| Trading Metrics calculated at close of trading on 06-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
2,006.25 |
2,018.50 |
12.25 |
0.6% |
1,960.25 |
| High |
2,020.50 |
2,029.25 |
8.75 |
0.4% |
2,016.75 |
| Low |
2,003.75 |
2,010.75 |
7.00 |
0.3% |
1,944.50 |
| Close |
2,018.75 |
2,028.00 |
9.25 |
0.5% |
2,011.50 |
| Range |
16.75 |
18.50 |
1.75 |
10.4% |
72.25 |
| ATR |
28.35 |
27.65 |
-0.70 |
-2.5% |
0.00 |
| Volume |
1,574,778 |
1,434,905 |
-139,873 |
-8.9% |
8,823,918 |
|
| Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,078.25 |
2,071.50 |
2,038.25 |
|
| R3 |
2,059.75 |
2,053.00 |
2,033.00 |
|
| R2 |
2,041.25 |
2,041.25 |
2,031.50 |
|
| R1 |
2,034.50 |
2,034.50 |
2,029.75 |
2,038.00 |
| PP |
2,022.75 |
2,022.75 |
2,022.75 |
2,024.25 |
| S1 |
2,016.00 |
2,016.00 |
2,026.25 |
2,019.50 |
| S2 |
2,004.25 |
2,004.25 |
2,024.50 |
|
| S3 |
1,985.75 |
1,997.50 |
2,023.00 |
|
| S4 |
1,967.25 |
1,979.00 |
2,017.75 |
|
|
| 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 |
2,029.25 |
1,986.75 |
42.50 |
2.1% |
19.25 |
0.9% |
97% |
True |
False |
1,563,986 |
| 10 |
2,029.25 |
1,931.75 |
97.50 |
4.8% |
23.00 |
1.1% |
99% |
True |
False |
1,632,071 |
| 20 |
2,029.25 |
1,813.00 |
216.25 |
10.7% |
32.25 |
1.6% |
99% |
True |
False |
2,199,587 |
| 40 |
2,029.25 |
1,813.00 |
216.25 |
10.7% |
29.00 |
1.4% |
99% |
True |
False |
2,089,846 |
| 60 |
2,029.25 |
1,813.00 |
216.25 |
10.7% |
23.75 |
1.2% |
99% |
True |
False |
1,417,323 |
| 80 |
2,029.25 |
1,813.00 |
216.25 |
10.7% |
23.00 |
1.1% |
99% |
True |
False |
1,063,952 |
| 100 |
2,029.25 |
1,813.00 |
216.25 |
10.7% |
21.00 |
1.0% |
99% |
True |
False |
851,559 |
| 120 |
2,029.25 |
1,813.00 |
216.25 |
10.7% |
19.25 |
0.9% |
99% |
True |
False |
709,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,108.00 |
|
2.618 |
2,077.75 |
|
1.618 |
2,059.25 |
|
1.000 |
2,047.75 |
|
0.618 |
2,040.75 |
|
HIGH |
2,029.25 |
|
0.618 |
2,022.25 |
|
0.500 |
2,020.00 |
|
0.382 |
2,017.75 |
|
LOW |
2,010.75 |
|
0.618 |
1,999.25 |
|
1.000 |
1,992.25 |
|
1.618 |
1,980.75 |
|
2.618 |
1,962.25 |
|
4.250 |
1,932.00 |
|
|
| Fisher Pivots for day following 06-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,025.25 |
2,022.75 |
| PP |
2,022.75 |
2,017.50 |
| S1 |
2,020.00 |
2,012.25 |
|