| Trading Metrics calculated at close of trading on 04-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
2,011.25 |
2,010.50 |
-0.75 |
0.0% |
1,960.25 |
| High |
2,019.25 |
2,013.75 |
-5.50 |
-0.3% |
2,016.75 |
| Low |
2,007.00 |
1,995.25 |
-11.75 |
-0.6% |
1,944.50 |
| Close |
2,011.00 |
2,005.50 |
-5.50 |
-0.3% |
2,011.50 |
| Range |
12.25 |
18.50 |
6.25 |
51.0% |
72.25 |
| ATR |
30.07 |
29.25 |
-0.83 |
-2.7% |
0.00 |
| Volume |
1,361,523 |
1,524,332 |
162,809 |
12.0% |
8,823,918 |
|
| Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,060.25 |
2,051.50 |
2,015.75 |
|
| R3 |
2,041.75 |
2,033.00 |
2,010.50 |
|
| R2 |
2,023.25 |
2,023.25 |
2,009.00 |
|
| R1 |
2,014.50 |
2,014.50 |
2,007.25 |
2,009.50 |
| PP |
2,004.75 |
2,004.75 |
2,004.75 |
2,002.50 |
| S1 |
1,996.00 |
1,996.00 |
2,003.75 |
1,991.00 |
| S2 |
1,986.25 |
1,986.25 |
2,002.00 |
|
| S3 |
1,967.75 |
1,977.50 |
2,000.50 |
|
| S4 |
1,949.25 |
1,959.00 |
1,995.25 |
|
|
| 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 |
1,959.25 |
60.00 |
3.0% |
24.00 |
1.2% |
77% |
False |
False |
1,737,342 |
| 10 |
2,019.25 |
1,920.25 |
99.00 |
4.9% |
25.00 |
1.3% |
86% |
False |
False |
1,734,848 |
| 20 |
2,019.25 |
1,813.00 |
206.25 |
10.3% |
35.50 |
1.8% |
93% |
False |
False |
2,330,385 |
| 40 |
2,019.25 |
1,813.00 |
206.25 |
10.3% |
28.75 |
1.4% |
93% |
False |
False |
2,041,798 |
| 60 |
2,019.25 |
1,813.00 |
206.25 |
10.3% |
23.75 |
1.2% |
93% |
False |
False |
1,367,304 |
| 80 |
2,019.25 |
1,813.00 |
206.25 |
10.3% |
22.75 |
1.1% |
93% |
False |
False |
1,026,408 |
| 100 |
2,019.25 |
1,813.00 |
206.25 |
10.3% |
20.75 |
1.0% |
93% |
False |
False |
821,469 |
| 120 |
2,019.25 |
1,813.00 |
206.25 |
10.3% |
19.25 |
1.0% |
93% |
False |
False |
684,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,092.50 |
|
2.618 |
2,062.25 |
|
1.618 |
2,043.75 |
|
1.000 |
2,032.25 |
|
0.618 |
2,025.25 |
|
HIGH |
2,013.75 |
|
0.618 |
2,006.75 |
|
0.500 |
2,004.50 |
|
0.382 |
2,002.25 |
|
LOW |
1,995.25 |
|
0.618 |
1,983.75 |
|
1.000 |
1,976.75 |
|
1.618 |
1,965.25 |
|
2.618 |
1,946.75 |
|
4.250 |
1,916.50 |
|
|
| Fisher Pivots for day following 04-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,005.25 |
2,004.75 |
| PP |
2,004.75 |
2,003.75 |
| S1 |
2,004.50 |
2,003.00 |
|