| 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 |
1,987.75 |
2,011.25 |
23.50 |
1.2% |
1,960.25 |
| High |
2,016.75 |
2,019.25 |
2.50 |
0.1% |
2,016.75 |
| Low |
1,986.75 |
2,007.00 |
20.25 |
1.0% |
1,944.50 |
| Close |
2,011.50 |
2,011.00 |
-0.50 |
0.0% |
2,011.50 |
| Range |
30.00 |
12.25 |
-17.75 |
-59.2% |
72.25 |
| ATR |
31.44 |
30.07 |
-1.37 |
-4.4% |
0.00 |
| Volume |
1,924,396 |
1,361,523 |
-562,873 |
-29.2% |
8,823,918 |
|
| Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,049.25 |
2,042.25 |
2,017.75 |
|
| R3 |
2,037.00 |
2,030.00 |
2,014.25 |
|
| R2 |
2,024.75 |
2,024.75 |
2,013.25 |
|
| R1 |
2,017.75 |
2,017.75 |
2,012.00 |
2,015.00 |
| PP |
2,012.50 |
2,012.50 |
2,012.50 |
2,011.00 |
| S1 |
2,005.50 |
2,005.50 |
2,010.00 |
2,003.00 |
| S2 |
2,000.25 |
2,000.25 |
2,008.75 |
|
| S3 |
1,988.00 |
1,993.25 |
2,007.75 |
|
| S4 |
1,975.75 |
1,981.00 |
2,004.25 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,207.75 |
2,181.75 |
2,051.25 |
|
| R3 |
2,135.50 |
2,109.50 |
2,031.25 |
|
| R2 |
2,063.25 |
2,063.25 |
2,024.75 |
|
| R1 |
2,037.25 |
2,037.25 |
2,018.00 |
2,050.25 |
| PP |
1,991.00 |
1,991.00 |
1,991.00 |
1,997.50 |
| S1 |
1,965.00 |
1,965.00 |
2,005.00 |
1,978.00 |
| S2 |
1,918.75 |
1,918.75 |
1,998.25 |
|
| S3 |
1,846.50 |
1,892.75 |
1,991.75 |
|
| S4 |
1,774.25 |
1,820.50 |
1,971.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,019.25 |
1,956.75 |
62.50 |
3.1% |
25.00 |
1.2% |
87% |
True |
False |
1,746,676 |
| 10 |
2,019.25 |
1,885.75 |
133.50 |
6.6% |
28.50 |
1.4% |
94% |
True |
False |
1,806,326 |
| 20 |
2,019.25 |
1,813.00 |
206.25 |
10.3% |
36.25 |
1.8% |
96% |
True |
False |
2,362,470 |
| 40 |
2,019.25 |
1,813.00 |
206.25 |
10.3% |
28.75 |
1.4% |
96% |
True |
False |
2,005,836 |
| 60 |
2,019.25 |
1,813.00 |
206.25 |
10.3% |
23.75 |
1.2% |
96% |
True |
False |
1,342,003 |
| 80 |
2,019.25 |
1,813.00 |
206.25 |
10.3% |
22.75 |
1.1% |
96% |
True |
False |
1,007,389 |
| 100 |
2,019.25 |
1,813.00 |
206.25 |
10.3% |
20.75 |
1.0% |
96% |
True |
False |
806,238 |
| 120 |
2,019.25 |
1,813.00 |
206.25 |
10.3% |
19.25 |
1.0% |
96% |
True |
False |
671,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,071.25 |
|
2.618 |
2,051.25 |
|
1.618 |
2,039.00 |
|
1.000 |
2,031.50 |
|
0.618 |
2,026.75 |
|
HIGH |
2,019.25 |
|
0.618 |
2,014.50 |
|
0.500 |
2,013.00 |
|
0.382 |
2,011.75 |
|
LOW |
2,007.00 |
|
0.618 |
1,999.50 |
|
1.000 |
1,994.75 |
|
1.618 |
1,987.25 |
|
2.618 |
1,975.00 |
|
4.250 |
1,955.00 |
|
|
| Fisher Pivots for day following 03-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,013.00 |
2,003.75 |
| PP |
2,012.50 |
1,996.50 |
| S1 |
2,011.75 |
1,989.25 |
|