| 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 |
15,830 |
17,110 |
1,280 |
8.1% |
15,475 |
| High |
17,085 |
17,480 |
395 |
2.3% |
17,085 |
| Low |
15,830 |
16,980 |
1,150 |
7.3% |
15,285 |
| Close |
17,070 |
17,385 |
315 |
1.8% |
17,070 |
| Range |
1,255 |
500 |
-755 |
-60.2% |
1,800 |
| ATR |
378 |
387 |
9 |
2.3% |
0 |
| Volume |
47,508 |
23,145 |
-24,363 |
-51.3% |
109,519 |
|
| Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,782 |
18,583 |
17,660 |
|
| R3 |
18,282 |
18,083 |
17,523 |
|
| R2 |
17,782 |
17,782 |
17,477 |
|
| R1 |
17,583 |
17,583 |
17,431 |
17,683 |
| PP |
17,282 |
17,282 |
17,282 |
17,331 |
| S1 |
17,083 |
17,083 |
17,339 |
17,183 |
| S2 |
16,782 |
16,782 |
17,293 |
|
| S3 |
16,282 |
16,583 |
17,248 |
|
| S4 |
15,782 |
16,083 |
17,110 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,880 |
21,275 |
18,060 |
|
| R3 |
20,080 |
19,475 |
17,565 |
|
| R2 |
18,280 |
18,280 |
17,400 |
|
| R1 |
17,675 |
17,675 |
17,235 |
17,978 |
| PP |
16,480 |
16,480 |
16,480 |
16,631 |
| S1 |
15,875 |
15,875 |
16,905 |
16,178 |
| S2 |
14,680 |
14,680 |
16,740 |
|
| S3 |
12,880 |
14,075 |
16,575 |
|
| S4 |
11,080 |
12,275 |
16,080 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,480 |
15,295 |
2,185 |
12.6% |
514 |
3.0% |
96% |
True |
False |
23,294 |
| 10 |
17,480 |
14,785 |
2,695 |
15.5% |
409 |
2.4% |
96% |
True |
False |
21,822 |
| 20 |
17,480 |
14,400 |
3,080 |
17.7% |
407 |
2.3% |
97% |
True |
False |
24,164 |
| 40 |
17,480 |
14,400 |
3,080 |
17.7% |
326 |
1.9% |
97% |
True |
False |
20,627 |
| 60 |
17,480 |
14,400 |
3,080 |
17.7% |
262 |
1.5% |
97% |
True |
False |
14,150 |
| 80 |
17,480 |
14,400 |
3,080 |
17.7% |
216 |
1.2% |
97% |
True |
False |
10,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,605 |
|
2.618 |
18,789 |
|
1.618 |
18,289 |
|
1.000 |
17,980 |
|
0.618 |
17,789 |
|
HIGH |
17,480 |
|
0.618 |
17,289 |
|
0.500 |
17,230 |
|
0.382 |
17,171 |
|
LOW |
16,980 |
|
0.618 |
16,671 |
|
1.000 |
16,480 |
|
1.618 |
16,171 |
|
2.618 |
15,671 |
|
4.250 |
14,855 |
|
|
| Fisher Pivots for day following 03-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,333 |
17,103 |
| PP |
17,282 |
16,820 |
| S1 |
17,230 |
16,538 |
|