| 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 |
1,165.5 |
1,169.5 |
4.0 |
0.3% |
1,228.7 |
| High |
1,173.9 |
1,169.5 |
-4.4 |
-0.4% |
1,236.0 |
| Low |
1,164.6 |
1,138.9 |
-25.7 |
-2.2% |
1,161.9 |
| Close |
1,168.5 |
1,146.5 |
-22.0 |
-1.9% |
1,172.4 |
| Range |
9.3 |
30.6 |
21.3 |
229.0% |
74.1 |
| ATR |
15.7 |
16.8 |
1.1 |
6.7% |
0.0 |
| Volume |
4,656 |
17,334 |
12,678 |
272.3% |
36,179 |
|
| Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,243.4 |
1,225.6 |
1,163.3 |
|
| R3 |
1,212.8 |
1,195.0 |
1,154.9 |
|
| R2 |
1,182.2 |
1,182.2 |
1,152.1 |
|
| R1 |
1,164.4 |
1,164.4 |
1,149.3 |
1,158.0 |
| PP |
1,151.6 |
1,151.6 |
1,151.6 |
1,148.5 |
| S1 |
1,133.8 |
1,133.8 |
1,143.7 |
1,127.4 |
| S2 |
1,121.0 |
1,121.0 |
1,140.9 |
|
| S3 |
1,090.4 |
1,103.2 |
1,138.1 |
|
| S4 |
1,059.8 |
1,072.6 |
1,129.7 |
|
|
| 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 |
1,217.3 |
1,138.9 |
78.4 |
6.8% |
22.3 |
1.9% |
10% |
False |
True |
11,255 |
| 10 |
1,245.0 |
1,138.9 |
106.1 |
9.3% |
17.5 |
1.5% |
7% |
False |
True |
8,323 |
| 20 |
1,256.2 |
1,138.9 |
117.3 |
10.2% |
14.4 |
1.3% |
6% |
False |
True |
6,605 |
| 40 |
1,256.2 |
1,138.9 |
117.3 |
10.2% |
14.3 |
1.3% |
6% |
False |
True |
4,447 |
| 60 |
1,319.4 |
1,138.9 |
180.5 |
15.7% |
13.5 |
1.2% |
4% |
False |
True |
3,471 |
| 80 |
1,325.1 |
1,138.9 |
186.2 |
16.2% |
13.1 |
1.1% |
4% |
False |
True |
2,901 |
| 100 |
1,347.3 |
1,138.9 |
208.4 |
18.2% |
13.0 |
1.1% |
4% |
False |
True |
2,445 |
| 120 |
1,347.3 |
1,138.9 |
208.4 |
18.2% |
11.8 |
1.0% |
4% |
False |
True |
2,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,299.6 |
|
2.618 |
1,249.6 |
|
1.618 |
1,219.0 |
|
1.000 |
1,200.1 |
|
0.618 |
1,188.4 |
|
HIGH |
1,169.5 |
|
0.618 |
1,157.8 |
|
0.500 |
1,154.2 |
|
0.382 |
1,150.6 |
|
LOW |
1,138.9 |
|
0.618 |
1,120.0 |
|
1.000 |
1,108.3 |
|
1.618 |
1,089.4 |
|
2.618 |
1,058.8 |
|
4.250 |
1,008.9 |
|
|
| Fisher Pivots for day following 05-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,154.2 |
1,156.4 |
| PP |
1,151.6 |
1,153.1 |
| S1 |
1,149.1 |
1,149.8 |
|