| 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 |
17,105 |
16,950 |
-155 |
-0.9% |
17,110 |
| High |
17,145 |
17,020 |
-125 |
-0.7% |
17,480 |
| Low |
16,775 |
16,720 |
-55 |
-0.3% |
16,720 |
| Close |
17,000 |
16,820 |
-180 |
-1.1% |
16,820 |
| Range |
370 |
300 |
-70 |
-18.9% |
760 |
| ATR |
399 |
392 |
-7 |
-1.8% |
0 |
| Volume |
26,163 |
20,728 |
-5,435 |
-20.8% |
152,725 |
|
| Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,753 |
17,587 |
16,985 |
|
| R3 |
17,453 |
17,287 |
16,903 |
|
| R2 |
17,153 |
17,153 |
16,875 |
|
| R1 |
16,987 |
16,987 |
16,848 |
16,920 |
| PP |
16,853 |
16,853 |
16,853 |
16,820 |
| S1 |
16,687 |
16,687 |
16,793 |
16,620 |
| S2 |
16,553 |
16,553 |
16,765 |
|
| S3 |
16,253 |
16,387 |
16,738 |
|
| S4 |
15,953 |
16,087 |
16,655 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,287 |
18,813 |
17,238 |
|
| R3 |
18,527 |
18,053 |
17,029 |
|
| R2 |
17,767 |
17,767 |
16,959 |
|
| R1 |
17,293 |
17,293 |
16,890 |
17,150 |
| PP |
17,007 |
17,007 |
17,007 |
16,935 |
| S1 |
16,533 |
16,533 |
16,750 |
16,390 |
| S2 |
16,247 |
16,247 |
16,681 |
|
| S3 |
15,487 |
15,773 |
16,611 |
|
| S4 |
14,727 |
15,013 |
16,402 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,480 |
16,720 |
760 |
4.5% |
428 |
2.5% |
13% |
False |
True |
30,545 |
| 10 |
17,480 |
15,285 |
2,195 |
13.0% |
440 |
2.6% |
70% |
False |
False |
26,224 |
| 20 |
17,480 |
14,400 |
3,080 |
18.3% |
406 |
2.4% |
79% |
False |
False |
26,029 |
| 40 |
17,480 |
14,400 |
3,080 |
18.3% |
349 |
2.1% |
79% |
False |
False |
21,238 |
| 60 |
17,480 |
14,400 |
3,080 |
18.3% |
280 |
1.7% |
79% |
False |
False |
16,308 |
| 80 |
17,480 |
14,400 |
3,080 |
18.3% |
236 |
1.4% |
79% |
False |
False |
12,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,295 |
|
2.618 |
17,806 |
|
1.618 |
17,506 |
|
1.000 |
17,320 |
|
0.618 |
17,206 |
|
HIGH |
17,020 |
|
0.618 |
16,906 |
|
0.500 |
16,870 |
|
0.382 |
16,835 |
|
LOW |
16,720 |
|
0.618 |
16,535 |
|
1.000 |
16,420 |
|
1.618 |
16,235 |
|
2.618 |
15,935 |
|
4.250 |
15,445 |
|
|
| Fisher Pivots for day following 07-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,870 |
16,950 |
| PP |
16,853 |
16,907 |
| S1 |
16,837 |
16,863 |
|