| 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 |
6,549.5 |
6,562.0 |
12.5 |
0.2% |
6,520.0 |
| High |
6,596.5 |
6,606.5 |
10.0 |
0.2% |
6,596.5 |
| Low |
6,539.0 |
6,548.0 |
9.0 |
0.1% |
6,422.0 |
| Close |
6,557.0 |
6,595.5 |
38.5 |
0.6% |
6,557.0 |
| Range |
57.5 |
58.5 |
1.0 |
1.7% |
174.5 |
| ATR |
97.5 |
94.8 |
-2.8 |
-2.9% |
0.0 |
| Volume |
106,089 |
70,566 |
-35,523 |
-33.5% |
472,266 |
|
| Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,759.0 |
6,735.5 |
6,627.5 |
|
| R3 |
6,700.5 |
6,677.0 |
6,611.5 |
|
| R2 |
6,642.0 |
6,642.0 |
6,606.0 |
|
| R1 |
6,618.5 |
6,618.5 |
6,601.0 |
6,630.0 |
| PP |
6,583.5 |
6,583.5 |
6,583.5 |
6,589.0 |
| S1 |
6,560.0 |
6,560.0 |
6,590.0 |
6,572.0 |
| S2 |
6,525.0 |
6,525.0 |
6,585.0 |
|
| S3 |
6,466.5 |
6,501.5 |
6,579.5 |
|
| S4 |
6,408.0 |
6,443.0 |
6,563.5 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,048.5 |
6,977.5 |
6,653.0 |
|
| R3 |
6,874.0 |
6,803.0 |
6,605.0 |
|
| R2 |
6,699.5 |
6,699.5 |
6,589.0 |
|
| R1 |
6,628.5 |
6,628.5 |
6,573.0 |
6,664.0 |
| PP |
6,525.0 |
6,525.0 |
6,525.0 |
6,543.0 |
| S1 |
6,454.0 |
6,454.0 |
6,541.0 |
6,489.5 |
| S2 |
6,350.5 |
6,350.5 |
6,525.0 |
|
| S3 |
6,176.0 |
6,279.5 |
6,509.0 |
|
| S4 |
6,001.5 |
6,105.0 |
6,461.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,606.5 |
6,422.0 |
184.5 |
2.8% |
69.0 |
1.0% |
94% |
True |
False |
87,697 |
| 10 |
6,606.5 |
6,355.0 |
251.5 |
3.8% |
74.5 |
1.1% |
96% |
True |
False |
98,074 |
| 20 |
6,606.5 |
6,042.5 |
564.0 |
8.6% |
105.5 |
1.6% |
98% |
True |
False |
124,825 |
| 40 |
6,875.0 |
6,042.5 |
832.5 |
12.6% |
99.5 |
1.5% |
66% |
False |
False |
125,742 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
12.6% |
80.0 |
1.2% |
66% |
False |
False |
92,704 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
12.6% |
67.5 |
1.0% |
66% |
False |
False |
69,538 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
12.6% |
56.5 |
0.9% |
66% |
False |
False |
55,633 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
12.6% |
47.5 |
0.7% |
66% |
False |
False |
46,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,855.0 |
|
2.618 |
6,759.5 |
|
1.618 |
6,701.0 |
|
1.000 |
6,665.0 |
|
0.618 |
6,642.5 |
|
HIGH |
6,606.5 |
|
0.618 |
6,584.0 |
|
0.500 |
6,577.0 |
|
0.382 |
6,570.5 |
|
LOW |
6,548.0 |
|
0.618 |
6,512.0 |
|
1.000 |
6,489.5 |
|
1.618 |
6,453.5 |
|
2.618 |
6,395.0 |
|
4.250 |
6,299.5 |
|
|
| Fisher Pivots for day following 10-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,589.5 |
6,580.0 |
| PP |
6,583.5 |
6,564.5 |
| S1 |
6,577.0 |
6,549.0 |
|