| Trading Metrics calculated at close of trading on 10-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
2,027.25 |
2,025.75 |
-1.50 |
-0.1% |
2,011.25 |
| High |
2,033.50 |
2,035.00 |
1.50 |
0.1% |
2,033.50 |
| Low |
2,020.50 |
2,021.00 |
0.50 |
0.0% |
1,995.25 |
| Close |
2,026.00 |
2,034.00 |
8.00 |
0.4% |
2,026.00 |
| Range |
13.00 |
14.00 |
1.00 |
7.7% |
38.25 |
| ATR |
26.60 |
25.70 |
-0.90 |
-3.4% |
0.00 |
| Volume |
1,282,437 |
967,814 |
-314,623 |
-24.5% |
7,177,975 |
|
| Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,072.00 |
2,067.00 |
2,041.75 |
|
| R3 |
2,058.00 |
2,053.00 |
2,037.75 |
|
| R2 |
2,044.00 |
2,044.00 |
2,036.50 |
|
| R1 |
2,039.00 |
2,039.00 |
2,035.25 |
2,041.50 |
| PP |
2,030.00 |
2,030.00 |
2,030.00 |
2,031.25 |
| S1 |
2,025.00 |
2,025.00 |
2,032.75 |
2,027.50 |
| S2 |
2,016.00 |
2,016.00 |
2,031.50 |
|
| S3 |
2,002.00 |
2,011.00 |
2,030.25 |
|
| S4 |
1,988.00 |
1,997.00 |
2,026.25 |
|
|
| 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 |
2,035.00 |
1,995.25 |
39.75 |
2.0% |
16.25 |
0.8% |
97% |
True |
False |
1,356,853 |
| 10 |
2,035.00 |
1,956.75 |
78.25 |
3.8% |
20.50 |
1.0% |
99% |
True |
False |
1,551,764 |
| 20 |
2,035.00 |
1,813.00 |
222.00 |
10.9% |
29.75 |
1.5% |
100% |
True |
False |
2,011,231 |
| 40 |
2,035.00 |
1,813.00 |
222.00 |
10.9% |
28.75 |
1.4% |
100% |
True |
False |
2,056,015 |
| 60 |
2,035.00 |
1,813.00 |
222.00 |
10.9% |
23.50 |
1.2% |
100% |
True |
False |
1,454,723 |
| 80 |
2,035.00 |
1,813.00 |
222.00 |
10.9% |
22.50 |
1.1% |
100% |
True |
False |
1,092,014 |
| 100 |
2,035.00 |
1,813.00 |
222.00 |
10.9% |
21.00 |
1.0% |
100% |
True |
False |
874,032 |
| 120 |
2,035.00 |
1,813.00 |
222.00 |
10.9% |
19.25 |
0.9% |
100% |
True |
False |
728,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,094.50 |
|
2.618 |
2,071.75 |
|
1.618 |
2,057.75 |
|
1.000 |
2,049.00 |
|
0.618 |
2,043.75 |
|
HIGH |
2,035.00 |
|
0.618 |
2,029.75 |
|
0.500 |
2,028.00 |
|
0.382 |
2,026.25 |
|
LOW |
2,021.00 |
|
0.618 |
2,012.25 |
|
1.000 |
2,007.00 |
|
1.618 |
1,998.25 |
|
2.618 |
1,984.25 |
|
4.250 |
1,961.50 |
|
|
| Fisher Pivots for day following 10-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,032.00 |
2,030.25 |
| PP |
2,030.00 |
2,026.50 |
| S1 |
2,028.00 |
2,023.00 |
|