| Trading Metrics calculated at close of trading on 04-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1,171.1 |
1,165.5 |
-5.6 |
-0.5% |
1,228.7 |
| High |
1,173.5 |
1,173.9 |
0.4 |
0.0% |
1,236.0 |
| Low |
1,163.8 |
1,164.6 |
0.8 |
0.1% |
1,161.9 |
| Close |
1,170.6 |
1,168.5 |
-2.1 |
-0.2% |
1,172.4 |
| Range |
9.7 |
9.3 |
-0.4 |
-4.1% |
74.1 |
| ATR |
16.2 |
15.7 |
-0.5 |
-3.1% |
0.0 |
| Volume |
10,570 |
4,656 |
-5,914 |
-56.0% |
36,179 |
|
| Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,196.9 |
1,192.0 |
1,173.6 |
|
| R3 |
1,187.6 |
1,182.7 |
1,171.1 |
|
| R2 |
1,178.3 |
1,178.3 |
1,170.2 |
|
| R1 |
1,173.4 |
1,173.4 |
1,169.4 |
1,175.9 |
| PP |
1,169.0 |
1,169.0 |
1,169.0 |
1,170.2 |
| S1 |
1,164.1 |
1,164.1 |
1,167.6 |
1,166.6 |
| S2 |
1,159.7 |
1,159.7 |
1,166.8 |
|
| S3 |
1,150.4 |
1,154.8 |
1,165.9 |
|
| S4 |
1,141.1 |
1,145.5 |
1,163.4 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,412.4 |
1,366.5 |
1,213.2 |
|
| R3 |
1,338.3 |
1,292.4 |
1,192.8 |
|
| R2 |
1,264.2 |
1,264.2 |
1,186.0 |
|
| R1 |
1,218.3 |
1,218.3 |
1,179.2 |
1,204.2 |
| PP |
1,190.1 |
1,190.1 |
1,190.1 |
1,183.1 |
| S1 |
1,144.2 |
1,144.2 |
1,165.6 |
1,130.1 |
| S2 |
1,116.0 |
1,116.0 |
1,158.8 |
|
| S3 |
1,041.9 |
1,070.1 |
1,152.0 |
|
| S4 |
967.8 |
996.0 |
1,131.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,231.0 |
1,161.9 |
69.1 |
5.9% |
20.5 |
1.8% |
10% |
False |
False |
8,294 |
| 10 |
1,250.2 |
1,161.9 |
88.3 |
7.6% |
15.2 |
1.3% |
7% |
False |
False |
7,271 |
| 20 |
1,256.2 |
1,161.9 |
94.3 |
8.1% |
13.8 |
1.2% |
7% |
False |
False |
5,859 |
| 40 |
1,259.1 |
1,161.9 |
97.2 |
8.3% |
13.9 |
1.2% |
7% |
False |
False |
4,113 |
| 60 |
1,319.4 |
1,161.9 |
157.5 |
13.5% |
13.2 |
1.1% |
4% |
False |
False |
3,211 |
| 80 |
1,325.1 |
1,161.9 |
163.2 |
14.0% |
12.9 |
1.1% |
4% |
False |
False |
2,699 |
| 100 |
1,347.3 |
1,161.9 |
185.4 |
15.9% |
12.8 |
1.1% |
4% |
False |
False |
2,272 |
| 120 |
1,347.3 |
1,161.9 |
185.4 |
15.9% |
11.5 |
1.0% |
4% |
False |
False |
1,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,213.4 |
|
2.618 |
1,198.2 |
|
1.618 |
1,188.9 |
|
1.000 |
1,183.2 |
|
0.618 |
1,179.6 |
|
HIGH |
1,173.9 |
|
0.618 |
1,170.3 |
|
0.500 |
1,169.3 |
|
0.382 |
1,168.2 |
|
LOW |
1,164.6 |
|
0.618 |
1,158.9 |
|
1.000 |
1,155.3 |
|
1.618 |
1,149.6 |
|
2.618 |
1,140.3 |
|
4.250 |
1,125.1 |
|
|
| Fisher Pivots for day following 04-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,169.3 |
1,182.5 |
| PP |
1,169.0 |
1,177.8 |
| S1 |
1,168.8 |
1,173.2 |
|