2.4% |
0.0 |
| Volume |
721,200 |
657,617 |
-63,583 |
-8.8% |
5,412,563 |
|
| Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,215.3 |
3,197.7 |
3,110.4 |
|
| R3 |
3,167.3 |
3,149.7 |
3,097.2 |
|
| R2 |
3,119.3 |
3,119.3 |
3,092.8 |
|
| R1 |
3,101.7 |
3,101.7 |
3,088.4 |
3,110.5 |
| PP |
3,071.3 |
3,071.3 |
3,071.3 |
3,075.8 |
| S1 |
3,053.7 |
3,053.7 |
3,079.6 |
3,062.5 |
| S2 |
3,023.3 |
3,023.3 |
3,075.2 |
|
| S3 |
2,975.3 |
3,005.7 |
3,070.8 |
|
| S4 |
2,927.3 |
2,957.7 |
3,057.6 |
|
|
| 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% |
67.0 |
2.2% |
55% |
False |
False |
968,337 |
| 10 |
3,138.0 |
2,954.0 |
184.0 |
6.0% |
61.8 |
2.0% |
71% |
False |
False |
1,076,484 |
| 20 |
3,138.0 |
2,771.0 |
367.0 |
11.9% |
75.8 |
2.5% |
85% |
False |
False |
1,338,130 |
| 40 |
3,293.0 |
2,771.0 |
522.0 |
16.9% |
66.8 |
2.2% |
60% |
False |
False |
1,280,005 |
| 60 |
3,293.0 |
2,771.0 |
522.0 |
16.9% |
56.5 |
1.8% |
60% |
False |
False |
919,313 |
| 80 |
3,293.0 |
2,771.0 |
522.0 |
16.9% |
54.1 |
1.8% |
60% |
False |
False |
691,168 |
| 100 |
3,300.0 |
2,771.0 |
529.0 |
17.2% |
50.5 |
1.6% |
59% |
False |
False |
552,992 |
| 120 |
3,306.0 |
2,771.0 |
535.0 |
17.3% |
45.3 |
1.5% |
59% |
False |
False |
461,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,293.0 |
|
2.618 |
3,214.7 |
|
1.618 |
3,166.7 |
|
1.000 |
3,137.0 |
|
0.618 |
3,118.7 |
|
HIGH |
3,089.0 |
|
0.618 |
3,070.7 |
|
0.500 |
3,065.0 |
|
0.382 |
3,059.3 |
|
LOW |
3,041.0 |
|
0.618 |
3,011.3 |
|
1.000 |
2,993.0 |
|
1.618 |
2,963.3 |
|
2.618 |
2,915.3 |
|
4.250 |
2,837.0 |
|
|
| Fisher Pivots for day following 10-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,077.7 |
3,085.5 |
| PP |
3,071.3 |
3,085.0 |
| S1 |
3,065.0 |
3,084.5 |
|