| 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 |
6,449.5 |
6,462.0 |
12.5 |
0.2% |
6,390.5 |
| High |
6,500.0 |
6,523.5 |
23.5 |
0.4% |
6,539.0 |
| Low |
6,422.0 |
6,451.0 |
29.0 |
0.5% |
6,313.0 |
| Close |
6,433.5 |
6,511.5 |
78.0 |
1.2% |
6,505.5 |
| Range |
78.0 |
72.5 |
-5.5 |
-7.1% |
226.0 |
| ATR |
103.3 |
102.4 |
-1.0 |
-0.9% |
0.0 |
| Volume |
79,573 |
82,714 |
3,141 |
3.9% |
519,197 |
|
| Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,713.0 |
6,684.5 |
6,551.5 |
|
| R3 |
6,640.5 |
6,612.0 |
6,531.5 |
|
| R2 |
6,568.0 |
6,568.0 |
6,525.0 |
|
| R1 |
6,539.5 |
6,539.5 |
6,518.0 |
6,554.0 |
| PP |
6,495.5 |
6,495.5 |
6,495.5 |
6,502.5 |
| S1 |
6,467.0 |
6,467.0 |
6,505.0 |
6,481.0 |
| S2 |
6,423.0 |
6,423.0 |
6,498.0 |
|
| S3 |
6,350.5 |
6,394.5 |
6,491.5 |
|
| S4 |
6,278.0 |
6,322.0 |
6,471.5 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,130.5 |
7,044.0 |
6,630.0 |
|
| R3 |
6,904.5 |
6,818.0 |
6,567.5 |
|
| R2 |
6,678.5 |
6,678.5 |
6,547.0 |
|
| R1 |
6,592.0 |
6,592.0 |
6,526.0 |
6,635.0 |
| PP |
6,452.5 |
6,452.5 |
6,452.5 |
6,474.0 |
| S1 |
6,366.0 |
6,366.0 |
6,485.0 |
6,409.0 |
| S2 |
6,226.5 |
6,226.5 |
6,464.0 |
|
| S3 |
6,000.5 |
6,140.0 |
6,443.5 |
|
| S4 |
5,774.5 |
5,914.0 |
6,381.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,539.0 |
6,355.5 |
183.5 |
2.8% |
87.0 |
1.3% |
85% |
False |
False |
100,891 |
| 10 |
6,539.0 |
6,292.0 |
247.0 |
3.8% |
83.5 |
1.3% |
89% |
False |
False |
98,638 |
| 20 |
6,539.0 |
6,042.5 |
496.5 |
7.6% |
117.5 |
1.8% |
94% |
False |
False |
135,011 |
| 40 |
6,875.0 |
6,042.5 |
832.5 |
12.8% |
99.0 |
1.5% |
56% |
False |
False |
129,260 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
12.8% |
79.0 |
1.2% |
56% |
False |
False |
88,103 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
12.8% |
66.0 |
1.0% |
56% |
False |
False |
66,086 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
12.8% |
54.5 |
0.8% |
56% |
False |
False |
52,873 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
12.8% |
46.5 |
0.7% |
56% |
False |
False |
44,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,831.5 |
|
2.618 |
6,713.5 |
|
1.618 |
6,641.0 |
|
1.000 |
6,596.0 |
|
0.618 |
6,568.5 |
|
HIGH |
6,523.5 |
|
0.618 |
6,496.0 |
|
0.500 |
6,487.0 |
|
0.382 |
6,478.5 |
|
LOW |
6,451.0 |
|
0.618 |
6,406.0 |
|
1.000 |
6,378.5 |
|
1.618 |
6,333.5 |
|
2.618 |
6,261.0 |
|
4.250 |
6,143.0 |
|
|
| Fisher Pivots for day following 05-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,503.5 |
6,500.5 |
| PP |
6,495.5 |
6,490.0 |
| S1 |
6,487.0 |
6,479.0 |
|