| 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 |
2,018.50 |
2,027.25 |
8.75 |
0.4% |
2,011.25 |
| High |
2,029.25 |
2,033.50 |
4.25 |
0.2% |
2,033.50 |
| Low |
2,010.75 |
2,020.50 |
9.75 |
0.5% |
1,995.25 |
| Close |
2,028.00 |
2,026.00 |
-2.00 |
-0.1% |
2,026.00 |
| Range |
18.50 |
13.00 |
-5.50 |
-29.7% |
38.25 |
| ATR |
27.65 |
26.60 |
-1.05 |
-3.8% |
0.00 |
| Volume |
1,434,905 |
1,282,437 |
-152,468 |
-10.6% |
7,177,975 |
|
| Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,065.75 |
2,058.75 |
2,033.25 |
|
| R3 |
2,052.75 |
2,045.75 |
2,029.50 |
|
| R2 |
2,039.75 |
2,039.75 |
2,028.50 |
|
| R1 |
2,032.75 |
2,032.75 |
2,027.25 |
2,029.75 |
| PP |
2,026.75 |
2,026.75 |
2,026.75 |
2,025.00 |
| S1 |
2,019.75 |
2,019.75 |
2,024.75 |
2,016.75 |
| S2 |
2,013.75 |
2,013.75 |
2,023.50 |
|
| S3 |
2,000.75 |
2,006.75 |
2,022.50 |
|
| S4 |
1,987.75 |
1,993.75 |
2,018.75 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,133.00 |
2,117.75 |
2,047.00 |
|
| R3 |
2,094.75 |
2,079.50 |
2,036.50 |
|
| R2 |
2,056.50 |
2,056.50 |
2,033.00 |
|
| R1 |
2,041.25 |
2,041.25 |
2,029.50 |
2,049.00 |
| PP |
2,018.25 |
2,018.25 |
2,018.25 |
2,022.00 |
| S1 |
2,003.00 |
2,003.00 |
2,022.50 |
2,010.50 |
| S2 |
1,980.00 |
1,980.00 |
2,019.00 |
|
| S3 |
1,941.75 |
1,964.75 |
2,015.50 |
|
| S4 |
1,903.50 |
1,926.50 |
2,005.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,033.50 |
1,995.25 |
38.25 |
1.9% |
15.75 |
0.8% |
80% |
True |
False |
1,435,595 |
| 10 |
2,033.50 |
1,944.50 |
89.00 |
4.4% |
21.25 |
1.1% |
92% |
True |
False |
1,600,189 |
| 20 |
2,033.50 |
1,813.00 |
220.50 |
10.9% |
31.00 |
1.5% |
97% |
True |
False |
2,110,244 |
| 40 |
2,033.50 |
1,813.00 |
220.50 |
10.9% |
28.75 |
1.4% |
97% |
True |
False |
2,075,375 |
| 60 |
2,033.50 |
1,813.00 |
220.50 |
10.9% |
23.75 |
1.2% |
97% |
True |
False |
1,438,643 |
| 80 |
2,033.50 |
1,813.00 |
220.50 |
10.9% |
22.75 |
1.1% |
97% |
True |
False |
1,079,964 |
| 100 |
2,033.50 |
1,813.00 |
220.50 |
10.9% |
20.75 |
1.0% |
97% |
True |
False |
864,365 |
| 120 |
2,033.50 |
1,813.00 |
220.50 |
10.9% |
19.25 |
0.9% |
97% |
True |
False |
720,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,088.75 |
|
2.618 |
2,067.50 |
|
1.618 |
2,054.50 |
|
1.000 |
2,046.50 |
|
0.618 |
2,041.50 |
|
HIGH |
2,033.50 |
|
0.618 |
2,028.50 |
|
0.500 |
2,027.00 |
|
0.382 |
2,025.50 |
|
LOW |
2,020.50 |
|
0.618 |
2,012.50 |
|
1.000 |
2,007.50 |
|
1.618 |
1,999.50 |
|
2.618 |
1,986.50 |
|
4.250 |
1,965.25 |
|
|
| Fisher Pivots for day following 07-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,027.00 |
2,023.50 |
| PP |
2,026.75 |
2,021.00 |
| S1 |
2,026.25 |
2,018.50 |
|