| 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 |
6,462.0 |
6,515.5 |
53.5 |
0.8% |
6,390.5 |
| High |
6,523.5 |
6,568.5 |
45.0 |
0.7% |
6,539.0 |
| Low |
6,451.0 |
6,491.0 |
40.0 |
0.6% |
6,313.0 |
| Close |
6,511.5 |
6,538.5 |
27.0 |
0.4% |
6,505.5 |
| Range |
72.5 |
77.5 |
5.0 |
6.9% |
226.0 |
| ATR |
102.4 |
100.6 |
-1.8 |
-1.7% |
0.0 |
| Volume |
82,714 |
99,546 |
16,832 |
20.3% |
519,197 |
|
| Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,765.0 |
6,729.5 |
6,581.0 |
|
| R3 |
6,687.5 |
6,652.0 |
6,560.0 |
|
| R2 |
6,610.0 |
6,610.0 |
6,552.5 |
|
| R1 |
6,574.5 |
6,574.5 |
6,545.5 |
6,592.0 |
| PP |
6,532.5 |
6,532.5 |
6,532.5 |
6,541.5 |
| S1 |
6,497.0 |
6,497.0 |
6,531.5 |
6,515.0 |
| S2 |
6,455.0 |
6,455.0 |
6,524.5 |
|
| S3 |
6,377.5 |
6,419.5 |
6,517.0 |
|
| S4 |
6,300.0 |
6,342.0 |
6,496.0 |
|
|
| 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 |
6,568.5 |
6,422.0 |
146.5 |
2.2% |
79.5 |
1.2% |
80% |
True |
False |
95,223 |
| 10 |
6,568.5 |
6,313.0 |
255.5 |
3.9% |
79.5 |
1.2% |
88% |
True |
False |
98,210 |
| 20 |
6,568.5 |
6,042.5 |
526.0 |
8.0% |
112.0 |
1.7% |
94% |
True |
False |
131,149 |
| 40 |
6,875.0 |
6,042.5 |
832.5 |
12.7% |
98.5 |
1.5% |
60% |
False |
False |
130,136 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
12.7% |
79.5 |
1.2% |
60% |
False |
False |
89,762 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
12.7% |
66.5 |
1.0% |
60% |
False |
False |
67,330 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
12.7% |
55.5 |
0.8% |
60% |
False |
False |
53,867 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
12.7% |
47.0 |
0.7% |
60% |
False |
False |
44,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,898.0 |
|
2.618 |
6,771.5 |
|
1.618 |
6,694.0 |
|
1.000 |
6,646.0 |
|
0.618 |
6,616.5 |
|
HIGH |
6,568.5 |
|
0.618 |
6,539.0 |
|
0.500 |
6,530.0 |
|
0.382 |
6,520.5 |
|
LOW |
6,491.0 |
|
0.618 |
6,443.0 |
|
1.000 |
6,413.5 |
|
1.618 |
6,365.5 |
|
2.618 |
6,288.0 |
|
4.250 |
6,161.5 |
|
|
| Fisher Pivots for day following 06-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,535.5 |
6,524.0 |
| PP |
6,532.5 |
6,509.5 |
| S1 |
6,530.0 |
6,495.0 |
|