| Trading Metrics calculated at close of trading on 05-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
2,010.50 |
2,006.25 |
-4.25 |
-0.2% |
1,960.25 |
| High |
2,013.75 |
2,020.50 |
6.75 |
0.3% |
2,016.75 |
| Low |
1,995.25 |
2,003.75 |
8.50 |
0.4% |
1,944.50 |
| Close |
2,005.50 |
2,018.75 |
13.25 |
0.7% |
2,011.50 |
| Range |
18.50 |
16.75 |
-1.75 |
-9.5% |
72.25 |
| ATR |
29.25 |
28.35 |
-0.89 |
-3.1% |
0.00 |
| Volume |
1,524,332 |
1,574,778 |
50,446 |
3.3% |
8,823,918 |
|
| Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,064.50 |
2,058.50 |
2,028.00 |
|
| R3 |
2,047.75 |
2,041.75 |
2,023.25 |
|
| R2 |
2,031.00 |
2,031.00 |
2,021.75 |
|
| R1 |
2,025.00 |
2,025.00 |
2,020.25 |
2,028.00 |
| PP |
2,014.25 |
2,014.25 |
2,014.25 |
2,016.00 |
| S1 |
2,008.25 |
2,008.25 |
2,017.25 |
2,011.25 |
| S2 |
1,997.50 |
1,997.50 |
2,015.75 |
|
| S3 |
1,980.75 |
1,991.50 |
2,014.25 |
|
| S4 |
1,964.00 |
1,974.75 |
2,009.50 |
|
|
| 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 |
2,020.50 |
1,959.25 |
61.25 |
3.0% |
22.50 |
1.1% |
97% |
True |
False |
1,673,165 |
| 10 |
2,020.50 |
1,922.25 |
98.25 |
4.9% |
24.50 |
1.2% |
98% |
True |
False |
1,690,080 |
| 20 |
2,020.50 |
1,813.00 |
207.50 |
10.3% |
34.00 |
1.7% |
99% |
True |
False |
2,283,030 |
| 40 |
2,020.50 |
1,813.00 |
207.50 |
10.3% |
28.75 |
1.4% |
99% |
True |
False |
2,074,071 |
| 60 |
2,020.50 |
1,813.00 |
207.50 |
10.3% |
23.75 |
1.2% |
99% |
True |
False |
1,393,447 |
| 80 |
2,020.50 |
1,813.00 |
207.50 |
10.3% |
22.75 |
1.1% |
99% |
True |
False |
1,046,050 |
| 100 |
2,020.50 |
1,813.00 |
207.50 |
10.3% |
20.75 |
1.0% |
99% |
True |
False |
837,214 |
| 120 |
2,020.50 |
1,813.00 |
207.50 |
10.3% |
19.25 |
1.0% |
99% |
True |
False |
697,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,091.75 |
|
2.618 |
2,064.25 |
|
1.618 |
2,047.50 |
|
1.000 |
2,037.25 |
|
0.618 |
2,030.75 |
|
HIGH |
2,020.50 |
|
0.618 |
2,014.00 |
|
0.500 |
2,012.00 |
|
0.382 |
2,010.25 |
|
LOW |
2,003.75 |
|
0.618 |
1,993.50 |
|
1.000 |
1,987.00 |
|
1.618 |
1,976.75 |
|
2.618 |
1,960.00 |
|
4.250 |
1,932.50 |
|
|
| Fisher Pivots for day following 05-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,016.50 |
2,015.00 |
| PP |
2,014.25 |
2,011.50 |
| S1 |
2,012.00 |
2,008.00 |
|